Norgate Data
The Norgate Data extension allows WealthLab 8 to consume historical data from your Norgate Data subscription. The extension reads your Norgate Data from its native format. Be sure to update your data using the Norgate Data Updater, WL8 does not update the Norgate Data dynamically.
Requirements:
- Download and install Norgate Data Updater software.
- A valid subscription to Norgate Data. The cost of Norgate Data is NOT included in the Premium plan fee or the extension price.
Markets Covered
The following markets are supported. Availability is determined by your Norgate Data subscription. Norgate provides historical data for delisted stocks.
- Australian stocks
- Canadian stocks
- US stocks
- Futures
- Forex
For more details about covered data please visit this Norgate page.
Dynamic DataSets
The extension provides a plethora of built-in dynamic DataSets that help protect against survivorship bias in your backtesting. You'll find these in the "Norgate Data - Current and Past" DataSets tree node. When using a dynamic DataSet, WL8 includes and excludes a symbol on a particular date depending on whether it was a constituent in the index at that time.
The extension also provides complimentary DataSets of the indices containing only the current constituents, in the "Norgate Data" DataSets folder.
Events
The extension includes an Event Provider that publishes Dividends, Capital Events, and a large number of other fundamental items that have roughly a one-year coverage period.
Indicators
The extension provides a number of custom Indicators that expose more historical data from Norgate.
- Dividend
- DivYield - Dividend Yield
- IndexConstituentTimeSeries - returns whether a stock was an index constituent on a given date
- MajorExchangeListed - returns whether the stock is major exchange listed, or OTC
- OpenInterest - returns Open Interest for futures symbols
- OriginalClose - returns the closing price un-adjusted for splits and dividends
DISCLAIMER:
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 unavailability.
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Change Log
- Fixed ClassificationName for Level 4 classifications - was returning description instead of name.
- Renaming of various indicators to prevent overlap (i.e. suffix Norgate) and consistency of class names to match documentation.
- Partial bars are returned for weekly/monthly/quarterly/yearly.
- Added some metadata items relating to classification.
- Fixed some indicator issues that were producing exceptions.
- Beta release.