How to get Futures data on WL?
Author: BarisKaya
Creation Date: 2/6/2014 7:01 AM
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BarisKaya

#1
hi guys, i'm new to WL, and looking for a practical way to get historical up to date futures data on WL? any help much appreciated.

thanks
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BarisKaya

#2
btw, i have downloaded Pi & Tradingblox from extensions and updated, however futures data is not up to date.
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Cone

#3
PremiumData is an excellent choice for serious EOD futures, stock, and forex. Each market segment has it's own downloader, but you can subscribe to just the data you need. Use the MetaStock Provider to connect to its data.
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Eugene

#4
Hi Baris,

You can also get reliable and up to date historical data for futures (continuous and invididual contracts) from IQFeed. This is a paid data vendor of good quality.

PiTrading has stopped updating long ago, and it's known that TradingBlox isn't updating their data on the website since 12/5/2013 (unfortunately). Please consider asking them directly re: where the problem is.
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BarisKaya

#5
thanks guys. I just got the futures package from Premium Data. Data located under C/TradingData/Futures. All are .dat files.
Can you tell me how to access this data via Wealth Lab? I guess .dat files should be converted to .ms files for WL to recognize them as MS files? correct? Then here's my question:

Cone, How do i get access to MetaStock Provider? Sorry i'm quite new to this space and dont have big IT experience ;)
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Eugene

#6
.DAT files are Metastock files. Wealth-Lab supports them natively so no need to convert. Simply start the New DataSet Wizard (Ctrl-N) and select "Metastock". The provider is always installed by default, unless you've chosen to not include it during installation.

More information available in the Wealth-Lab User Guide: Data > Data Manager > Create New DataSet > Data Providers > MetaStock.
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BarisKaya

#7
ok i managed to sort it out finally...thanks a lot.
I am trying to build a simple strategy but not sure if this can be done via the rules only without writing code.

Strategy should initiate a buy when price closes above highest 20day close, and set a stop 3*ATR away from the highest high since we initiated the buy. Vice versa sell short when price closes below lowest 20d close, and set a stop 3*ATR away from the lowest low since initiated short position. Thats that easy. Please let me know how if it can be done via rules or if not what would be the code for this?

thanks a lot
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Eugene

#8
Let's not pack everything together in one thread on Futures data. Please consider starting a new topic for your strategy request and we'll sort it out there. Thank you.
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