Final decisions, current state of production, upcoming multi-region release.

Dear All,

There were many changes needed in order for us to support multi-country universes and fx for expansion to Europe and Asia. Based on your feedback some changes were rolled back entirely , some partially, some kept. These changes supersede anything else that was said in other threads. Here they are:

  1. Including holidays in TA functions by default was rolled back. TA functions like SMA and Close(10) are bars based like before. We will introduce new TA functions that will include holidays as needed. You can test the effect of holidays in TA function only in the beta site (see below)

  2. The Ind factors (ex: Pr2SalesTTMInd) for the USA remain as before. We will introduce new version of Industry factors that we think are more correct.

  3. USA Ind Factors are also used for Canada and North America universes. This a a change from before. We based the decision on two things: a) the CAN Ind factors were terrible since many industries are taken over by very few stocks b) the USA Ind factors include most of the Canadian stocks since they use a universe that includes dual listed stocks.

  4. Taxonomy series (the time series we create associated with Sector, Subsector, Industry, SubIndustry) include holidays and are based on the new North America universe. Whether your starting universe is USA, CAN or NA the same taxonomy series is used. This is a change from before.

  5. The North America universe in production will go through changes. Use it for exploration for now. Some things are still not right due to the holidays differences between the two countries.

  6. We use fully qualified tickers (ticker:country) to avoid ambiguities. We introduced a new setting in "Account Settings->Preferred Country " that you can use to eliminate the country from the ticker in downloads, and when entering tickers on the site. Preferred Country was defaulted to “USA” for now, so all USA tickers should download stripped of the country. This is a change from before.

  7. Downloads of time series includes holidays. For example when you download the backtest results. Note that downloading a simulation performance that was run before last week do not include holidays. This is a change from before.

  8. Aggregate series include holidays at the moment. We will try to support TA functions that use bars when used in conjunction with aggregate series in the final release. This is a change from before.

The beta site is still operational and includes holidays for all operations including TA functions. Changes you make in beta are reflected in production. Any system developed in beta will have to be rewritten using weekday functions since TA function will revert back to bars.

Sorry for the inconvenience during this tough period and thank you for your feedback.

This thread is locked. Please start a new comment to discuss

A followup clarification:

The final release will:

  • Introduce new weekday TA functions
  • Internally all time series including stock prices will include weekdays but should be invisible to you if you use existing TA functions
  • Tweaks to what is Primary for a region which only affects new universes and the Ind classification series (a.k.a. taxonomy series)

We should have a release by end of next week with at least the main TA functions that use weekdays.

The current state of production is this:
If you are using older universes, like USA Incl ADRs & dual listed (formerly called All Fundamentals - USA), don’t need weekdays, you should be not be affected when final release is launched. (but taxonomy series might change slightly)

Thank You

I have closed all prior threads about the new multi-region release to avoid confusion. Post questions, concerns, etc, with new threads to keep discussions focused. Thank You!