- ago
I am a long time subscriber of PremiumData/NorgateData. It seems that they are working on an extension for WL7 (there is one for WL6). In the meantime, I an exporting their data to CSV files to load in WL7.

Is there any way to create a Watchlist of those imported quotes from a specific ASCII dataset?

Even after NorgateData does release an extension for WL7, I would still have a use for ASCII datasets since their daily update happens too late (after the futures market is already open) and I usually complement their EOD feed with the most recent OHLC quotes from somewhere else.

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- ago
#1
You can create a New DataSet, and select the ASCII Provider. Let us know if you run into any issues.
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#2
Hi Glitch,

Indeed. I am familiar with how to use a ASCII dataset. That is how I have been using it since the beginning of WL7.

But my back-adjusted futures folder contains 109 different contracts; and sometimes I am just interested in a subset: e.g. just the e-minis, or just the e-micros. I can of course try to manage that at filesystem level and then create the various ASCII DataSets per folder, but that is cumbersome to manage; plus, it is very inefficient since some of those symbols would end up in more than one folder, depending on how I am trying to categorize them.

This is why I was looking for some sort of Watchlist functionality for ASCII datasets; or even just the ability to select which symbols from a certain folder will be included in the ASCII DataSet. I just went to check how I was doing it in WL6 and it seems that there was a third-party extension "Aronow Software LLC Watchlist Static Data Provider" , that I was using for that purpose.

Could you please confirm that this type of functionality is not yet available (at least I could not find it documented, nor could I find a way to achieve it). In which case, I could then create a feature request, for voting - hopefully there would be enough interest to justify the implementation.
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#3
Just make sure your ASCII “source” DataSet is enabled as a Data Manager Historical Provider. You can then just make other plain DataSets with the same symbols and your Provider will pick up those requests.
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#4
Just checked it and it is enabled as a Historical Provider, but I still didn't find a way to select a subset of the symbols. Should I manage it at filesystem level?
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#5
Like this, just create an Unlinked DataSet and type or paste the symbols you want from your "Master" ASCII DataSet.

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- ago
#6
I finally managed. Thank you very much!

I think I now understand why I missed something so obvious: I was first selecting "Unlinked" as the type of data provider; and then selecting "ASCII" from the list, without realising that regardless of the type selected (Unlinked vs Linked), the selection of the provider will then reset the type always to Linked. Now I know and will pay more attention, but it is just a bit counterintuitive in the interface since the type selection appears before the list, but it will only be effective if changed after the selection from the list...

Anyway, thank you very much for taking your time to help me with this!
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