It's unfortunate DTN IQFeed doesn't provide the GICS classification codes. However, they do have the NAICS classification codes. Can you add that in? What about a Dictionary lookup to cross the NAICS codes to their descriptions? I tried searching for some C++/C# code to do that lookup, but only found a JSON cloud lookup service for that. (I would prefer to do that lookup locally. I suppose I could write some dictionary code for this lookup if none is available.)

I see the API can return NIAC (NAICS?) and SIC codes. No descriptions are given (according to the online manual) e.g.

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How does they relate to GICS? How can that be of any use to the average user?

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I see the API can return NAICS and SIC codes. No descriptions are given ...

So a dictionary lookup needs to be setup to convert the NAICS codes to their respective descriptions. As I said in my last two sentences of Post# 1, there's a JSON cloud lookup to NAICS descriptions, but I would prefer a local dictionary lookup as WLP did for GICS descriptions.

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How does they relate to GICS?

It doesn't. Both GICS and NAICS have the same classification goals, but there isn't any one-on-one mapping between these two number systems (i.e. classifications). Someone on StackOverflow already asked about such a mapping. Numerical analysis note: It is possible to perform a Principal Component Analysis on say 10,000 GICS:NAICS company-classification pairs to get a "pseudo mapping" from one number system to the other, but this analysis will not result in an orthonormal conversion matrix. In other words, you'll never be able convert from one number system (NAICS) to the other (GICS) in a one-to-one invertible fashion. It's not like converting from base10 to base2 and back again, which is invertible (one-to-one conversion).

What I employed GICS codes for on WLP was to match up a stock with its corresponding sector and industry price curves. S&P publishes sector and industry time-series curves for all its GICS classification categories, so you can match up a stock to these--and in my case--decorrelate the stock with its respective industry. But there are no such sector and industry time-series curves for the NAICS classifications. For this reason, I would prefer to get the GICS codes over the NAICS codes. The only thing I can use the NAICS codes for is a description lookup to tell me what a stock is about--which is useful in it's own right--but I won't be able to perform decorrelations with them against their respective industry and/or sector as I did with GICS codes on WLP.

Thanks. I'm not sure if the API access for NAICS and SIC codes (from my post #2) is free to any IQFeed subscriber or it's part of our developer subcription. You have to ask IQFeed about it and if they say it's available, you're better off using the companion tools installed with the IQFeed client. At any rate, this is clearly a single-user solution for a power user. I don't see potential in our implementation at this point.

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... not sure if the API access for NAICS ... codes is free to any IQFeed subscriber or it's part of ...

I'll inquire. If it is, and you can return the code, I can work on doing the description lookup in C#. I added some links in Post# 3 you can look at.

Again, I would prefer to have the GICS codes instead, but I don't know how to get them.

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... this is ... a single-user solution for a power user.

WLP implemented such a GICS lookup, and WLP isn't entirely intended for power users, although "everyone" performing back-test simulation with WL is kind of a power user. That's what WL is about.

Fidelity subscribes to the S&P service and it was possible for them to offer GICS data as part of user's data subscription so it was natural to have the GICS class in WLP (exclusively). It's a costly subscription not affordable to MS123. A class for NAICS (ISIC, SIC) codes exists in C.Components and you might already know it:

Get symbol data from Morningstar.com (sector, industry, code etc.)

For GICS lookups, I did code a quick solution for you in this thread:

GICS in WLD? Fundamental data for Chinese stocks?

If you would like to hire us to develop a solution specifically tailored to IQFeed data and are willing to pay for this custom programming request, then we'll really need to think about how to support such paid requests.

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I'm not sure if the API access for NAICS and SIC codes (from my post #2) is free to any IQFeed subscriber

I confirmed with Dave Forss (of DTN) today that the NAICS classification codes are part of the standard IQFeed core subscription. So this might be something to include in the IQFeed provider. If you do, I can probably work on a code-to-description C# dictionary. There's one already available, but it runs under node.js (which I don't have installed).

Wealth-Lab providers implement well known interfaces (static, streaming and fundamental). If you want to develop something to support NAICS lookup, neither of the interfaces would really suit. Please count me out on implementation of this feature.

The NAICS code is part of the Fundamental Message, and it's on my radar to provide access to each of the items available.

Just a reminder, this and other current fundamental items available from IQFeed can be accessed as described in the IQFeed Wiki page.