TradingBlox - free historical provider for futures and forex data
Author: Eugene
Creation Date: 10/4/2010 4:40 AM
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Eugene

#1
The provider has been discontinued (no updates from the data feed).

This new static provider downloads free daily historical futures (continuous contracts) and Forex data from TradingBlox site provided on a daily basis.

Included are 15 Forex symbols (data goes back to 1980's) and 40 futures symbols (continuous contracts, from 1995).

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

TradingBlox static data provider

Install the Extension from our site:

TradingBlox 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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Eugene

#3
The SymbolInfo.xml for TradingBlox is already available for download from here:

FAQ | Data and Data Providers

The link's right inside "Where to find a source of historical futures data?"
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Eugene

#4
PiTrading provider hotfix 2010.10 released:

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

#5
PiTrading 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

#6
Known issue, under investigation:

If update falls in the middle with an error (e.g. index out of range), delete all TradingBlox 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\TBProvider\" (Windows 7/Vista)
* "c:\Documents and Settings\user name\Application Data\Fidelity Investments\WealthLabDev\1.0.0.0\Data\TBProvider\") (Windows XP)

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

#7
TradingBlox provider updated to 2011.08.

Only a single bugfix in this maintenance release:

* Fixed: gracefully handle potential missing symbol errors in data feed
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Eugene

#8
TradingBlox provider updated to 2011.12 (maintenance release):

* Fixed: crash when downloaded data file was accidentally broken

Should this happen for you, in the Data Update Log you'll see that 0 bars were updated. Repeat update to complete and on next update, source data file will be downloaded again.

Upgrade to Wealth-Lab 6.2 to install/update and use the provider.
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Eugene

#9
topcat77 asked (in a deleted thread):

QUOTE:
Strategy Monitor now supports TradingBlox ?


No, and support is not going to happen with data sources like PiTrading (suspended) or TradingBlox:

1. You're lucky if their data is updated on a regular basis every a day. The SM won't miss its run, but what's the point if the data isn't up to date?

2. What's also important in this context, the "data feed" (actually, a ZIP file that the provider downloads, unpacks and parses) does not satisfy the idea of data update: the data is always overwritten from scratch. There's no "update" going on, no "bars to append".
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topcat77

#10
Curiously:
- I saw Alerts in my Strategy Monitor for the first time (hence my post)
- the daily data that comes in, even if no "update" is going on stays reasonably in line with eSignal
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Eugene

#11
On second thought, TB data is nothing but EOD data which isn't resource-hungry. In accordance to the User Guide (Strategy Monitor > Behavior as a function of Scale), the SM may just overwrite it, not activating functions that request updated data (missing in my implementation). Good for you.
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Eugene

#12
TradingBlox provider updated to 2013.05.

Just one fix for the long-standing bug: fixed intermittent "Argument out of range" error during data update.
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Eugene

#13
In a deleted duplicate thread (please search before posting), akardar1 asked:

QUOTE:
I downloaded it, and uploaded the Futures and FX data sets.

However, when I click on any data - I get the message: No Data Available.


No problem here. In the Data Manager, highlight a TB DataSet and note the number of bars:

A. Is it greater than zero? If yes, your data loading settings do not match the available history. Switch to "All Data".
B. If it's zero, an error might have occurred while downloading for whatever reason (retry later).
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akardar1

#14
Thanks, apologies for not searching.
I am set to All Data.
I went to the data manager, where are you seeing number of bars ?
I selected the TB data sets > UPDATE DATASET. And I now get 1 daily bar per symbol. (no more history).

Does this still sound like an error ?
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Eugene

#15
QUOTE:
I went to the data manager, where are you seeing number of bars ?

Highlight a TB DataSet and click "Symbol Details".
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akardar1

#16
I am seeing strange behaviour, and was able to replicate the issue on another licence on another PC 48 hours later.
Symbol Details show random outputs, either 3000-4000 bars, or just 1.
Irrespective, of what the number of bars say, when I open any chart with any of the TB dataseries, my chart only shows 1 ba (the latest daily bar).
Not sure if this is relevant, but the TradingBlox site:

http://www.tradingblox.com/tradingblox/free-historical-data.htm
as per the wiki http://www.tradingblox.com/tradingblox/free-historical-data.htm returns Error 404.
My data range is: ALL DATA.

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Eugene

#17
QUOTE:
Symbol Details show random outputs, either 3000-4000 bars, or just 1.

Looks like an error during update or broken source file was downloaded. For example, due to a connectivity error or TB server returning broken file. To fix it, delete all TradingBlox data files and repeat update:

1. Enable hidden/file folder visibility (Control Panel > Folder Options)
2. Navigate to:

* Windows 7/8/Vista/Server 2012: "c:\Users\user name\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\"
* Windows XP: "c:\Documents and Settings\user name\Application Data\Fidelity Investments\WealthLabDev\1.0.0.0\Data\"

3. Delete the subfolder called TBProvider.
4. Then update the TradingBlox provider. If there's an error during first-time update, retry.

I just verified and everything works for me, delivering 4K+ bars for all Futures and 3K+ for all FX symbols.

QUOTE:
as per the wiki http://www.tradingblox.com/tradingblox/free-historical-data.htm returns Error 404.

Broken link fixed. It's not relevant but thanks for the heads-up.
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akardar1

#18
Thanks - I followed the instructions above, which delivers 4k+ bars for futures and 3k+ bars for FX.
(although sometimes, the odd instrument, goes back to 1)

However, more worryingly, is that even where the number of bars is 3-4 k, I am unable to chart any of the instruments.
The only thing that appears on the chart is either 1 bar, or, just the most recent price on the Price Axis.
This happens for all instruments.Are you able to open a simple chart using the TB data set ?
(despite the the fact that we see 3-4k bars on the symbol details).
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Eugene

#19
Of course I'm able to open any TB charts w/o issues.

You're using version 2013.05, aren't you? If not, upgrade is required. Also you'll need to upgrade WL 6.4 to 6.5 for that as the Extension Manager in your build of 6.4 can no longer download and install extension updates. If upgrading to WL6.5 and TB 2013.05 didn't help, please start a support conversation.
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Eugene

#20
TradingBlox provider updated to 2013.07.

Maintenance release fixing a new found bug: the data is reset to 1 bar when on demand update is enabled.
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akardar1

#21
Hi,

Thanks for the bug fix.
Seems like the Symbol Info Manager for the TB data set, contains 20 entries only, alongside the 40 futures products.
I assume it just wasn't finished, unless its a bug ?

Ak
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Eugene

#22
Hi Adrien,
Both assumptions are incorrect. So that anyone would understand what you're talking about, it's this downloadable collection:

Symbol Info Manager settings for TradingBlox futures data for the ActiveTrader standard futures portfolio

In the past years, our team was wring a series of Trading System Lab articles for ActiveTrader Magazine's futures arm,- "Futures & Options Trader" (or what-d'ye-call-'em). The model portfolio, called "ActiveTrader Standard Futures Portfolio", included 20 liquid futures contracts. I never intended to look beyond this subset while I was involved in writing those articles. That's why it's stuck at 20 entries, and we have no plans to touch it.
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akardar1

#23
Thanks Eugene,
Fair enough, I can update the Symbol Info Manager myself, any idea if we can get a hold of those articles you refer to ?
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Eugene

#24
lookingbackon asked:

QUOTE:
Hello,
Wondering any error with TradingBlox provider? No data can be updated/available after Dec-5,2013.
Would appreciate for your check on that.
Regards
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Eugene

#25
Absolutely no error. 5/12/2013 is the last date in the data file. Please consider asking the data vendor.
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lookingbackon

#26
Thanks anyway. Would try to check with the data source.
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akardar1

#27
Hi,

Regarding:

QUOTE:
TradingBlox have stopped updating their free data on 5 Dec 2013.


Does anyone know whether they have stopped updating their data altogether? or Stopped updating it for free?
Happy to reach out to them, but thought i'd run it pass the WL gang.

AK
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Eugene

#28
Hi,

The best would be to ask the data vendor directly.

P.S. The new Quandl provider might offer an alternative for getting free and paid futures data (and lots more):

Quandl static provider
Quandl provider suite