Data Manager not updating Fidelity DataSets
Author: superticker
Creation Date: 10/27/2015 12:48 AM
profile picture

superticker

#1
Why would the Data Manager fail to update all the datasets? Fidelity is the only dataset provider I use. I tried rebooting, but that didn't help.

Also, the screenshot--see attachment in next message--for the dataset dataset called "screen" shows some symbols were only updated to 10/23/2015, whereas others updated to 10/26/2015. How is this even possible? And how does one correct it?
profile picture

superticker

#2
Here's the screenshot for the above message. I couldn't figure out how to include it in the original message. How do you do that?

UPDATE: I got it working. The trick is to wait until your workstation's system clock crosses midnight (turns to 10/27/2015 to get the latest data for 10/26/2015), then have the Data Manager update the datasets again. I think this could be a weird sync'ing problem with the WL Data Manager because crossing midnight in my Central Time zone (and not the server's Eastern Time zone) fixes the problem.
profile picture

Eugene

#3
This sounds similar to an old, fixed problem with preliminary data updates. Here's what you risk by updating the data early:

Fidelity Static Provider Data Corrections

QUOTE:
The trick is to wait until your workstation's system clock crosses midnight (turns to 10/27/2015 to get the latest data for 10/26/2015), then have the Data Manager update the datasets again

Or, you could truncate the last bar using the Data Tool and update again. Takes a couple seconds.
profile picture

superticker

#4
My workstation was shutdown automatically by Windows 7 due to inactivity after the trading day closed and while Wealth-Lab was streaming. Apparently, with a Windows "forced shutdown", Wealth-Lab doesn't quit properly, although it really should.

When I quit Wealth-Lab manually, I always turn streaming off first. In doing so, I've never had this update sync'ing problem before with WL 6.8.

Until I read "Fidelity Static Provider Data Corrections," I never realized the Fidelity servers presented after-close trading activity in Wealth-Lab before. That's not a bad feature, but I wish WL displayed that data as an incomplete bar for the next trading day. (Perhaps that's on the things-to-do list.)
profile picture

Cone

#5
It's not on the to-do list.
Fidelity static data will continue to be "as is". Wealth-Lab isn't the only consumer of Fidelity Market Data products, but unlike AT Pro which refreshes the data each time you request a chart, WL Pro caches the data for fast reads for backtesting. That caching is the issue, but the design won't change.
profile picture

superticker

#6
Caching is a good feature for all products, especially where simulation (backtesting) is involved. But I would not disk cache the "incomplete" new-bar data, which applies to the after-close, upcoming trading day. I would only cache data that's stable, which includes "complete" bars up to the 4pm close.

It's useful to display incomplete (future) data bars (for Active Trader Pro and Wealth Lab Pro), just don't cache (save) them to disk. Caching unstable data defeats the purpose of maintaining a cache.

I think if the back-end data server started the new trading day at 4:00pm ET rather than 8:30am, that would fix this problem. Data coming in after 4pm would automatically become part of the next trading day (futures) as an incomplete, non-cached bar.

-----

The new web standards (HTML5) do allow caching, and it would be nice to take advantage of that with Active Trader Pro. The problem is not all web browsers (Chrome and Firefox) have adopted them uniformly (e.g. Chrome supports mini-SQL; whereas, Firefox supports indexing data as an alternative). I wish their support for HTML5 was more uniform.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).