Need intraday quote in Daily data
Author: Hootie
Creation Date: 10/26/2017 9:19 PM
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Hootie

#1
New to Wealth-Lab Pro - Need intraday quote in Daily Data for current day until Market ends and then replaced quote with EOD

Is there a way the Data Manager could do this?



Daily Data Example

Date Symbol High Low Open Close

10/25 IBM 100 90 95 98 (correct EOD close for 10/25)

Current day Market not closed at 2:00pm

10/26 IBM 101 92 97 97 (This quote is not EOD quote but the quote for 2:00pm)
10/26 IBM 101 92 97 98 (This quote is not EOD quote but quote for 3:00pm and overwrites
previous 2:00pm Quote)
Market Close 10/26
10/26 IBM 101 92 97 99 (EOD quote at market close - overwrites 3:00pm quote)

If there a way to do this in Wealth-Lab Pro? My current software system will do this with data updates and allows me to avoid intraday data and all the performance/data problems.

Thanks
Bill
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Hootie

#2
Found http://www2.wealth-lab.com/WL5WIKI/kbIntraday.ashx?HL=intraday. Is there some way to have the Data Manager do this in the update?
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Eugene

#3
Bill, if my understanding is correct you're trying to get the current EOD close in your Strategy code running on Fidelity EOD data before the end of the day?

While a scripting solution is possible, some data providers return the "partial bar" - in the first place, Yahoo. To enable this option, check "Always return data with partial bar" on the Data Manager's Yahoo! Data tab. Now when you run a Strategy or view a EOD chart of Yahoo data with File > Update Data on Demand enabled, static data will include the current day's partial bar, and the last bar will be corrected on each update.
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Hootie

#4
Thanks Eugene, yes "partial bar" is exactly what I'm looking for. I checked Yahoo data after your post and saw a checkbox for "partial bar" as you mentioned. I'm using Fidelity Daily Data. I didn't see a "partial bar" option for Fidelity Daily Data. Are intraday quotes my only option?

Bill
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KGo

#5
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Hootie

#6
Thanks much, will have a look