Is it possible to reduce the downloaded data by date?
Author: Hootie
Creation Date: 10/29/2017 8:07 PM
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Hootie

#1
Newbie question -

Is there no way to limit the quotes downloaded by setting date limits in the Data Manager?

Example

Create a Dataset with 2 weeks of intraday 60 minute quotes for stocks in the SP500.

Reason:

Only need the latest 2 weeks - time to download and data storage a big factor in downloading all the quotes.

Using Fidelity as data provider so question may be provider specific.

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Eugene

#2
By good design, this is not subject to configure. But there are workarounds:

1. Google data provider - to some its limited intraday data range is weakness but this is what you need.

2. Data Tool - can truncate all data before (or after) certain date but you have to download it first. ;)
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Hootie

#3
Thanks much for the answer Eugene.
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Eugene

#4
You're welcome.

Just checked and found that Google returns 3 weeks of 1-minute data (delayed), slightly more than 1 month for 2-minute and 3 months of 5-minute data.