When creating a new DataSet from an ASCII source, there is a checkbox in WealthLab that says "Adjust bar timestamps from start-of-bar to end-of-bar".
I assume this box should only be checked when using a data source that contains timestamps associated with the "start-of-bar". Does anyone know if this applies to data from AlphaVantage.co? I can not find any definitive information about which convention they're using.
I assume this box should only be checked when using a data source that contains timestamps associated with the "start-of-bar". Does anyone know if this applies to data from AlphaVantage.co? I can not find any definitive information about which convention they're using.
Rename
You’re downloading intraday ASCII from AlphaVantage? If it doesn’t include pre/post market data you should be able to determine the convention by examining the time stamp for the first bar of a day.
What's the point in downloading data from Alphavantage when we got a dedicated data provider?
I wanted a specific period of "1 Minute" intraday data, and there didn't seem to be any way to get it when using the settings in the Data Manager. I am using a paid API Key from Alpha Vantage, and tried both checking and unchecking the "Use fast" box, but I always get "The Data Provider returned null" in Wealth Lab when I click "Load Data".
If I use the same API Key and download the data into an ASCII file using the AlphaVantage web API, it works fine.
If I use the same API Key and download the data into an ASCII file using the AlphaVantage web API, it works fine.
What symbols are producing this error with Alphavantage?
GME
This GME?
Yes. What could I be doing wrong here?
Perhaps something is wrong with the API key or how it's pasted there. Have you double checked it?
Historical Testbed aside, did you try to get the data in a usual way i.e. 1) create an Alphavantage DataSet, switch to 1-minute, update or 2) open a GME chart, switch to 1-minute, wait?
Historical Testbed aside, did you try to get the data in a usual way i.e. 1) create an Alphavantage DataSet, switch to 1-minute, update or 2) open a GME chart, switch to 1-minute, wait?
I get the same result for 1-minute requests. Even though it doesn't make sense why Eugene wouldn't see it (non-U.S. settings?), let me see if I can find something wrong with those requests.
Is there a chance you guys are being rate limited at AV?
With pure U.S. settings, using Fast data loading:
With pure U.S. settings, using Fast data loading:
Still on U.S. regional settings but now with Fast Loading disabled - 18 times more data returned:
The issue is a combination of the Data Preference for "Intraday Minute-based Days Multiplier" and logic that doesn't account for that number being less than 30 for 1 minute bars.
I've got it fixed for the next AlphaVantage build. For now, you can just adjust that preference to a number greater than 30 and you'll be fine. If you've already made requests, restart Wealth-Lab after making the preference change.
Alternatively, if you backtest with a range greater than 1 month, it should return data too.
I've got it fixed for the next AlphaVantage build. For now, you can just adjust that preference to a number greater than 30 and you'll be fine. If you've already made requests, restart Wealth-Lab after making the preference change.
Alternatively, if you backtest with a range greater than 1 month, it should return data too.
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