- ago
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.
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Glitch8
 ( 12.08% )
- ago
#1
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.
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- ago
#2
What's the point in downloading data from Alphavantage when we got a dedicated data provider?

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- ago
#3
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.
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- ago
#4
What symbols are producing this error with Alphavantage?
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- ago
#5
GME
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- ago
#6
This GME?

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- ago
#7
Yes. What could I be doing wrong here?

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- ago
#8
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?
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Cone8
 ( 28.25% )
- ago
#9
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.
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- ago
#10
Is there a chance you guys are being rate limited at AV?

With pure U.S. settings, using Fast data loading:

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- ago
#11
Still on U.S. regional settings but now with Fast Loading disabled - 18 times more data returned:


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Cone8
 ( 28.25% )
- ago
#12
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.
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