External Data
Connectors are implemented in GT, which obtain external data from various data sources. These are mostly historical data. The intraday price data is not listed in GT under historical data. Although this also only represents the recent past.
Intraday price data
The Innertag price data is loaded via the watchlist selection, i.e. the user starts an update of this data. This price data cannot be changed directly by any user. Current intraday price data is preferably used to calculate performance. For more information, see Performance Watchlist.
Historical data
Historical price data and splits are the basis for GT to calculate the performance of the portfolios for a period of time. In addition, the history of dividends is required for current and future functions.
Historical price data
The historical price data should fulfill the following basic conditions:
- Adjusted share price data: GT only supports historical price data adjusted after a stock split.
- History: If possible, the price history should go back to January 3, 2000. For instruments admitted after 2000, the history should go back to the first trading day if possible.
Data source for price data
In the case of historical price data, often not all offers from a data source are implemented in GT. For example, because historical price data is not available from the year 2000 onwards, which is a prerequisite for a currency pair.
URL extension
The URL extension is activated or deactivated when editing the security by selecting the data source. There is a question mark to the left of the input field. Click on this to get help for the corresponding connector.
- URL determination: Determining this URL varies in difficulty. The most difficult way is to determine this URL using the developer tools of the web browser. These can be activated with Ctrl+Shift+I on Windows/Linux or Command+Option+I on macOS. The Network/Network/Network Analysis tab is then of interest and XHR should be selected there to reduce the information.
Examples of URL extensions as a template
There is additional help for determining the URL extension:
- GT comes with a basic set of instruments, these can be used as examples.
- There are test classes for the individual connectors on GitHub. The pattern of the URL extensions can be derived from these.
- The configuration of the instruments can be taken from the GT instance with demo logins, see GitHub for more information.
The choice of data source
It is to be hoped that at least one data source is found for an instrument.
- However, there is often a selection of possible data sources for an instrument. In such a case, we recommend prioritizing a data source without an API key if it has a low request limit. If the request limit is high, we recommend using such a data source, as the quality of the data and its availability is usually better than that of free data sources.
- If the data source has several stock exchanges for a particular instrument, the stock exchange with a high turnover should be preferred, as the price quotes on such a stock exchange are more accurate. For Germany, for example, Xetra is the best choice for most instruments, as high turnover is achieved at this stock exchange.
- If an instrument is traded on several stock exchanges and the end-of-day prices can be obtained from different data sources, the data source on which the most trading takes place for this instrument should be selected.
Data source | API Key | Instrument search | URL determination | Intraday type | Historical type | Markets | Availability |
---|---|---|---|---|---|---|---|
Ticker like Yahoo | simple | US, BRD | |||||
Boursorama | ISIN etc. | Medium | World | ||||
comdirect | ISIN etc. | Medium | World | ||||
Consorsbank | ISIN etc. | Medium | US | ||||
CryptoCompare | |||||||
European Central Bank (ECB) | |||||||
Euronext | ISIN etc. | Traded on Euronext | |||||
Finance.ch | ISIN etc. | medium medium | World | ||||
Finance.net | ISIN etc. | medium | World | ||||
Finnhub.io | Ticker like Yahoo | simple | US | ||||
EOD Historical Data | ticker | simple | World | ||||
Investing.com | ISIN etc. | medium / historical developer tools | World | ||||
onvista | ISIN etc. | medium or developer tools | World | ||||
PACIFIC Exchange Rate Service | |||||||
StockData | ticker | simple | World | ||||
Stock World | ISIN etc. | medium medium | World | ||||
Swiss Fund Data | ISIN etc. | medium medium | Switzerland | ||||
Swiss Stock Exchange | ISIN etc. | medium medium | Traded on the SIX | ||||
Twelve Data | simple | World | |||||
Vienna Stock Exchange | ISIN etc. | medium medium | Traded on the Vienna Stock Exchange | ||||
Warsaw GPW | ISIN etc. | simple | Traded on Warsaw | ||||
Xetra | ISIN etc. | medium medium | Traded on Xetra and Frankfurt | ||||
Yahoo USA Finance | ISIN, Ticker, Name | simple simple | World |
Note Data source:
- Alpha Vantage
- Free access only provides the previous day’s interday quotes. Access to the API requires payment since December 21, 2021. The limits of 5 API requests per minute or 500 API requests per day are quickly exhausted.
ARIVA.DE- Prices often only go back to 2004. Therefore, there is no implementation for currency pairs.
- The connector was removed from GT at the beginning of 2024 as it requires authentication.
- Boursorama
- Should not be used for historical price data of currency pairs as the time period is too short. For cryptocurrencies, the time period is extremely short.
- Boursorama rarely has high price swings in the historical prices, please check the daily prices and delete such swings. In addition, a maximum of 20 years of historical data is provided, which is not always sufficient.
- comdirect: Produces many timeout or handshake errors, so this could be removed in a later GT version. Please use it only to a limited extent or not at all!
- CryptoCompare
- This is the standard data source for intraday and historical cryptocurrency prices. With this provider, the request limits for the free API key are relatively high.
- European Central Bank (ECB)
- The reference rates are usually updated every working day at around 16:00 CET, except on TARGET closing days. The ECB therefore does not have historical closing rates, which may be insufficient for certain requirements. The rates are usually generated at around 14:10 CET.
- In addition, only the currencies listed under “Euro foreign exchange reference rates” are supported. By calculating the cross rate, each currency shown there can be combined with another currency listed there.
- Euronext
- From May 1, 2024, Euronext can no longer be used for historical price data. These encrypt the JSON data traffic.
- Euronext is the trading center for Amsterdam, Brussels, Dublin, Lisbon, Oslo and Paris.
- The end-of-day prices are determined from the chart data, where the daily information about the price open, high and low is missing. In general, this information is currently not used in GT.
- Only end-of-day prices are supplied where the corresponding product was traded.
exchangerate.host- This was the standard data source for historical prices of currency pairs. Since 27.09.2023, Exchangerate.host now requires an API key. The free access for GT with a maximum of 1000 accesses per month and 10 per minute is not very useful. In addition, both currencies of a currency pair can only be set in paid mode, which disqualifies this data provider for GT.
- Finance.ch
- Since January 26, 2022, this data source can no longer be used for historical exchange rate data.
- Finance.net
- Since December 28, 2021 this data source can only be used to a limited extent.
- Finnhub
- According to the pricing, there are only current prices of US stocks and US ETFs.
- EOD Historical Data
- Has a broad and good quality offer at a favorable price compared to other providers.
- Investing.com
- Since 18.10.2022 Investing.com protects its data with Cloudflare, so GT loses access to the historical price data.
- Since 8.07.2024 the HTTP-403 error message appears for shares.
- onvista
- PACIFIC Exchange Rate Service
- This provider is often busy. Currently exchangerate.host is the better solution.
- StockData
StockData offers a very wide range at a fairly reasonable price, see StockData.org Subscriptions.Unfortunately, the offer has become very unattractive as of 2023. The historical price data should be subscribed to “Standard”, as otherwise the period of the price data offered is far too short.
- Stock World
- This provider may well have historical price data for instruments that are no longer active.
- It can happen that consecutive trading days are missing from the history, so the quality of the price data should be checked carefully.
- The Stock World connector is very slow, as the number of requests increases linearly with the length of time.
- On July 23, 2022 Intraday was removed from GT.
- Swiss Fund Data
- The entire price history is always downloaded. This provider should therefore only be used to a very limited extent.
- Swiss Stock Exchange
- Twelve Data
- The free subscription only provides US price data, and there is a limit of 8 requests within one minute. Further information on the pricing model can be found in Pricing.
- Vienna Stock Exchange
- Only end-of-day prices of indices and shares are taken from the CSV data offered, as the CVS price data does not take decimal places into account. The remaining historical price data is determined via the chart, but unfortunately only end-of-day prices are provided if trading took place on that day.
- The following are displayed
- Warsaw GPW
- Xetra
- The offer corresponds to the Frankfurt Stock Exchange. Instruments not traded on this exchange are also displayed on this page, for example the Nikkei 225 index, with prices coming from a third-party provider such as Ariva. This price data is also accessible, although it only goes back about 10 years. Therefore, this price data from third-party providers should only be used if other existing data sources do not cover this instrument better in terms of price data.
- Yahoo USA Finance
- This is the standard data source for intraday prices of currency pairs.
- The historical price data for currency pairs is only available for the last 20 years or so.