My strategy involves pre-market data, which WLP doesn't provide.

I'm wondering whether people here have a solution for getting the pre-market data, like a good data source company, and use a database to store the data. If there is already existing codes that can speed up my development time, that will be greatly appreciated.

When our static/streaming data providers are out (which will happen after the release of the upcoming version of WLD/P), you'll be able to access the pre-/after-market data if supported by a vendor (e.g. IQFeed).

Eugene, thank you for answering. I'm glad Wealth Lab Pro will have pre-market data eventually.

May I know when the next release of Wealth Lab Pro will be out approximately? I'd like to know whether I need to wait for a long period or short period.

Re: WLP, I'd say late Summer - early Fall. Our providers will be available later.

Eugene,

I spoke to a Fidelity rep about the version 6, which I assume is the version that's supposed to support premarket data. He told me it doesn't have the capability to access premarket data. He also said the current data provider already provides premarket data, just the WLP is not able to access them.

It's important for me to get premarket market data. Apparently what he wrote contradicts with what you wrote here. Can you clarify?

Thank you.

Probably I was not clear enough.

Version 5 contained some bugs in international streaming (i.e. non-ET zone) preventing us (MS123) - the 3rd party company that runs this site - from releasing our own intraday streaming providers which can access the pre-/after-market data if this capability is supported by a vendor (like IQFeed).

This was a showstopper but now with Version 6 fixing these bugs, we need to concentrate on streaming provider development again.

Clarifying:
o The Fidelity Provider does not provide premarket streaming or static data in Wealth-Lab Pro.
o Other 3rd-party data providers can give you access to overnight data.

Access pre/post-market data is not a limitation of Wealth-Lab, it's based on the data provider.

Cone,

I'm confused again. I thought Eugene meant the current WLP cannot access premarket data because Fidelity still needs to release your intraday streaming provider.

Do you mean I can access premarket data right now as long as I have the right data provider? If yes, can you give me details like what data provider to use?

Don't try to read in anything more than what I said. The Fidelity Provider doesn't support overnight data in WLP. You need another, completely different Provider for that purpose.

Looking through the Providers in the Extensions, I think the only one that might support what you need now is Multi-Quote, but I've never used it, don't know anyone who has, so I can't recommend it.

We at MS123 plan to bring several streaming providers on line, starting with IQFeed, over the next several months, provided that we don't run into more roadblocks "international-support" in the WLP/D client app.

Sorry I am still not clear.

These are Eugine's words

Version 5 contained some bugs in international streaming (i.e. non-ET zone) preventing us (MS123) - the 3rd party company that runs this site - from releasing our own intraday streaming providers which can access the pre-/after-market data if this capability is supported by a vendor (like IQFeed).

It implies that, to get premarket data, I need "intraday streaming providers" and a "data vendor". I think currently WLP already has streaming data. Perhaps he meant streaming providers for non-fidelity data from vendors such as IQFeed? On the other hand, Cone seemed to indicate WLP needs no work. It's matter of subscribing to the right data vendor. His words are:

QUOTE:

Access pre/post-market data is not a limitation of Wealth-Lab, it's based on the data provider.

On the other hand, he also wrote

QUOTE:

We at MS123 plan to bring several streaming providers on line, starting with IQFeed, over the next several months, provided that we don't run into more roadblocks "international-support" in the WLP/D client app.

Does this mean I will be able to access IQFeed data for free? Or does it mean the current IQFeed doesn't work with WLP and Fidelity is working on the software which can use IQFeed intraday data?

QUOTE:
Perhaps he meant streaming providers for non-fidelity data from vendors such as IQFeed?

Right. They are not available currently (still in the making). And before WLP6.0 came out, they were impossible to deliver theoretically because of a bug in 5.x that affected international (non-US) streaming data.

QUOTE:
Does this mean I will be able to access IQFeed data for free?

No, of course not. DTN IQFeed's services as a data vendor are provided on a fee basis, so even while the provider would itself be free, a monthly subscription to IQFeed data will be required (typically $60).

Hope this makes it clear finally.

WLP still have no access to premarket data as of today?

Won't it be easier to start WLP and check out for yourself? ;)

P.S. I don't work with WLP.

Fidelity does not support premarket data for Wealth-Lab Pro. Use AT Pro for discretionary trading pre and post market.

That said, if you really need data for non regular trading hours in Wealth-Lab Pro, you can use IQFeed (subscription fees apply).

So you mean even if I have premarket data from IQFeed, I still cannot place order in Wealth Lab directly because it does not support extended hours, I have to may be send an alert, and manually place order in AT Pro.

QUOTE:
... you mean even if I have premarket data from IQFeed, I still cannot place order in Wealth Lab directly ...

I place all my sell orders before the US market opens using Wealth Lab, and always have done so. Many of these are stop, limit, and bracket orders, so they don't execute immediately anyway. Of course the market orders do execute immediately on market open.

I have never placed buy orders before the market opens. But I don't see why you couldn't if you think your strategy is good enough to profit from them. I like to be sure a stock will be going up during market hours before I buy.

QUOTE:
I still cannot place order in Wealth Lab directly because it does not support extended hours

The IQFeed provider supports the Market Manager which lets you specify "Open time" and "Close time" of a market group. Although the default U.S. Equities group cannot be edited, you could create a new group with custom market hours (which includes pre/after-market) using the Market Manager and assign your symbols to it. Or as unsupported alternative, mangle with the Markets.xml file directly and risk breaking something in WLP.

QUOTE:
I still cannot place order in Wealth Lab directly because it does not support extended hours, I have to may be send an alert, and manually place order in AT Pro.

Correct. WL Pro does not support other TIFs besides "Day" and "GTC". You can enter orders for the regular session at any time, but trading outside regular market hours is not supported by Wealth-Lab, which isn't geared to that type of trading.

According article below, I can get premarket Data:

http://www.quantatrisk.com/2015/05/07/hacking-google-finance-in-pre-market-trading-python/

If I save the data as a text file then I can create a data provider or modify the Google data provider to get the data in the text file for premarket data right?

Just check the time of date, if before 9:30 AM read this text file.

Please let me know this idea is going to work or not, you do provide the source code for Google data provider.

Thanks

Greg

Here's a cold fact about the Google provider and data feed: you can disregard the good part of articles on scraping Google Finance if published before March 2018. Their G.Finance website redesign was a major breaking change that took away a solution for data downloads. The URL in your article no longer works. The outdated source code in the Wiki will not help for two reasons: it's based on the now decommissioned "Download history" feature which in its turn never included the premarket/afterhours data. Whatever described in the article will not work so you'd basically have to do your own reverse engineering.

Thanks for quick response. I noticed the Google website changes, but the premarket data is available some where if I can save to a text file, I can read it and insert to a database (ex MS SQL) to create my own data provider right?

I've already answered your question: "Whatever described in the article will not work so you'd basically have to do your own reverse engineering" of the revamped website. The topic title reads "the easiest way..." and what you're now proposing is not so please count me out. ;)

EDITED BY EUGENE

I think I finally figured out may not the easiest way, but a way to get it.

The secret has two options
1) Data in the past
to use a competitor software product, which replays market based on date time you pick and while it is replaying the market you can use Microsoft RTD to get the data into Microsoft Excel, once data is in Excel you can use C# to get each cell value. Then needs a custom WealthLabSteamingDataProvider to format it to the WealthLab format to create a DataSet. (You will have to run competitor software product so it will send the right data for right time)

2) Data in real time
Just repeat option 1 except use real time RTD not competitor software product

So need to study the documentation and sample Google DataProvider Code and change it, if time is before 9:30 AM, use MS Excel RTD to get ticks data.

Make sense?

Thanks
Greg

I wanted to revive this thread.

Has there been any change in (hopefully free) availability of pre-market / extended hours / after-hours data?

I'm surprised that this is not more widely discussed or already addressed (as in freely available). Some of my strategies use SMA, which look dramatically different when plotted using a intraday vs intra + extended time frames. For any strategy that relies on SMA as a trigger, the difference in using regular hours plots vs extended often changes whether the trigger is signaled. If extended hours data isn't going to ever be available, how do other traders deal with these gaps in data and the resulting affect on indicators?

Thanks, all!

Please see Cone's reply in post #14 above:

QUOTE:
That said, if you really need data for non regular trading hours in Wealth-Lab Pro, you can use IQFeed (subscription fees apply).