Fidelity streaming data corrections
Author: KGo
Creation Date: 12/21/2015 9:04 PM
profile picture

KGo

#1
Fidelity had a revised closing price on a 5 min bar within a minute after the streaming bar completed. Steaming strategies, perhaps correctly, never got the price and added new bars after the uncorrected bar. All newly started strategies got corrected price. All streaming strategies will show the new price when restarted and could show different positions than taken in live streaming.
Does this reflect how data is maintained or updated when streaming? If not, what is the method?
profile picture

Cone

#2
Please call Fidelity about Fidelity Market Data questions.

Remember, you can set a preference for a Streaming "bad tick filter" too.