Wealthlab 3.01 Binary Data File Format

Discussion in 'Strategy Building' started by hayman, Jun 21, 2017.

  1. hayman

    hayman

    Hi all,

    Real shot in the dark here.....

    With Yahoo API being shut down last month, my ability to get Daily data updates via WL3 ( yes, old software) came to a crashing halt.

    I'm looking to build my own data adapters for WL3 but I'm in need of the binary record layout for their underlying .WL data files.

    Does anyone have this by chance?

    Thanks in advance:
     
  2. I don't, but recommend buying a Thompson/Reuters data feed if you can pony up for it.
     
  3. just21

    just21

  4. hayman

    hayman

    Thanks for your suggestion, but I'm trying to retain the functionality of Wealth-Lab 3 environment. Having to load EOD data on a daily basis is too much of a headache for me. If I can obtain the binary file format of WL3 data files, I can programatically build an interface to alternate Yahoo feed, Google finance API, etc., and maintain the functionality that I currently have. And $ 25/month for EOD data is a bit rich, when there are still free EOD feeds that are pretty reliable, out there.
     
  5. d08

    d08

    AFAIK you're out of luck, I think their format is proprietary and I've never heard of anyone opening it. Easier just to download and set up an imported DataSource. There's a slight performance penalty looping over CSVs though.
     
  6. I'm still able to get EOD updates for WL 3 with Worden TC2000 v7. I believe V 7 is the last version that still uses your computer for the database and allows the WL data adapter. I use it on Win 8.1 (my laptop won't update to 10.) but it should work on other Win versions. Costs $30/mo I think, I just have it payed from CC so don't remember exactly.

    http://www.worden.com/Products/TC2000/InstallVersion7

    You probably don't need it, but TC2000 is an okay charting and analysis program.
     
  7. hayman

    hayman

    Option Attack,

    Thanks for your reply, and I'm a bit intrigued. So, I tried to create a new WL3 data source that was native TC2000, and I get an error that says, "TC2000 Initialization Err: Invalid Class String". Does installing TC2000 somehow fix this issue on data source creation, or do you have legacy TC2000 data sources that were created before things might have broken (and you can still do Daily Updates)?

    P.S. Not crazy about the $ 30/month, when I can get free EOD from Yahoo (new API) or Google, but thank you very much for bringing this to my attention.
     
  8. I quit using TC2000 for a couple years and also just used free Yahoo data. Worked fine until Yahoo screwed it up.

    Didn't like paying the $30 either for plain old EOD, but decided to go back to TC2000. Was surprised v7 installed easily and still worked thru WL "native" data source. I haven't seen that error, so it could be because TC2000 is not installed.

    You can buy just one month if you want and install v7 and see how it works. Might be worth the $30 once, just to see. But don't get tricked into installing v17 or other version. They work okay for charting but you can do similar things for free from a few charting websites. One cool thing about using TC2000 is that I can run backtests on something like 5000 stocks/ETFs/Indices, etc. You can easily create groups and watchlists like "only optionable NYSE stocks with market cap of Y, or volume of X, etc."

    I suspect at some point v7 will not be supported, but I'm too lazy right now to come up with another solution until I have to.
     
  9. hayman

    hayman

    OK, thanks for the information, I appreciate it. I may look at TC2000 if and when I wave the white flag, but I want to look at 2 alternatives first: 1) Getting my hands on the .WL binary file format, and then build an interface (probably outside of WL) that gets EOD from Yahoo or Google, and creates .WL binary files; 2) Building a proxy server that captures WL Daily requests and grabs EOD from new Yahoo or Google, and stores in WL database accordingly. So far, I'm stuck with both, but I'm a stubborn (and cheap) fool.

    If I come up with a solution, I will share and definitely let you know. Fidelity won't share their file format with anyone (even for outdated WL 3), so # 1 above is going to be tough.
     
  10. Probably not what you want, but you can still get free EOD ASCII data in CSV from Yahoo or Google if you want. Kind of clunky, but if you only needed a few favored symbols should work fine. I just manually click a few symbols, but should be able to automate it. Probably be slow, tho.

    Just use the ASCII data source tool and import format as: Date (MM/DD/YYYY), O, H, L, C, V, Adj Close.
     
    #10     Jun 23, 2017