Missing bar for one symbol
Author: heech
Creation Date: 11/11/2008 9:22 AM
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heech

#1
Hi,

Another intraday bug popped up on me today.

I have a 30-minute strategy running on 5 symbols in the same dataset. 4 of them gave me the right result. The 5th didn't... I checked my code for a few minutes, couldn't figure out what was going on. And then I looked at the chart...

And here's what happened: the 5th symbol simply doesn't have the 9:30 - 10 AM bar this morning. The other 4 symbols do.

How the heck is that happening!?

By the way, in case it matters, the symbol is LVS. And again, this was the 9:30 - 10 AM bar. Even when I run it right now in the strategy window (at 10:24 AM), that bar is not there. It's just not there.

LVS is still not showing the 10:00 - 10:30 AM bar. It's now 10:32.
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Eugene

#2
We (MS123 LLC who run the wealth-lab.com site) are not Fidelity and do not provide data. In case you have a problem with Fidelity data, please contact them.
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heech

#3
Well, that's embarassing. I never actually checked LVS quotes elsewhere, and JUST realized the stock's halted. Now that's something I never programmed for...

Crisis over. :)
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Eugene

#4
No, Fidelity data isn't the case here.

Either LVS is halted or whatever else but it its last print is 9:30 in IQFeed, Yahoo real-time etc.