YCharts Fundamental Data for Securities and Economic Data provider
Author: Eugene
Creation Date: 7/7/2010 8:31 AM
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Eugene

#1
New fundamental and economic data provider for Wealth-Lab:

YCharts Fundamental Data for Securities and Economic Data Provider

This is a fundamental provider that downloads free fundamental items from YCharts (data powered by Zacks). Compared to MSN fundamental data for securities, Ycharts has a wider choice of fundamental items (65) and they're updated quarterly (vs. yearly)

Starting from version 2010.10, almost 185 economic data items are included.

Install the provider by visiting the Download link.

Check out the project's Wiki page for more information:

YCharts Fundamental Data for Securities
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Eugene

#2
Version 2010.08:

* Made possible installing in WLP.
* Fixed a bug causing FundamentalDataSeries to break

Note! Reload your existing YCharts fundamental data for the bug fix to take effect!
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Eugene

#3
Wealth-Lab 6 customers, please feel free to install version 2010.09 from Extensions.
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tedclimo

#4
I have acquired Ycharts Extention.
I have downloaded Ycharts Fundamentals on ~3000 stocks.

Can you point me to where I learn how to tell my script to use Ychart's data (10 years of Fundamentals) instead of Fidelity's data (6 years of Fundamentals)?

Thanks in advance.

ted
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Eugene

#5
See "Fundamental Analysis" in the WealthScript Programming Guide for a general overview and especially the QuickRef examples grouped under Fundamental Data and FundamentalItem Object.

For instance, the Fidelity's item for assets is, well, "assets" while the YCharts' item would be called "[yc] assets". Hit Ctrl-F12 to see the entire list of fundamental item names.

For rule-based strategies, YCharts items can be picked in the "General Fundamentals" group.
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Cone

#6
Caution!
Please keep in mind the differences in YCharts Fundamental... such as the report dates. These are "canned" dates that appear on the first bar of the month of the report.

Eugene, this is worth a big cautionary mention in the Notes. I'm actually surprised to find that they're at the beginning of the month reported. Move to beginning of following month?
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Eugene

#7
Robert, they're not reported at the beginning of the month - that's the case with "MSN Fundamental Data for Securities". The YCharts provider moves the items to the first trading date of the following month.
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Eugene

#8
Holy cow! YCharts now does lots of Economic Indicators.
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Cone

#9
I checked a few of the YChart reports, and all of them were at the beginning of the month of the actual report.
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Eugene

#10
Which exactly? Details please.

As we know, YCharts doesn't provide the date, only the month. Even worse, there can be a long delay before the site gets updated. Worth mentioning in the Notes, thanks for the heads-up.

For instance - the original data for AAPL's P/E by YCharts:
QUOTE:
6/2010,20.3998

The provider moves the item to 07/01/2010, it's the best I can do (considering other important factors).
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Cone

#11
Let's stick with AAPL, who reported on 7/20/2010. All the YCharts fundamental data, like assets, eps, and revenues, shows up on 7/1/2010. I'd like to know AAPL's earnings 3 weeks in advance too!

I think you need to bump the YCharts data to the next month.
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Eugene

#12
Sorry but if the data is timestamped as "6/2010" (that's all we got from YCharts), how should the provider know when did AAPL report? I could bump the data 2 months in the future, but it will apply to all symbols which isn't an appropriate tactic.
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Cone

#13
I think bumping it up 2 months is the right thing to do based on these data for the last earnings report on the Nasdaq 100 components. I updated both providers just before running this test.

I think we can conclude that YCharts may be a good idea for backtesting Monthly Strategies (maybe Weekly too), but you can't count on the data updating fast enough to trade it even on those scales.

CODE:
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Produced by this code:
CODE:
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Eugene

#14
Thank you, I'm checking in the change for version 2010.10.
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swuzy

#15
Hopefully YCharts' economic indicators will eventually become available to WL users too?
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Eugene

#16
Hopefully so, when version 2010.10 arrives - if the usage of YCharts stays free (heard they had plans to charge for data export).
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tedclimo

#17
There appears to be a problem with when YCharts declares Fundamentals.
Attached is a simple script to demonstrate.

While Fidelity declares Fundamentals updates on the real EPS release date,...
YCharts declares them only on Estimated EPS announcement dates.

First, be sure to enable (Preferences/Chart Annotations) for both estimated earnings & earnings per share. Then you'll clearly see what I'm referring to.

CODE:
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Eugene

#18
Hi Ted,

To find out the reason and how this is going to be resolved, you may scroll a couple of screens up for our conversation with Cone starting from his message dated 9/6/2010 5:08 PM.
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tedclimo

#19
Thanx for upcoming fix.
BUT that raises the Question:
Based on that, it appears that Fidelity's time stamp on all Estimated EPS are always on the 1st day of the month(preceding official EPS release. & not on the actual day the company announced Estimated EPS.

I wonder why?
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Cone

#20
You can't get a true backtest with Estimated EPS provided by Fidelity fundamentals... these values are all given an arbitrary quarterly date and can change during updates throughout the quarter.
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Eugene

#21
YCharts Fundamental data for Securities now does Economic Data as of version 2010.10.

Summary of changes:

Added: new provider - YCharts Economic data (84 economic items)
Changed: shifted fundamental item date 2 months ahead (was 1) to compensate for delays in YCharts reporting
Changed: added a referer to mimic browser requests

Take a look at this Wiki page for the complete list of economic items provided by YCharts.
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Eugene

#22
Three new economic data categories in YCharts Fundamental/Economic data provider version 2010.11:

* Commodities
* Non-Manufacturing
* Transportation

Also includes a fix for some data format change - highly recommended to update to this build.
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Eugene

#23
Sad news: the YCharts provider has completely lost the ability to download any data.

Unfortunately, downloads have become a feature of YChart Pro (paid subscription). On a bright side, YCharts will provide up to 30 years of fundamental data to their customers.

The Pro feature was announced a few months ago but to date is still unavailable. When it happens, we'll probably upgrade the provider to support authentication for Pro users.

Note: do not try updating YCharts data or the provider would erase all accumulated data. Uncheck YCharts fundamental/economic icons if you wish to keep their downloaded data.
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tedclimo

#24
Well I just learned that one the hard way. I update Ycharts every night on my 64bit 6.0/Windows7. Lost it all. Good news is that I still have it all on my 32bit 6.0(separate PC/WindowsXP that has not updated Ycharts yet). Which raises the question... is it possible to copy my Ycharts history from 32bit 6.0 WindowsXP into 64bit 6.0/Windows7??? And then refrain from updating again?

thanks in advance.

P.S. assuming this works, do you recommend that the community unistall the Ycharts Provider Extention till further notice or will that disable accessing data that people still have?
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Eugene

#25
Of course it's possible. Isn't it good that you kept a backup? :)

1. On XP, find this hidden folder:

c:\Documents and Settings\Windows User Name\Application Data\Fidelity Investments\WealthLabDev\1.0.0.0\Data\

2. Copy these 2 subfolders...

YChartsEconomyFundamentalProvider
YChartsSecurityFundamentalProvider

3. ...to Win7 (also hidden):

C:\Users\Windows User Name\AppData\Roaming\WealthLabDev\1.0.0.0\Data\

4. Uncheck YCharts icons.

P.S. No I don't recommend uninstalling as this would disable accessing the accumulated data.
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tedclimo

#26
Perfect!
Worked like a charm.

All the best to you & yours
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tedclimo

#27
Eugene, you probably already know this, but Ycharts Pro is soliciting participants in their BETA version until the Subscription version is announced. Any chance Wealth-Lab could muscle in on that action?

Either way, I will be subscribing to Ycharts Pro once it re-appears (intregal to my research) & look forward to seeing it again on WLP one day.

Cheers
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Eugene

#28
Ted, it'd be appreciated if you could let the group and me know when it's available.

ALso found something interesting. If one subtitutes the URL:
http://ycharts.com/register/pre_pro

With this one:
http://ycharts.com/register/pro

He/she already can view their price schedule:

Monthly $19.95
Yearly $191.52
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tedclimo

#29
Eugene & community,
Ycharts Pro launched today. I signed up already.

Eugene, Will keep monitoring this thread for your update when we can start updating Ycharts in WLP again.

Thanks for all you do.
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tedclimo

#30
To all current Ycharts Basic Users,
One more thing now that YchartsPro has launched:

If you are already a subscriber to the Free Ycharts Basic, this week only thru (Friday, Jan21st), you can get YchartsPro for a discount.
Monthly $14.95
Yearly $143.52
Here is the url they sent me for discount:
QUOTE:
https://ycharts.com/register/pro/dwhyp?utm_source=YCharts+Analysis&utm_campaign=dc7f4927e4-Pro_Pitch_email_regular_1_17_2011&utm_medium=email


Who knows? Perhaps with this link, you don't have to be a current YC Basic user now??

Cheers
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tedclimo

#31
Eugene or Cone,
Have you formed an opinion yet as to whether YchartsPro will be a WLP Data provider some time down the road?

No rush.... but the thought of 30 yrs of Fundamentals for research... kinda makes me drool a little :)
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Eugene

#32
The YCharts provider has been fixed and is going to be uploaded in a couple of days.
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tedclimo

#33
THANK YOU THANK YOU THANK YOU THANK YOU
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Eugene

#34
YCharts Fundamental data for securities and Economic data provider updated to 2011.02.

The provider is live again and kicks back with up to 30 years of fundamental data for U.S. stocks (previously 10 years). Some economic items going back to 1911. Everything has its price and so YCharts have become a paid data source.

* Added: Data Manager tab for setting up login/password
* Changed: Downloads up to 30 years of fundamental and economic data items
* Changed: possible to install in Wealth-Lab 6.1+
* Fixed: YCharts provider works again. Requires YCharts Pro subscription/trial. No data available to YCharts Basic users.
* Multiple/new data formats in YCharts data and other internal fixes
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tedclimo

#35
Eugene,
Need your thoughts,
This is not a criticism by any means. Just need your perspective on what we can do(or not do with 30 yrs of Fundamentals from Ycharts)
I've downloaded the YchartsPRO 30 yrs data(on top of the data I already had from YchartsSecurityFundamentalProvider folder from before they suspended service).
Several observations:
1) My Fidelity Price/Volume data only goes back to Dec, 1991... hence Ycharts Fundamentals only applicable to past 20 yrs.
2) A few Ycharts Fundamentals still only go back 10yrs (See symbol AA(been around since 1972), Price/Sales Ratio & BookValue per share data from Ycharts does not begin until Feb, 2001 --- 10 yrs ago).
Not a WLP issue by any means, I logged onto my YchartPro account & sure enough.... there are a few Fundamentals that they only have 10 yrs of data for... Odd, since they have 30+ yrs on others.

So here is my question: Since I only have 20 yrs of Price/Volume data from Fidelity on currently listed stocks. Are you aware of another currently supported data source that offers more than 20 yrs of Price/Volume data? I simply want to take advantage of everything Ycharts does have to offer on the Fundamental side, but cannot do so w/o more Price/Volume history.

Another thought, Ycharts does not appear to offer ANY Price/Volume history. Is it possible to get it from them, since they have 30 yrs of Fundamentals on many symbols??

Thanks for getting Ycharts back as a provider. Absolutely excellect on a go forward basis!!! Just trying to determine my limitations when backtesting.

You guys rock,
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Eugene

#36
Thanks for your feedback Ted.
QUOTE:
Are you aware of another currently supported data source that offers more than 20 yrs of Price/Volume data?

Of course there are existing providers without such EOD data loading limitation: Yahoo, Google and QuoteMedia to name a few.
QUOTE:
Another thought, Ycharts does not appear to offer ANY Price/Volume history. Is it possible to get it from them, since they have 30 yrs of Fundamentals on many symbols??

Forget about YCharts as a potential historical data provider. Not only they offer just the Close data for a stock, the data for AA starts in 1990 as well.
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Eugene

#37
To YCharts provider users:

In a couple of weeks, YCharts plan to roll out a change to their data export format. If the change turns out breaking, we will issue a fix shortly.
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Eugene

#38
YCharts have changed their export data format.

Do not update fundamental data right now as accumulated data will be wiped out. Economic data items may still be updated.

Stay tuned for a new build with a fix and a few more economic items available.
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pfelix

#39
Thanks for this notice, Eugene. I just ran across this issue and did a quick search on your forums which pointed me to your post. Much appreciated. I'll check back for the updated YCharts extension.
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Eugene

#40
The YCharts provider has been updated to version 2011.03.

Summary of changes:

Fixed: YCharts data export format unification/change; fundamental data downloads work again
Changed: removed leftover legacy YCharts icons
Changed: removed "Change in cash" (no longer appears in fundamental data)
Changed: removed artifical data reporting delay (N/A due to data format changes)
Added: 40 new economic items:

* Commodities: Natural Gas Spot Price, Natural Gas Residential Price, Natural Gas Price, Natural Gas Consumption
* Consumer: Food Services Sales, Clothing and Accessories Sales, Auto and Other Mother Vehicle Sales, Grocery Sales, Retail Sales, Retail and Food Services Sales, Consumer Price Index: Medical Care, Disposable Personal Income, Personal Saving Rate, Personal Consumption Expenditures, Auto Sales, Household Debt Service
* Housing: Case-Shiller Home Price Index Composite 20, Case-Shiller Home Price Index Composite 10, Case-Shiller Home Price Index National
* Interest Rates: 4 Week Average T-Bill, 4 Week Average T-Bill Monthly, 3 Month T-Bill, 1 Year T-Bill
* Macro: US Coincident Index
* Manufacturing: Manufacturing Prices Index, Manufacturing Imports Index, Manufacturing Exports Index, Manufacturing Customer's Inventories Index, Manufacturing Backlog Index
* Markets: Fama-French Monthly Market Return, Fama-French Monthly HML Return
* Monetary: Money Market Fund Institutional Assets, Money Market Fund Assets, M1 Money Stock, Long-Term Mutual Fund Flows Equities, Long-Term Mutual Fund Flows Bonds, Long-Term Mutual Fund Flows, Velocity of MZMV Money Stock, Velocity of M2 Money Stock, Velocity of M1 Money Stock
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pfelix

#41
Perfect, thanks. I downloaded the new version and it works as advertised.
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Eugene

#42
Thanks for the feedback.

Note to YCharts users: if after updating economic items some of them are missing, repeat updating once again -- that should fix it.
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tedclimo

#43
Thanks for Fix!

Heads up though... Ycharts back to displaying fundamentals changes before they happen.
Let's use Agilent Tech (symbol A) as example:
Using Debt/Equity Ratio comparison (Fidelity data vs Ycharts).
Earnings reported on 11/12/2010
Fidelity showed change in D/E ratio 11/12/2010
I KNOW Ycharts will never be precise, it must either peek or be artificially delayed.
With prior reporting delay built in(version 2010.11), Ycharts showed change 12/1/2010
Now with reporting delay removed, Ycharts is peeking again(version 2011.03), showing change 11/1/2010.

I kept prior Ycharts Provider file on separate PC(not updating yet) so I could compare with 2011.03 on this PC.

Does this mean that Ycharts peeking (until beginning of month that Earnings released) is permanent?

Thanks for all you do!
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Eugene

#44
QUOTE:
Does this mean that Ycharts peeking (until beginning of month that Earnings released) is permanent?

No, it means that I'll steal a few minutes of your time (like tomorrow) required to update the Extension to a new build w/ the delay (to 12/1/2010). Thanks for the heads-up Ted.

P.S. I have developed over a dozen of data providers and YCharts so far is the only vendor who makes breaking changes every other month. First there was one format and they used the starting date of a month, a change, then two formats, after YCharts Pro came out there were four data export formats, then on 02/25 it was unified down to one format but now they use the ending date of a month, and the so called "trailing value" was thrown out of the data... just to appear again on 02/26.

P.P.S. Could some YCharts Pro user suggest them (via a support ticket) to switch to actual dates in data exports, please? After all, they can do it as dividends are actually reported on proper dates just everything else about fundamentals is not.
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pfelix

#45
Request #1211 was logged on YCharts Support system.
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tedclimo

#46
I've been nagging Ycharts support desk ever since YPro came out. Latest response I got was that they recognized the issue & were negotiating with their data vendor to get current data vs data month following SEC filings(which apparently is what they get now.

Sounds like Paul also being a squeaky wheel.

Thanks All!
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Eugene

#47
Thanks to both of you.

As promised, version 2011.03.1 is out: artificial delay in reporting dates to avoid inadvertent peeking, welcome back.
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tedclimo

#48
Gracias amigo!

Artificial delay(2011.03.1) works perfect!!!

You da man.
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pfelix

#49
FYI...

Not a huge deal, but two YC Charts economic data items are not reporting data.

[yc] foreign_public_debt
[yc] natural_gas_price

Paul
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Eugene

#50
Thanks Paul, breaking changes is a tradition with YCharts. Keeps me busy every other month.

The YCharts provider has been updated to version 2011.04. Maintenance release, no highlights.

* Fixed: removed "[yc] natural_gas_price" (no longer appears in the data) (use "[yc] natural_gas_spot_price" instead)
* Fixed: "[yc] foreign_public_debt" was renamed to "[yc] foreign_us_public_debt"
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tedclimo

#51
Eugene,
On 3/3 I said
QUOTE:
Artificial delay works perfect
. I was wrong. I only checked a few symbols back then. Since then, I noticed what I thought was randomness on whether it worked. Today, I identified a pattern as to when it works (and when it does not).
Comparing Debt/Equity ratio on Ycharts vs Fidelity, I discovered that Ycharts (artificial delay) only works when Earnings Release(ER) is closer to the end of the month, than the beginning of the month. Else, when ER is closer to the beginning of the month (than the end).... Ycharts fundamentals are still pushed back in time to the end of prior month.
I discovered this when a trade went sour last week & troubleshot it as to why initial scan did not match daily progress updates of simulation(I do updates as a walk forward test to be sure my portfolio matches Backtesting.

Very interesting anomaly. Can you alter so artificial delay(to end of current month) is true for all?
You can see it very clearly by scrolling back ~ 3-10 Qtrs on the following symbols. WEN, KBH, IPG, ODP or SCI.

Thanks for your tireless support.
Cheers!
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Eugene

#52
Ted,

It's already true for all. The logic behind this is very simple: unless a fundamental item is a dividend (reported on actual dates), the provider gets the date as reported (month & year), then shifts the date one month ahead. That's it.

I don't have WLP to compare, so I'm not sure what you're talking about. There's no way of knowing where earnings release date is close to, the beginning or the end of month, because it's not in the data. When YCharts switches to real dates, the delay will be removed.
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tedclimo

#53
Eugene,
If I understand you correctly, you are saying that when you observe symbol KBH in WLD, it always pushes Ycharts Fundamental data(YFD) forward to end of the month? I cannot be clearer, WLP only pushes YFD forward if EPS release is in 2nd half of the month, else it pushes YFD back(peeking) to the end of prior month (if EPS release is in 1st half of the month).

Right now I am looking at symbol KBH(one of many examples I can give you),
Fidelity Fundamental Ratio changes(& Yahoo earnings calendar) both show Earnings release on April 5,2011(3rd trading day/beginning of Month).
Ycharts, on the the other hand is showing the change in Fundamental Ratios(Debt/Equity, Price/Sales, etc) on March 28th(4 trading days before end of prior month. Ycharts pushed change in Fundamental ratios backwards(peeking).

We will both be glad when Ycharts switches to real dates.

Meanwhile, what am I missing. Please Look at KBH, comparing Debt/Equity Ratio b/t Fidelity & Ycharts.
Tell me what you see in WLD(WLP pushed it back, not forward and is peeking). Perhaps WLP is still missing something?
Thanks for your patience.

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Eugene

#54
Ted,

In YCharts export file for earnings per share (here, click on "Pro Export" after logging in), you can easily verify for yourself how the data becomes "available" on (actually, marked as)...
QUOTE:
2011-02-28,-1.4900

Add a month and you arrive at March 28, 2011. The provider works as advertised, it's the data.
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tedclimo

#55
As always, you were spot on!
Thanks to your observations, I discovered the reason that 'it appeared' there was a 1st half of month vs.2nd half anomaly.
KBH fiscal quarter ended Feb 28.
Actual Earnings Release was April 5th
Ycharts did not update their database until April 13th, which retroactively time stamped KBH release to Feb 28.
So on Apr 12th, EPS appeared positive, then very next day they backdated it 6 weeks(with very negative data).
WLP pushed it forward 4 weeks, which had the appearance I described earlier.

I am still hounding them to get their act together. Meanwhile, their massive Fundamentals database is still better than any other I've seen.

Thanks for all you do :-)
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Eugene

#56
The YCharts provider version 2011.06 released.

Summary of changes:

* Added: 27 new fundamental items (including some of their proprietary Pro Ratings System).

Valuation: PE Value, PS Value, Price to tangible book value, Book value of tangible equity, Tangible book value per share, Valuation from Historical Multiples, Value Score, Valuation percentage.
Growth & profitability: EPS (ttm), Revenue per share.
Fundamentals: Beta, Book value, Cash financing (ttm), Cash investing (ttm), Cash operations (ttm), EBITDA (ttm), EBITDA margin (ttm), EV/EBIT, EV/EBITDA, EV/Revenues, Expenses (ttm), Free cash flow yield, Net income (ttm), Operating earning yield, Operating margin (ttm), Return on invested capital, Revenues (ttm)

* Added: 38 new economic items:

Commodities: Gold ETF Volatility Index, Crude Oil Volatility Index, Wheat Price, Soybean Price, Milk Price, Hog Price, Corn Price, Cattle Price, Calf Price
Consumer: Inflation rate, Retail sales growth, Consumer spending, European consumer price index, Electronics sales, European Consumer Confidence Index
Housing: NAHB/Wells Fargo National HMI
Macro: Weekly Leading Index Growth, Weekly Leading Index, European Gross Domestic Product
Markets: Investor Sentiment % Bullish, Investor Sentiment % Bearish, Investor Sentiment % Neutral,
Money Market Fund Retail Assets, Barclay Hedge Fund UCITS Index, Barclay Hedge Fund Index,
Long-Term Mutual Fund Flows: (Hybrid, Taxable Bond, Municipal Bond, Foreign Equity, Domestic Equity)
Economy: Disposable Personal Income Growth, Durable Goods Orders Growth, Brent Crude Oil Spot Price, Underemployment Rate, Job Creation Index, Gallup Unemployment Rate, Economic Confidence Index, US Coincident Index Growth
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Eugene

#57
To anyone interested: noticed temporary problems at YCharts with downloading economic data (error message when performing export from their website). Don't update YCharts economic indicators in Wealth-Lab until you can get their web downloads to work, or your accumulated data will be cleared.

It's safe to update YCharts economic data again.
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Eugene

#58
YCharts provider, version 2011.10 saw the light.

Summary of changes:

* Added: New fundamental items (including some of their proprietary Pro Ratings System): Total return price, Altman Z-Score, Beneish M Score, KZ Index
* Changed: possible to install in Wealth-Lab 6.2+
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Eugene

#59
Version 2011.11 released.

The only change is a fix for the broken (changed) data export URL. The provider is fully functional again.
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Eugene

#60
YCharts provider has been updated to version 2011.12.

In this maintenance release:

* Fixed: potential crash on empty YCharts username/password
* Fixed: will not attempt data download on no username/password entered
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Eugene

#61
Note:

YCharts have recently notified us about an ongoing change to their data export. The provider will be updated to reflect the change (ETA = early next month).
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Eugene

#62
YCharts provider has been updated to version 2012.02.

As YCharts is making a data export URL change, old versions are about to become inoperative soon. Upgrading is required if you're willing to continue using YCharts services.

Note:

YCharts have replaced some old and added a couple of dozen new fundamental items. If a few fundamental items are blank on your charts, please wait until we adjust the data provider (ETA early next month).
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Eugene

#63
New version of the YCharts provider is out: 2012.03.

Summary of changes:

* Added: 27 new fundamental items

Accounts Payable, Accounts Receivable, Accruals, Capital Expenditures, Cash Conversion Cycle, Cash Dividend Payout Ratio, Cash and Equivalents, Days Inventory Outstanding, Effective Tax Rate, Fundamental Score, Gross Profit (ttm), Income from Cont. Ops, Interest Expense, Interest Income, Inventories, Net PP&E, Operating Margin (ttm), Operating PE Ratio, Other Comprehensive Income, PE 10, Payout Ratio (ttm), R&D Expense, Retained Earnings, Return on Assets, SG&A Expense, Shares Outstanding, Tangible Common Equity Ratio, Times Interest Earned (ttm)

* Change: removed 3 fundamental items (no longer available: Interest Expense %, Capital Expenditures %, SGA %)
* Change: 11 economic items changed their names
* Change: removed 6 economic items (no longer available)
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Sabawi

#64
Hi Eugene,

I downloaded and installed the latest YCHARTS extension, unfortunately when I update the data nothing happens :
QUOTE:
Updating Provider YCharts Fundamental Data for Securities ...
Update completed (33.4 sec)
----------------


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Eugene

#65
Hi Al,

Thank you for the heads-up. Unfortunately, this build failed being obfuscated correctly, causing the economic provider to malfunction and the fundamental data progress not to be shown.

A hotfix was just uploaded, please upgrade to v2012.03.1 using the Extension Manager. I'm sorry for any inconvenience this may have caused.
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Sabawi

#66
Hi Eugene, Thank you for the update. The data update seems to be working so far. Of course my old programs are now failing and I have to remove the obsolete dataseries from my code since they are NULL now. BTW, in addition to the 3 removed fundamental items you mentioned in your post, it appears that they also removed or changed the "R&D Expense Percent"
CODE:
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which is now returns NULL.
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Eugene

#67
It has become
CODE:
Please log in to see this code.
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Sabawi

#68
Hi Eugene, is the actual source code for the YCharts extension available for me to look at? That would be very helpful if it is.

Thanks!!
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Eugene

#69
No. Unless an extension is explicitly marked as open source in the Wiki, it's closed source.
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Sabawi

#70
Since June 7th/2012, YCharts data update has become intolerably slow and a lot of the symbols fundamental data, which used to be there before, are now nulls. I am guessing that the data manager is timing out and returning zero values for these fundamentals. I updated to the latest bug fixes for YCharts extension but that did not help. For comparison, it used to take 7-9 hours to update YCharts data, now it is over 2 days and still lots of zeros for many symbols. Any help would be appreciated.

BTW, I tried the obvious: Uninstalled and re-installed the extension. Rebooted, etc.

Thanks!
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Eugene

#71
The provider returns a zero value not because something is timing out but because it can't recognize the output. Which can happen when YCharts makes a sudden change to the data feed, for example, and the fundamental item key is no longer accepted. Hypothetically, there might be some trouble with their data feed.

Moreover, the increasing data update time is a clear indication that YCharts stopped recognizing the query and the provider is being returned a heavy "Error 404" HTML page instead of a lightweight CSV snippet. This is how you get the zeroes.

In any case, uninstalling and reinstalling (unless the installed version was really outdated), as well as rebooting, are totally useless and will never help. If you want me to take a look, don't hesitate to create a support ticket.
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Sabawi

#72
Ticket 22195 is now open.

Thanks!!
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Eugene

#73
Thank you. To all other YCharts users out there:

A breaking change at YCharts is keeping the provider from working. Do not update the data right now, as it will reset the accumulated data. Please stand by while we're preparing a hotfix.


New version of the YCharts provider has been released: 2012.06.

This is a mandatory update to continue working with the provider. Earlier versions have stopped working due to a breaking change at YCharts.

Summary of changes:

* Fix: provider stopped working
* Fix: provider will attempt recognize failed authentication and terminate a little bit faster
* Change: (internal) user-agent string update
* Change: possible to install in Wealth-Lab 6.3+
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Sabawi

#74
Hi Eugene,

The update is working BUT it is much much slower now!. It runs over 16 hrs to complete. Any idea why?
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Eugene

#75
Aside from the authorization routine fix (that can not affect provider's performance) and a slight patch that aborts processing on no data returned (only making it work faster), there was no other change in the June release.

Keep in mind that YCharts is not providing an official, efficient API so for every symbol you request, the fundamental provider has to fire 90+ multithreaded data requests. The end result may depend on external factors like YCharts server response time (ping), server load, temporary issues etc.

You're probably updating too much symbols too frequently. Considering that there's no need to update the fundamental data every day, and even every week it still doesn't make great sense, I suggest you try the following:

1. Uncheck the fundamental provider(s) for your regular daily data updates
2. Turn it back on every couple of weeks or every month
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Eugene

#76
NOTE TO YCharts USERS:

The YCharts provider (as of version 2012.06) stopped working due to a breaking change at YCharts. The problem has been already fixed, but we can't upload updated extensions on our website at this time. Check back soon!
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Eugene

#77
New version of the YCharts provider has been released: 2013.05.

This is a mandatory update to continue working with the provider. Earlier versions have stopped working due to a breaking change at YCharts.

Summary of changes:

* New: non-customers can now download a limited set of fundamental/economic items (up to 5 years) FOR FREE
* New: considerably reduced update time of both fundamental and economic items by completely multithreading downloads
* Fix: provider stopped working
* Fix: some items could be skipped during update
* Change: requires Wealth-Lab 6.4+ and .NET 4.0+ framework
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Eugene

#78
mikesblack asked:

QUOTE:
I did try YCharts indicator for [yc] sp_500_pe_ratio but the chart did not populate. Is there a fix for that and also what other data sources contain the PE ratio for the S and P 500 index? Thanks.


You must have version 2013.05 (current). You should be updating YCharts Economic Data (not Fundamental Data) because "[yc] sp_500_pe_ratio" is an economic item. Without a YCharts subscription, only a few quarters of the data are accessible. If you're a subscriber, Data Manager > YCharts tab should be configured accordingly (password is context-sensitive). Account must not be out of download quota, otherwise uncheck "I'm a subscriber".

If you followed this properly, the data will be available. I double checked that the free data download (for non-subscribers) is working correctly.
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Areality

#79
Would it be possible to add "Total Depreciation, Amortization, Depletion Expense TTM" field with the next release of Ycharts Extension?

Here are two of them, but data seems to be quite lousy(

http://ycharts.com/companies/KO/chart/#/?series=id:KO,type:company,calc:depreciation_amortization_depletion_ttm,,id:KO,type:company,calc:total_depr_and_amortization_ttm&format=real&recessions=false&zoom=10&startDate=&endDate=&chartView=

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Eugene

#80
Not in the upcoming version which is already built and slated for next month's release. Maybe in a future release - but please create a support ticket for your request.
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Andres

#81
Hello,

I have a problem with the fundamental data with y charts (Free Data). I know that this functioned in the past but now i do not get it to work. I also red the Wiki manual.

I updatetd the fundamental data with the data manager. This funtions - see log file below. But when I open a chart I do not see any fundamental data. Following data I tried to access:

revenues_ttm
revenues
revenue_growth
earning_yield
eps
eps_growth
eps_ttm
Earnings per Share
earning yield
retained earnings
retained earnings growth

Thanks for your answers

Update Log (Part)
Updating Provider YCharts Fundamental Data for Securities ...
....
A 92 fundamental items updated
AA 92 fundamental items updated
AACC 92 fundamental items updated
AAI 92 fundamental items updated
AAL.L 92 fundamental items updated
AAME 92 fundamental items updated
AAN 92 fundamental items updated
AAON 92 fundamental items updated
AAP 92 fundamental items updated
AAPL 92 fundamental items updated
AAT 92 fundamental items updated
....
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Eugene

#82
If your currency and decimal separators in Windows Control Panel are not ".", this provider (as well as a few other) may have a problem like you just described: data not returned. Since Germany in fact uses "," (comma), your system is affected.

Two options:

1. Switch both separators to "." and don't forget to do as instructed here: Wealth-Lab crashes on start after changing regional settings
2. Wait a few days and an updated YCharts provider will appear on the Extension Manager, fixing this bug.
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Supersol

#83
Dear Eugene,

my probleme is a little different and I am not sure if I understand your comment in my ticket correctly. I can definetly download free data from ycharts, but I don't get any data if I use my paid account. So the problem with the currency and decimal separators does not apply to me because I my windows has been installed as english licence.
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Eugene

#84
Ticket 23849 reopened. Please respond.

UPDATE:

In this particular case, the inability to download data was caused by exceeding the download quota. Account must not run out of quota (as I suggested above in reply #85), or you have to switch to "I'm a free user". To check your quota, login on YCharts website and try to export data. If you're out of quota, you'll see this message:

You've exceeded the 25MB data export limit for YCharts Pro Gold.
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Areality

#85
Stopped getting Ycharts Fundamental data. I have paid account, but also free data is not coming out when I uncheck the box "I'am a subscriber". Could anyone check whether you are able to get any Ycharts fundamental data. I am not sure, but it may be related to the recent Ycharts extension update. Appreciate your help
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Eugene

#86
It's not related to the recent extension upgrade. YCharts have always had an enormous appetite for breaking changes. There's no choice but to get used to it. This month, after the provider has been released, they've made another internal change that has to be figured out and worked around. Will be fixed in next update.

Note: As we don't keep a YCharts account, we will be unable to verify if the paid data works after the fix. YCharts didn't respond to our request for a developer account in the past. If you're interested, create a support ticket with your YCharts credentials (email address and password). After the work is done, you can just change the password. tia.
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Areality

#87
That's a pity. Any workaround for now? Regarding the paid account I am shocked. They do not want to provide you with the paid account even though you help to sell their data? If there are number of users of the Ycharts feed in the Wealth-Lab, I think it will be a good idea to write a collective mail to Ycharts and ask for paid account for Wealth Lab developers. Is anyone interested in supporting this move?
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Eugene

#88
QUOTE:
Any workaround for now?

No idea, but whatever works for you is fine with me. ;)

QUOTE:
If there are number of users of the Ycharts feed in the Wealth-Lab, I think it will be a good idea to write a collective mail to Ycharts and ask for paid account for Wealth Lab developers.

So far, our fellow customers have been effectively helping me fix the provider after YCharts made breaking changes by providing their email/password in private (which they were advised to change when the work is done).

YCharts made promises about data feed improvements in the past, but in reality it ended up going in another direction: they made the fee go through the roof (what once was $19.95/mo is now $99/mo) and introduced download quotas. From my point of view, the following is even more important in a collective mail than getting a developer account for us:

Timestamp fundamental items with the actual release dates, not end-of-month.

See posts #17, 46 by tedclimo in this very thread for more insight into the problem. Currently, YCharts customers are being charged $99-$299 a month for unprecise data delivered through a quasi-API.
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Eugene

#89
New version of the YCharts provider has arrived: 2013.11.

This is a mandatory update to continue working with the provider. Earlier versions have stopped working due to a breaking change at YCharts.

Summary of changes:

* Fix: provider stopped working
* Change: protection against garbage in the data (duplicate and unordered items)
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Areality

#90
Wow. That was fast. Thanks Eugene.

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Eugene

#91
To every YCharts user out there:

YCharts has a tight download quota for Pro accounts ($99) of only 25Mb/month. Our users tend to run out of the quota pretty soon. As a relief, we can drop some unneeded fundamental and economic data items, saving traffic and increasing download speed.

Please tell us which fundamental and economic items you are using? and which you never used? which ones must be kept and which may be dropped.

Everyone please review the complete list and vote here on the forum:

http://www2.wealth-lab.com/WL5WIKI/YChartsFundamental.ashx
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Eugene

#92
To all YCharts Advanced / Professional subscribers out there: do economic data downloads works for you or did they broke?

(Free economic data downloads are broken but this will be fixed. So I'm interested in hearing from paid subscribers only, as they use a different mechanism for downloading the data.)
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Eugene

#93
Highlights of the YCharts provider's new version 2014.05:

* Fix: Free economic data stopped working

* New: added new fundamental items

* Change: (breaking) provider consumes considerably less traffic, saving download quota and updating faster after removal of some fundamental (secondary, annual/TTM, proprietary) and economic items (discontinued, secondary, growth/price)

* Change: Pro-only items are not requested in free user mode to optimize update speed

* Change: removed starting date from YCharts Data Manager tab (affects free download which now attempts to obtain all history available to it)

* Fix: superfluouos economic data requests in free user mode
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Eugene

#94
The YCharts provider has been updated to new version 2014.07. This maintenance release is a must for all users of the free feed:

* Fix: Free data stopped working
* Fix: in free mode, don't download some unavailable fundamental items
profile picture

coppola

#95
i detected some important missing data fields in YCharts.
for example eps growth or revenue growth have no data.

i used YCharts in free mode. according to the wiki, these fields should be filled.

i dont think its a problem of the data manager since i have some other fields and the update log of the data manager seems ok.


ideas?


thanks
coppola
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Eugene

#96
"EPS Diluted (Quarterly YoY Growth)", "Revenue (Quarterly YoY Growth)" as well as "Book Value per Share", "Long Term Debt", "Retained Earnings Growth" (i.e. all growth items and a couple more) are no longer available in free mode. They haven't been attempted to download since v2014.07, but I've just reflected this fact in the Wiki.

You should know that YCharts has an enormous appetite for making changes. You can verify an item's availability by yourself by logging in on their website and trying to chart an item. If you see an empty chart and rows of "Upgrade" instead of the data table, you'll know it happened.

It's absolutely "normal" with YCharts to make such modifications. It's up to them to rename fundamental/economic items (occasionally) and/or take away an item previously available in free mode, whenever they like to.
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coppola

#97
after subscribing in ycharts to the trial of the lite package, i can't see any of the ycharts fundamental fields with a real ycharts value in the charts or the strategy!
i put in my credentials in the data manager tab and the download log did not show any error.
any ideas?

in the free ycharts mode it's still working ...

EDIT

hi,

i think i have deteced the issue:
the trial forbids according to the ycharts website any export ....


strange ycharts policy: export is allowed in free mode but not in the trial!
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Eugene

#98
I confirm that in trial mode the data export may not be available.

From a technical standpoint, it won't be an exaggeration to say that there are two YCharts fundamental providers: the free (short and limited) and the paid (full) data are based on different ways of extracting the same data from YCharts.
profile picture

mikesblack

#99
Just to be clear, in order to download and use YCharts data does one needs a paid version? I am unable to plot any fundamental item in Wealth Lab. I currently have a trial version of Y Charts. Is this the reason I am unable to see the Y Charts items?
profile picture

Eugene

#100
Please let me know which part of the online guide requires clarification? I highlighted your case in bold:

QUOTE:
The full set of data is available to YCharts paid subscribers only. Note: trial does not qualify (you won't get any data). However, many fundamental and economic items are downloadable for free even if you don't have a subscription. YCharts restricts free data to last 2-3 years.


If my memory serves reading the online guide is the first thing that I recommended doing in the ticket. Appreciate any insight how to make it more visible to other users in the future.
profile picture

mikesblack

#101
I just contacted Y Charts for an on screen demo. Unfortunately, the gentleman who was doing the demo was ignorant about Weath Lab integration. Despite that, he did set me up with the professional edition. I then tried to download certain data items such as market cap and eps, but my chart did not populate. I both ran update on demand as well as update all. The data manager does show that there are updates being made. After waiting for that to finish, still I am unable to see the data on different charts.

I am using the 64 bit edition. Would using the 32 bit version work?

The fellow will follow up with finding someone who understand Wealth Lab. For now, what should I do? I would like to use Y Charts and am ready to pay.
profile picture

Eugene

#102
Version 2016.02 is a mandatory update to keep the provider working.

1. This release is mandatory for paid customers of YCharts. Pro fundamental and economic data have stopped working due to several breaking changes at YCharts. Also, economic data can no longer be downloaded by non-subscribers.

2. Dividends now come with additional fields: record, declaration, payable dates (see Wiki page).

3. Due to a breaking change at YCharts and its quota consumption, we decided to reduce economic data to just a handful of core items like PPI/CPI, Treasuries, durables etc. You can request to include a missing key item if it's absent at Multpl or FRED.

4. It's known that YCharts has tight download quotas. The most expensive plan lets you have only 500 MB a month. How much is that? One time download of a stock's fundamentals took up to 1.5MB. What is worse, by design the data is always refreshed from scratch. Even though fundamentals don't have to be updated frequently, can you live with such restriction? You can exceed the quota by simply updating S&P 500 stocks just once!

In this update we greatly optimized quota consumption by removing the "heaviest" fundamental items: both unessential (like P/E 10, Market Beta 60 Month) and key ones (P/E Ratio, Earnings Yield, Price/Book Value, Market Capitalization, Dividend Yield, Free Cash Flow Yield). The good news: they can be easily re-created in Strategy code as this Wiki page demonstrates. On average, this offers a 400% save on download quota! You can expect that updating a stock's fundamentals would consume only 0.2 MB.
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mikesblack

#103
Thank you Eugene. I'm surprised just how expensive these items are. Thanks for reducing the size.
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Mockasino

#104
Hi Eugene,
Do you import the historical earning dates (day and year) in the YChart extension?

Regards
Christian
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Eugene

#105
Hi Christian,

Of course YCharts has EPS. We've got three more providers of earnings data (including estimate and surprise): StreetInsider, Morningstar (both free) and Zacks (paid).
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Mockasino

#106
Hi Eugene,

thanks. I Tried it and generally it is working.
But which item is foreseen for the earning dates.
I dont need the earning data itself, but just the day when the earnings are announced.
You have an idea?

Regards
Christian
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Eugene

#107
In my experience (read the posts from 2010 in this thread), YCharts has never provided the true date of earnings announcement. For the earnings date see the other providers suggested above.
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Eugene

#108
What's new in version 2016.03 ?

* Improved reliability - added an option to use Excel API for customers as backup should primary feed fail (requires your Excel app key)
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Eugene

#109
What's new in version 2017.03 ?

This release is mandatory for free users of YCharts. The limited set of free fundamental data items has stopped working after another breaking change* at YCharts.

*Celebrating 12th breaking change in YCharts provider's 6+ year history!

P.S. Upgrading is not required for their paid customers.
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richard1000

#110
Ycharts is still reporting Fundamental Data of some symbols at the beginning of the earnings month rather than shifting to later month. Some examples.

Symbol Fidelity EPS Date Ycharts EPS Date
COO 12/08/16 11/30/16
AVGO 12/08/16 11/30/16
MTN 12/09/16 11/30/16
profile picture

Eugene

#111
That's because you're using their free data. The data for subscribers is not affected by this issue (not sure about the Excel API, though). Thanks for the heads-up. To be fixed in next update.

Workarounds for now:

1. Call FundamentalDataSeries with "offset" parameter to shift the data forward (see QuickRef):
CODE:
Please log in to see this code.

2. Switch to a paid data plan.
profile picture

Eugene

#112
Richard, this accuracy issue has been fixed. Please update extension and restart WLP.

What's new in version 2017.04:

* Fix: Free data: incorrect dates of all items (may create peeking effect) because the free data client doesn't shift YCharts' inaccurate dates forward
* Fix: Paid data (Excel only): incorrect dates of all items (may create peeking effect) because the Excel API client doesn't shift YCharts' inaccurate dates forward

Confirmation from YCharts customers is welcome.
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Eugene

#113
Changes in version 2017.09:

* Fix: increased stability by fixing startup crash on broken configuration file
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qunbiaoguo

#114
Since Ychart has so many fundamental fields, could be possible to allow end user to add which fields to download from the YCharts interface UI ?
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Eugene

#115
Of course it was considered by me long ago but the answer is no, it's not possible. Wealth-Lab's fundamental provider architecture does not lend itself to such flexibility. Fundamental items must be predefined.
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Eugene

#116
Caution: as reported by a customer, the Excel API option may currently be broken and may crash WL. If the feature is important to you and a fix is required please contact us directly.
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Eugene

#117
Celebrating 13th totally breaking change! What's new in v2017.11:

1. Fixed broken YCharts paid data (both fundamental and economic) by a breaking change at YCharts

2. Fixed unhandled exception on Excel API enabled (due to another breaking change).

3. Restored broken Excel API

4. Change: YCharts renamed some Pro items:

[yc] depreciation_amortization_depletion => [yc] depr_amort_depletion_cf
[yc] revenue_per_share => [yc] revenues_per_share
[yc] tangible_book_value_per_share => [yc] book_value_of_tangible_equity_per_share
[yc] book_value_per_share => [yc] book_value_of_equity_per_share
[yc] revenue_growth => [yc] revenues_growth

5. New: added some items by customer request:

Estimated EPS / Estimated EBIDTA / Estimated Revenue. These 3 items are available for current quarter and 1/2/3 quarters going forward:

[yc] eps_est_0q, ...1q, ...2q, ...3q
[yc] ebitda_est_0q, ...1q, ...2q, ...3q
[yc] sales_est_0q, ...1q, ...2q, ...3q
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tobiastempus

#118
hi,


i only have 4-5 years history for free fundamental data from ychart.

is that normal ?do i have to buy the pro Version if i want more years of data?

thanks
profile picture

Eugene

#119
Hi,

Please find your question answered in this online user guide (1st paragraph):

YCharts Fundamental Data for Securities and Economic Data

:) re: "only". It's great just to have something for free with certain data feeds.
profile picture

tobiastempus

#120
hi,

sorry that i have so much questions.

i try the free trial for ycharts at the moment and i typed in my log in data in the datamanager and updated my ychartsdata but now i dont get any ycharts data.

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Eugene

#121
QUOTE:
sorry that i have so much questions.

Questions are welcome but please make sure you always read the documentation before asking them. If you'd actually follow my link and read that 1st paragraph I pointed you to, you'd find this answered right away:
QUOTE:
i try the free trial for ycharts


CODE:
Please log in to see this code.


After you get a working subscription, here are some general suggestions:

1. Double and triple check the case sensitive password and email address
2. Reopen the chart window after data update before adding any fundamental items
3. Login to YCharts and make sure in Profile that data export is allowed AND you haven't run out of quota
4. Keep in mind that YCharts is known for making frequent breaking changes

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tobiastempus

#122
one last question before i buy ycharts. is the Standard Version(50mb) (https://ycharts.com/store/unpaid_trial_wall) enough if i want to download data for 1000 stocks thanks
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Eugene

#123
As I told in post #102 above,
QUOTE:
You can expect that updating a stock's fundamentals would consume only 0.2 MB.

A one-time update of the fundamental data for 1,000 stocks would take 200 MB at the very least.

Keep in mind that with fundamental data there is no caching. It's always reloaded from scratch each time you choose to perform a fundamental data update by virtue of clicking "Update DataSet" (w/o the "Pricing") or "Update All Data" with YCharts checkbox engaged. Rule of thumb: 1 MB per 5 stocks so 50 MB gets consumed by updating ~250 stocks (not including any economic data by YCharts which is activated independently).

But before you buy YCharts, make sure you've tried this first:
QUOTE:
3. Login to YCharts and make sure in Profile that data export is allowed AND you haven't run out of quota

If not sure just ask your rep at YCharts. Despite I fixed the provider late October, with this vendor there always remains a chance of a sudden breaking change. If you're not out of quota and there is no data, create a support ticket and we'll sort it out privately.