Where to Start with Data
Author: jharth
Creation Date: 2/24/2014 5:17 PM
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jharth

#1
Hi, i am New to wl. I Need to get eod data for commodities, forex, world equity indices and rates, what is the easiest way to download datasets or create a back testing universe from scratch. What data providers can offer free and how can i implement. Thx a lot in advance,
Jo.
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Cone

#2
For that list of EOD requirements, I think PremiumData (Norgate) has just what you're looking for. http://premiumdata.net/

They use MetaStock format, so just use the MetaStock Provider when connecting to their data.
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Eugene

#3
Also, if you're looking for free EOD data...

1. BBFree has U.S. and world stocks, indexes, funds.
2. QuoteMedia has U.S. and world stocks, indexes, funds, futures, options (data quality can be a concern)
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jharth

#4
Hi thx guys, will look into all suggested providers.
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TomRi

#5
Hi guys, Im completly new to wealth lab. I just installed my trial. Is there a way to get intraday data for the trial?
Kind regards
Tom
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Eugene

#6
Welcome to the forums Tom.

Any external source of intraday data in ASCII (CSV) format should do.
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TomRi

#7
Thanks for your fast reply Eugene.
Ist there a site or place that is recommanded offering data in ASCII ?
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Eugene

#8
There are countless websites that may have intraday data download capability, it's hard to recommend something. Just a couple of examples off the top of my head:

http://stooq.com/db/h/ - stocks
http://www.fxhistoricaldata.com/ - Forex
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RichardDale

#9
Just following-up on this topic to bring it up-to-date with respect to Norgate Data.

Norgate Data provider

Norgate Data has superseded Premium Data, and contains survivorship-bias-free listed + delisted stock data plus historical index constituents. US and Australian stock data is covered, plus also has a wide selection of index constituents going back many years (e.g. S&P 500 back to 1967, Russell 3000 back to 1990, S&P/ASX 300 back to 1992)

The historical index constituents are accessible via the Norgate Data extension and only requires 2 lines of code within your Wealthscript code.

Creation of a backtest universe is simple too - we have many pre-built watchlists (eg. S&P 500 Current & Past constituents - almost 1800 securities), plus we also have capabilities for you to create your own dynamic watchlists too.

Further information here:
https://norgatedata.com/
https://norgatedata.com/wealth-lab-overview.php
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