Would sure like to get an extension that would pull the Zacks Rank for a dataset. I have very good luck running strategies on Zacks 1 Rank stocks but it makes it hard to backtest on a long data set as the zacks rank my change every week or so. So being able to pull this data on a daily bar would be great. How someone can develop.

To start with something, please provide us with all the details on: how and where can it be evaluated, is it free or not, where's the API etc.

I googled it and found: ZACKS Data API. That pricing scheme (per request) might burn a hole in one's pocket. Seems like the service provides either snapshot values or a handful of past units for selected fundamental items. I may be wrong in this assumption but it doesn't seem like a source of historical fundamental items like Fidelity or YCharts?

At any rate, if what you're interested in is just Zacks 1 Rank (whatever it is), with some tailoring of the code below you might avoid coding an extension:

HowTo | Access Internet sites and collect historical data on-the-fly

The 2nd example called "Downloading the LIBOR rate data from an XML-based datasource" can be applied to Zacks XML-based API. Get an API key by subscribing to the service, change the URL, drop the ReverseXmlList (standard XmlNodeList might be all you need), modify the XML element names in the code, adjust the date parsing accordingly... and there you have it.

Some Zacks fundamental data (paid) are already available to Quandl provider users:

Quandl provider - installation link
Zacks fundamental provider online guide - please read before using
Quandl static provider + Zacks fundamental provider - discussion thread

Meet two new fundamental providers (part of the Quandl provider suite):

* Zacks Fundamentals A (70 items)
* Zacks Fundamentals B (200 items)

Hi Eugene,
This question might have already been answered but have been unable to find it. I’m interested in building systems that use Zacks 1 rank stocks perhaps using other fundamentals, selling when these stocks reach 4 rank and or other fundamentals. I currently subscribe to Zacks and would like to test the validity of the results advertised on their website. In addition Zacks has a service called Research Wizard that incorporates various trading rules. I would also like to test these rules, comparing their results to the results I would find on a Wealthlab BackTest.
Can you explain the procedure I would need to follow to accomplish this task?
Thanks very much,
Mike

Hi Mike,

As can be seen in posts #4-5 above, this topic mainly deals with collections of Zacks fundamental data available through Quandl API on paid basis. I have little idea what "Zacks 1 rank" and "Research Wizard" are but from your description I conclude that the Zacks services you subscribe to are not supported. Currently there's no procedure to accomplish this task.

Thanks Eugene.