.SPX Volume Errors
Author: Bandit292
Creation Date: 9/18/2008 10:31 PM
profile picture

Bandit292

#1
Using Fidelity.com as a data provider, does anyone else get bad volume data for the .SPX after 9/8/2008? This is providing false average volume signals for one of my strategies. How do I fix it?

Thanks ...
profile picture

Eugene

#2
The answer's already in WL5Wiki > FAQ.
profile picture

Cone

#3
A little investigation indicates that the issue is one of scaling - it's off by a factor of 100. If you'd be so kind to create a Support Ticket, we'll work toward a permanent resolution. Meanwhile you can add this code to your template to fix this on the fly.

CODE:
Please log in to see this code.
profile picture

Bandit292

#4
QUOTE:
The answer's already in WL5Wiki > FAQ.


I can't find anything in the FAQ that addresses volume errors. What is the title of the FAQ that addresses this issue?

QUOTE:
If you'd be so kind to create a Support Ticket, we'll work toward a permanent resolution.


OK -- let me know if you need anything else on this?

Thanks ...
profile picture

Eugene

#5
QUOTE:
I can't find anything in the FAQ that addresses volume errors. What is the title of the FAQ that addresses this issue?



"Is it possible to edit stored data in Wealth-Lab 5?"

I agree it's a more general recipe suitable for editing individual values.
profile picture

Bandit292

#6
Got it - Thanks.

I have submitted a support ticket for this data sourse "feature" and have feedback that it will be presented to Fidelity for a fix.
profile picture

Cone

#7
While a permanent solution will come later, you can get rid of the discontinuity in the .SPX chart by right clicking and "Reload Chart History". The scale will be off by a factor of 100 (or 1,000), but that should be fine unless you need the correct volume in absolute terms. If the latter is the case, then the previous coded solution is the best.
profile picture

Bandit292

#8
The quick fix works fine for now. It just provides a single disconnect between absolute values at the changeover point, but since that was a few weeks ago now I can live with the results -- and the chart reads much better. So, data is not refreshed for a symbol each time a chart is loaded? New data tags onto existing cashed data until a refresh is forced? In code, how does one force a data refresh similar to the right click "Reload Chart History" option? I'd like to do that automatically every week or so.

Thanks ...
profile picture

Eugene

#9
QUOTE:
In code, how does one force a data refresh similar to the right click "Reload Chart History" option? I'd like to do that automatically every week or so.

There's no such method call - at least documented, although I could think of a simple AutoIT/VB script that runs in the background and deletes the associated *.WL file.
profile picture

Cone

#10
You can effectively "Reload" all data by deleting the Static Data Provider data files in the \Data folder. I wouldn't recommended it - especially not for intraday DataSources - unless you're experiencing trouble with more than a few charts.
profile picture

Bandit292

#11
OK -- thanks for those inputs. I will investigate these options further.