PiTrading - free historical provider for futures, indices and forex data
Author: Eugene
Creation Date: 10/4/2010 4:39 AM
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Eugene

#1
This new static provider downloads free daily historical futures (continuous contracts), indices and Forex data from PiTrading site provided on a monthly basis.

Included are 13 index symbols (some from 1920), 15 Forex symbols (from 1971) and 60 futures symbols (some from the 1960's).

Visit the project's home page in the Wealth-Lab Wiki for the complete list of symbols and usage guidelines:

PiTrading static data provider

Install the Extension from our site:

PiTrading Static Provider
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Cone

#2
Great find and great work Eugene. If someone likes the Forex and Futures data here and does the work for the Symbol Info Manager, it would be helpful to the community to get the SymbolInfo.xml (in Data folder) for these symbols.
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gfparker

#3
I downloaded this new extention since I am interested in getting historical data for the US Dollar Index, symbol DXY in their index list. After creating the data set I opened a chart on DXY and it had historical data up to 12/31/2009. I then did an update for PiTrading which gave me this log:


Updating Provider PiTrading ...

Updating PiTrading daily data...
Up-to-date symbols: 2, Update required for: 0, New symbols: 11
Symbols already up to date: DXY,INDU,
Updating new symbols...
Symbol: COMPX, Bars: 10008, Last date: 10/1/2010
Symbol: IDX, Bars: 4094, Last date: 10/1/2010
Symbol: INX, Bars: 12776, Last date: 10/1/2010
Symbol: NDX, Bars: 6284, Last date: 10/1/2010
Symbol: OEX, Bars: 8256, Last date: 10/1/2010
Symbol: RUA, Bars: 5859, Last date: 10/1/2010
Symbol: RUI, Bars: 4092, Last date: 10/1/2010
Symbol: RUT, Bars: 5816, Last date: 10/1/2010
Symbol: SOX, Bars: 4136, Last date: 10/1/2010
Symbol: TYX, Bars: 8412, Last date: 10/1/2010
Symbol: VIX, Bars: 5229, Last date: 10/1/2010

Provider update complete for PiTrading
----------------

Now when I try to go into a chart of DXY, the chart says No Data Available. It does that on all the above symbols. Any idea why?
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Eugene

#4
Most likely, you're specifying some invalid data range. The PiTrading data for DXY surely goes to 10/01/2010, not 12/31/2009. Furthermore, partial data download for a symbol is impossible (it's all or nothing at all).

Try with "All Data" and to be on the safe side (even though the provider supports it), disable on demand data update (File menu or Data Manager).
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Cone

#5
You can also get DXY with the "BBFree" provider, symbol DXY:IND. 6 years max there.
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gfparker

#6
My mistake, changing to ALL DATA works fine, somehow I had the default for new strategies set to an older data range. Thanks.
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Eugene

#7
Good. :)

Also, U.S. Dollar Index is available in TradingBlox free data provider.
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Eugene

#8
gfparker, it was my mistake. :)

TradingBlox provider hotfix 2010.10 released:

* Fixed "No Data Available" message when Date Range was specified.
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Eugene

#9
TradingBlox provider updated to 2011.01.

Maintenance release (bugfix), no highlights.

Update to Wealth-Lab 6.1 to install and use the provider.
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Eugene

#10
Known issue, under investigation:

If update falls in the middle with an error (e.g. argument out of range), delete all PiTrading data files and repeat update. To do it, enable hidden/file folder visibility (Control Panel > Folder Options), navigate to:

* "c:\Users\user name\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\PiTProvider\" (Windows 7/Vista)
* "c:\Documents and Settings\user name\Application Data\Fidelity Investments\WealthLabDev\1.0.0.0\Data\PiTProvider\") (Windows XP)

Remove the folder called Daily. Then updating the PiTrading provider should work.
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Eugene

#11
PiTrading provider updated to 2011.08.

! Important update !

Every user should update to this version to avoid crash on update.

Change summary:

* Fixed: Crash due to unexpected data feed changes
* Changed: recent additions/removals in PiTrading feed. Removed delisted PB (Pork Bellies), added TSYY (index) and EUR/CAD (forex)
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abegy

#12
I would like to know if it is normal that the last date of the update of every future symbols is 9/16/2011 ?
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Eugene

#13
Yes.

"This new static provider downloads free daily historical futures (continuous contracts), indices and Forex data from PiTrading site provided on a monthly basis."
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Dave B.

#14
Eugene:

Does this site even provide free data anymore?

I can not even see the free data - it redirects to their paid data descriptions.

Try quandl.com !
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Eugene

#15
David,

Haven't been to their site in a long while but our PiTrading data provider still works correctly, updating their data on a monthly basis (as always).

Re: quandl.com. Thanks for the pointer. Interesting find, and they have a good philosophy. I've seen this as Wikiposit before (their most usable portion for our purposes), wondering who stands behind this project and can their data quality be trusted. Their simple API is a plus, however, every data section I browsed was pretty far from being uniform, rendering it rather problematic for application in a universal provider.

Even across the same group (like OFDP/futures), there does not seem to be desirable uniformity, complicating the imaginary data provider: Gold has one format, Crude oil follows another convention. Heck, even the closest relative contracts like Silver and Platinum could have different data formats - if they were obtained by Quandl from different sources!

What's worse is gaps/omissions in the data. That's what you get for a front month continuous contract.
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Eugene

#16
Apparently, PiTrading have stopped updating their free data on 4 Jan 2013.
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Eugene

#17
Nevertheless, we fixed a long-standing bug (intermittent "Argument out of range" error on data update) in version 2013.05

Provider has been decommissioned.