Bad SPX and .SPX data from Fidelity
Author: jreality
Creation Date: 10/24/2009 2:42 PM
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jreality

#1
The Fidelity SPX and .SPX historical data is corrupt. I'm trying to run a strategy that uses hourly data, and, for example, it is missing all data between 3/27/09 and 7/27/09.

I've tried deleting all SPX and .SPX data files in C:\Users\XXXXX\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider and subfolders, but the data is still corrupt after WL automatically re-downloads the data.

When can this be fixed?

Thanks,

J.
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Eugene

#2
Hi J.,

Four facts about Wealth-Lab.com:

1) We (MS123, a 3rd party) are not Fidelity.
2) We do not provide data.
3) We can not help with Fidelity data.
4) We do not know when this could be fixed.

Please contact Fidelity regarding problems with Fidelity data. Thank you.
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Cone

#3
For future reference:

1. Deleting data files in Explorer is convenient if you need to erase more than a few files or an entire folder. To refresh a chart's data, just right click the chart and select "Reload Chart History".

2. If you need to add or correct a bar of data, use the Bar Data Editor by double-clicking a bar in the DataSet's base scale. Note that Fidelity 60-minute charts are built from 30-min bars. (Anyway, this won't help for 4 months of missing data.)

3. I don't see the problem with this in my Data store, so you can download it here: http://208.84.117.144/Data/SPX_30m.zip

Unzip it to the ..\Data\FidelityStaticProvider\30 minute directory.

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Cone

#4
* Update *
Indeed, after reloading the data, I see the problem too. It occurs with Version 4 as well, so I think that sufficiently isolates the problem to the servers.

Please call Fidelity support about this data problem!