Goal:

In this tutorial we will set EdgeRater up to retrieve data from the free Yahoo data provider and we will download 10 years of data for the ‘Weekly Options’ symbol list. We will also apply intraday updates to the data.

Data Providers

EdgeRater can retrieve data from a number of data sources

• Yahoo (Free EOD, Free 15 min delayed intraday)
• HGSI (Subscription EOD)
• MetaStock Data files (EOD from other apps)
• ASCII Data Files (EOD from other apps)

 

Select Yahoo as the Default Data Provider

Click on the Home menu tab

Click on Data Providers

Place a check mark next to Yahoo! and click OK

Your default data provider is now set to Yahoo! which means that unless you override it for a particular symbol list the EOD data will be retrieved from Yahoo!

 

Populate the Weekly Options symbol list with data

There are 4 symbol lists that are shipped with the program (you can add as many as you like)

• Sector ETFs (iShares).txt: This list contains iShares sector ETFs
• Select Sector (SPDR) ETFs.txt: This list contains SPDR select sector ETFs
• Weekly Options.txt: This list contains stocks that have weekly options
• SampleData.txt: This is a list of 100 Nasdaq stocks that have data pre-populated to a par

 

The Weekly Options symbol list contains stock symbols that have weekly options. This list is shipped with the program and should already be in your drop down of symbol lists:

1. Click the drop-down button
2. Click WeeklyOptions.txt

You will notice that there is no data for your symbol list yet:

At this point if you just press the EOD update button, EdgeRater will try and fetch 2 years’ worth of data from your default data provider (remember we just set that to Yahoo!)

However, we can adjust how much data to fetch for this list by pressing the ‘Edit List’ button:

The first tab named ‘Symbol List’ shows the list of symbols and also the data provider assigned for this list. By default it is set to the previously configured default data provider but you can change it individually for each list if desired. Here you can also add new symbols to the list.

 

The next tab named ‘Data Snapshot’ shows how much data has already been downloaded for this list. Each symbol line shows the From and To dates of existing data. In this case because we have not yet downloaded any data the From and To dates are empty:

 

The last tab named ‘Data Update Options’ allows you to choose how much data to fetch whenever you press the EOD update button. By default it is set to the most recent 2 years of data but for this example change it to 10:

Now that we have set the settings for this list we can hit the ‘Save’ button to store the changes.

 

And now we can click the ‘Update Data’ button to download the data from the configured data provider (Yahoo! in this case). Before doing so it is a good idea to go back to the ‘Data Snapshot’ tab so that you can see how much data is actually downloaded for the list and make sure it is as desired:

 

When the data has been downloaded the From and To dates for each symbol will be populated:

Note that some of the symbols do not have dates going all the way back to the start of the requested date range.

 

When you go back to look at the symbol lists panel the previously blank area will be populated with data:

Now the list has been configured and populated there’s no need to configure it again. Next time you want data downloaded for the list, just press the Update Data button (either directly from the menu bar above the list or within the Edit List dialog).

 

If you have many lists that you would like to update at one time, follow this procedure:

1. Go to the Home->Symbol Lists menu option
2. Place a check mark next to the lists you want to update,
3. Press ‘Update List Data’:

 

Intraday Updates

The intraday update feature fetches 15 min delayed data from Yahoo! There is no data provider configuration for intraday data, it always comes from Yahoo!

There are many uses of intraday data, for instance to get signals during the day. In EdgeRater the intraday data is read as one single bar of OHLCV values and is applied to the end of the existing EOD data. Sometimes the Yahoo! EOD data is not available until later in the evening but if you use the intraday update feature 15 mins or more after the market closes you can simulate a full EOD bar without having to wait for the EOD data to be published.

To update data intraday, ensure that your list has the latest End-Of-Day data from the last trading day, then press the ‘Intraday Update’ button:

Notice that the To column changes to today’s date and the Time column displays the timestamp of the intraday data

When you switch to another list the intraday data is dropped. If you switch back to a list that previously had intraday data it will revert to EOD data and you will have to press the ‘Intraday Update’ button again.

Summary

In this tutorial we configured EdgeRater to have a Default Data Provider of Yahoo! which means any new symbol list created will by default get its data from Yahoo!. We also edited the Weekly Options.txt symbol list so that it retrieves 10 years’ worth of data rather than the standard 2 years. We then used the Update Data button to populate the list with the latest End-Of-Day (EOD) data and we then used the Intraday Update button to apply a 15 min delayed bar on top of the EOD data.

Now that the symbol list is up-to-date with data we can run any template on that list to see the latest signals and view the latest charts.