How to Create ASCII Data Set
Author: zozzy
Creation Date: 3/3/2014 3:48 PM
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zozzy

#1
I want to create a mutual fund data set (Date & Dividend-adjusted Price). But I don't see how to get started. I read the WL User Guide on ASCII DataSets. I Looked at the WL Data Manager and didn't see anything about ASCII Datasets. I search the WL Forum for ASCII and read the recent postings. But, it not obvious to me how to make such a DataSet. I would appreciate you help.
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zozzy

#2
After further inspection of my Data Manager, I notice that when I ask it to create a new DataSet...It does NOT display an ASCII Files option. How do I remedy that?
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Cone

#3
All versions of Wealth-Lab are installed with the ASCII Provider, so a "ASCII Files" option should appear. If it does not, you can try repairing the installation. If that doesn't work, please check for the WealthLab.DataProviders.AsciiFilesStatic.dll file in C:\Program Files\Fidelity Investments\Wealth-Lab Pro 6 and let us know which version of Wealth-Lab you're running.

You can also install an upgraded version of the ASCII Provider from Wealth-Lab > Extensions from this site. If running WL Pro 6.6, however, you'll need to close WL Pro and delete the WealthLab.DataProviders.AsciiFilesStatic.dll file first. (Due to a WLP 6.6 installation error, this and several other extension files were marked Read-Only.)

Also, note that the Yahoo! Provider is a good option for working with dividend-adjusted prices, by default and automatically (you won't have to incorporate the adjustments yourself.) If you backtest with dividend-adjusted prices, however, make sure that you turn off "Apply Dividends to backtest results..." in Preferences (F12) > Backtest Settings.
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zozzy

#4
Thank you for your prompt response. I do NOT have the Wealthlab.DataProvider.AsciiFilesStatic.dll file in C:\Program Files\Fidelity Investments\Wealth-Lab Pro 6. I'm using Wealth-Lab Pro v.6.6.13.0 (64-bit).

Would you advise installing the version from this site? Since I don't have any version, I guess I don't need to worry about uninstalling anything. What's involved? Simple Download and the .dll goes where it belongs?

Thanks for suggesting Yahoo! That would be very convenient. I think I'll try that also.



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Cone

#5
Please try either repairing the installation if you're given that option, or simply uninstall and re-install. It's very odd that file would be missing.

To get access to extensions from this site as a Fidelity customer, please create a support ticket asking for access to Extensions. More instructions will be provided there. Installing and updating extension is very easy. For the actual process, see the User Guide: Extension Manager.

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zozzy

#6
I'll call Fidelity about re-installing.

Meanwhile I used the WL Data Manager to make a new DataSet from Yahoo. I Chose OAKBX and selected a starting data of 6/28/1996. I know the yahoo data goes back that far. I have downloaded the data from that date into Excel. I then ran a strategy with the Yahoo Data and it all seemed to work as expected, except the dataset seems to only goes back to 6/11/2008. I have Data Range set for 25 Years. Yahoos has about 17 years of data and I only got about 5 yrs. Is there any way to get all of the data?
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zozzy

#7
I ran the strategy and I see trades that start as early as 4/7/97. So apparently the data base is OK.
Is there any way to see the entire dataset? Thanks for your patience.
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Eugene

#8
zozzy,

QUOTE:
I do NOT have the Wealthlab.DataProvider.AsciiFilesStatic.dll file in C:\Program Files\Fidelity Investments\Wealth-Lab Pro 6. I'm using Wealth-Lab Pro v.6.6.13.0 (64-bit).


This could happen only if A) you uninstalled the provider OR B) you're using 32-bit WLP (in C:\Program Files (x86)\Fidelity Investments\Wealth-Lab Pro 6).

If A), you need to reinstall the ASCII provider by following this link. On how to install/uninstall/update Wealth-Lab extensions, review this illustrated tutorial and as Cone suggested, check out the Wealth-Lab User Guide > Extension Manager.

If B), Cone has already provided you with all instructions. If you see "Failed: Access to the path is denied" error when WLP restarts, follow this KB article: "Access denied" error message.

QUOTE:
Is there any way to see the entire dataset?

Naturally, by selecting "All Data" in the Data Range Control (above the DataSet list).
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zozzy

#9
Well...I had to uninstall and reinstall WLP 6.6. But it did give me back the Ascii.dll I was missing.

I saved a copy of my 1.0.0.0 folder, so I should still have my old data and strategies.

However...When I try to update extensions, I get a "Failed: Access to the path..." error.
I know this has been discussed before and apparently resolved, but I got the error for:
TASCIndicators and Yahoo! Finance Static this afternoon.

I mentioned it to the tech support guy at Fidelity WLP, and he had the same problem on his computer.
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Cone

#10
We're aware of that problem updating Extensions in WLP 6.6 (see Eugene's post #8 above) for a link to the KB article with a solution. (You have to clear the Read Only flags for the extension dlls.)
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Panache

#11
I'm trying to create an Ascii Data Set, and I'm getting a Parse Error saying the DateTime is not supported. (See the attached screenshot. Sorry, but I can't figure out how to put a screenshot in the text.) I believe I have the Format Options set correctly. (See the attached screenshot). I'd appreciate any advice about what I am doing wrong.
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Eugene

#12
Date Format should be M/d/yyyy, not d/M/yyyy.

P.S. You might also have to add a Filler for the empty row.
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Panache

#13
Thanks Eugene. Sometimes no matter how long I look at something, I can't see the obvious. btw - It worked fine without adding a filter for the empty row.

New question -- Is there a limit on how many symbols can be imported into an Ascii Data Set (I bought access to a Bloomberg Terminal and have almost 9,000 to import)? I have found there are limitations on how many symbols can be in a Fidelity, Yahoo! etc. Data Set.

For Fidelity, Yahoo!, etc., there is a limit as to how many symbols fit in the text box. If you try to load too many, it truncates the excess ones.
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Eugene

#14
Oh I see. There indeed is a 32 KB limit on characters typed in the TextBox of Yahoo's wizard page, it's set by default. So the effective limit of a Y! DataSet is ~6500 symbols = 32767 / 5 (average ticker size + delimiter). That exceeds the number of NASDAQ and NYSE stocks, combined (6376 at the moment).

To finish with offtopic, probably makes sense that we consider overriding it.

ASCII is different i.e. limited only by free RAM.
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Panache

#15
If it's not a big deal to change, it would be nice. My data maintenance renames obsolete symbols by appending the year they were last traded (to distinguish them from other securities that later adopt their symbol). That has resulted in having some of my symbols truncated. For me 64 KB would be sufficient.
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Eugene

#16
As a workaround, try not to put all of your symbols - delisted and tradable - into one ASCII directory. Split them up into two and then you may be able to combine them into one Watchlist Provider DataSet?