Fidelity static 1 min data not coming through for some symbols
Author: boreland
Creation Date: 1/25/2018 7:41 PM
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boreland

#1
I noticed tuesday that historical 1 min data is not coming through from certain symbols. Intra day historical data does come through OK.

CHK and ESV and two examples where the data does not come through.
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superticker

#2
If you think the problem is unique to the affected symbols, then it's likely there's not enough trading volume on those specific symbols to create a tick (price update) for every minute. A new price will only be recorded if there's actually been a new price (trade) for that minute.

I was fooled too when charting some low volume ETFs.
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boreland

#3
To be clear these are highly traded stocks. The issue is for 1min bars the historical data download does not occur, only that day's intraday prices/volume comes through. This was working at the beginning of the week. I did speak with Fidelity, thay said they would forward a trouble report to the company that handles Wealthlab Pro, but I am also that support here may also push the issue from this side so to speak.
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Eugene

#4
There's not enough information so please describe the issue in detail. How it happens, when during the day, only these particular symbols or more and so on. Don't forget to include what is the difference between "historical 1 min data" and "Intra day historical data" in your opinion. Another conflicting statement is that "Intra day historical data does come through" and "The issue is for 1min bars the historical data download does not occur, only that day's intraday prices/volume comes through".
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boreland

#5
Whow I thought I had been very clear!

1. Open a new chart.
2. Enter a stock symbol like SLB (Schlumberger Limited) into the box on the top right of the main page. Select 1 min time frame, enter say 4000 bars and then click the go button.

The chart displays with historical data. If the market is open the it also shows that days intraday historical data.

3. Enter a stock symbol like CHK (Chesapeake Energy ) and click GO.

Not historical data is displayed. Intraday data is displayed if the market is open.

Here is another intersting thing that sometimes hppens:

4. Select 3 min time frame. Historical data is diaplayed.
5. Select 5 min time frame. Historical data is displayed.
6. Select 3 min time frame. I got a messagebox saying "Connot Convert 5min bars to 3 min bars".

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Eugene

#6
Thanks for providing the extra detail.

QUOTE:
The chart displays with historical data.

...only if you backfilled the DataSet before or "update on demand" is enabled and you've waited enough to backfill the data. Otherwise for a new symbol that you enter on demand there will be a long delay while its entire 1-minute history (which is a lot of data) is getting cached as the initial backfill runs.

As I see only the canned DataSets on your screenshots I assume you haven't created and backfilled the 1-min intraday DataSet for CHK and ESV. SLB must have been cached on a previous on demand request so updating it took less time. That's why you see its historical data loaded. Suggestion: create the DataSet, update it manually, wait until it's up to date, then open your 1-min chart.

QUOTE:
Not historical data is displayed. Intraday data is displayed if the market is open.

If "intraday data" is displayed, then "historical data" must be displayed because it's the same thing.

QUOTE:
6. Select 3 min time frame. I got a messagebox saying "Connot Convert 5min bars to 3 min bars".

Makes perfect sense that one cannot. Try creating a 1/3-min DataSet for the symbol and update it.
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boreland

#7
Thanks this fixed the problem


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Cone

#8
QUOTE:
Notice that the price data in completely wrong. This stock trades in the $4 range.
Your images for CHK and ESV show that the last date is 3/20/2009.

The problem is that you do not have a complete backfill. Please confirm that File > Update Data On Demand is checked when you request a chart (Go or F5).

When the market opens and you request data with a Streaming chart, the backfill is not updated - you just get the 4000 (or so) bars that you request, so that's why it works at that time.
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boreland

#9
@cone.

Update on command was enabled. But for the example symbols CHK and ESV it did not work. Other symbols it works fine. I created a dataset for both these two symbols and I now have backfilled data. But it downloaded 90K bars for each symbol.