The Data Extensions aims to fulfil the task of powering Wealth-Lab with all the data you ever needed. It's comprised of several instruments to cover your requirements in various data types:
Historical data providers
- CBOE - Put/Call Ratio, volatility indices (U.S.)
- FinancialModelingPrep - intraday and daily stock data for U.S. exchanges and more (free and subscription-based)
- Morningstar - free data for U.S. and international stocks and indexes
- Nasdaq - free daily data for U.S. stocks
- QuoteMedia - daily data for U.S. and overseas stocks, indexes, funds, futures, options, Forex and cryptocurrencies
- Stooq - free daily data for world stocks, futures, and indices
- Tiingo - intraday and daily data for U.S. and Chinese stocks, mutual funds, ETFs and cryptocurrencies (free and subscription-based)
- TwelveData - intraday and daily data for U.S. and international stocks, ETFs, Forex and cryptocurrencies (free and subscription-based) [from extension's build 7 and up]
- Random data provides you with a unique opportunity for blind testing your strategy on a truly random data
Real-time streaming data
- Morningstar - free real-time data for U.S. stocks (source: BATS)
- Nasdaq - free delayed streaming data for U.S. stocks
- Quotemedia - free delayed streaming data for U.S. stocks
- Tiingo - provides free real-time data for U.S. stocks by IEX
- TwelveData - provides real-time data for stocks, ETFs, indices, Forex and cryptos (from extension's build 10 and up)
Fundamentals and news (Events)
- FinancialModelingPrep - free split and dividend data for U.S. stocks
- Nasdaq - free dividend and short interest data for U.S. stocks
- Quandl free split and dividend data for U.S. stocks
- Quotemedia - free split and dividend data for U.S. stocks
- Tiingo - history of company splits and dividends
Market sentiment, economic and other non-price data
Indicators can be easily dragged and dropped onto a chart (or referred to in a strategy). They download historical data by itself and get updated automatically:
- Market Sentiment indicators by Wealth-Data for advancing, declining and unchanged items from NYSE, NASDAQ and AMEX and the new highs/lows
- Thousands of economic time series by the Federal Reserve (FRED)
- Visualize countless core financial and alternative data sets from Quandl
- Historical Put/Call ratios by CBOE
- Historical FOMC meetings to backtest Fed rate decisions
Dynamic symbol universes
- Automatically updated DataSets of recent and historical IPOs, most recent stocks with high short interest, stocks with splits, dividends and earnings for today, and stocks gapping up an down in premarket trading
- Historical Put/Call ratios and Volatility (VIX) indices by CBOE
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
- Added TwelveData streaming provider.
- IPO DataSets: pruned "Historical IPO" list of duplicate symbols.
- Added methods to query upcoming splits, earnings and dividends by date in strategy code.
- Fix incorrect numbers by TwelveData in German locale.
- Added TwelveData historical provider.
- Requires WL Build 8 to work.
- Fixed breaking change on CBOE website affecting Put/Call ratios.
- Optimized initial download for certain data providers.
- Fixed issue causing a freeze when some indicators used in Building Blocks.
- Morningstar Provider fixes
- IPODataSets missing symbols in DataSet fix.
- Baseline release.