14 minutes missing from .SPX Bars today
Author: haytac
Creation Date: 6/29/2016 7:35 PM
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haytac

#1
Hi,
.SPX bars were missing in stream mode today (June 29, 2016):
- From 12:05 included to 12:18 included (ET)
- Non-stream mode did not have this issue. Or maybe it did but I ran it after the missing minutes were fixed.
- The data at 12:04 and 12:19 matched.
- IDBN (intra day bar number) at 12:19 did not match. In stream case it incremented the value at 12:04 by one.
- Data source is Fidelity
- I am not sure if WL Pro stalled in these 14 minutes. It might have and I may have missed it.
Your comments are appreciated.
Thanks!
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Eugene

#2
Hi,

A) I'm not sure if I understood you correctly but if the problem is in the static data you might want to reload the history. To save you from reloading the entire accumulated 1-min historical data for .SPX, try this:

1. Create a 1-min DataSet that contains only .SPX
2. Using the Data Tool, point to that DataSet and truncate all data after yesterday
3. Update the DataSet

If following that the missing bars won't reappear, it's a Fidelity data issue that should be reported directly into Fidelity phone support.

B) If the issue affected only the streaming data then you could have had a data outage.