Symbol STX chart date stamps disappear after each nightly update
Author: tedclimo
Creation Date: 4/20/2011 10:51 AM
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tedclimo

#1
It only occurs on my 64bit PC, not 32bit PC.
And as far as I can tell so far, it only happens on symbol STX.
After nightly update, STX no longer displays all fundamental data (keeps only most recent quarter & runs it back for years) as well as ALL charts date stamps disappear). Debt/Equity ratio is one of several fundamental windows (that do this) in my script.

I can fix it (next morning) by "Reloading chart history" from dropdown menu, after right clicking on chart.
But next nightly update causes same problem all over again.

Any ideas?
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Cone

#2
No idea, but please grab the STX.WLF file before and after the update, zip them (you'll have to change the name of one slightly), and attach to a ticket. I'll take a look separately tonight. What time do you run your nightly update?
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tedclimo

#3
Lately, I have been running around 5-6pm, occassionaly later, sometimes following am pre-market open.

Do you have a preference as far as time to update?
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Cone

#4
It used to be that data corrections were not fully applied to daily bars until about 6 AM. A year or more ago, there was talk about moving that procedure earlier into the night, but I really don't know where it stands.

In short, if you update before 6AM, it's possible that your bars will change the next day due to corrections. Maybe this has something to do with what you're seeing, but I can't make a connection between price data updates and fundamental data updates - they're two completely different providers.
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tedclimo

#5
Then I'll wait till 6am Thursday to update next. If STX retains it's Fundamentals & Date stamps on charts, we'll have another clue (as well as solution). Oddly, when I update soon after market close, no other symbol I've seen yet has this problem... reminder problem only on one of two PC's. Perhaps fix will end up being to copy STX.WLF from happy PC? Will post again in the AM my time to let you know what happens.
Thanx
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Cone

#6
Although 64-bit can't really have anything to do with a problem like this, I just updated STX on a 64-bit machine (it's 5:44 PM ET), 24 fundamental items were refreshed, and they're all there.
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tedclimo

#7
I refreshed @ 9am today & all fundamentals (as well as dates on charts).
No reason to open a ticket unless the problem refurces & I have a before & after to send you.

There is one anomaly in the STX.WLF file you should be aware of....
There are two STX WLF files (STX.WLF & STX%2EB.WLF).
These two STX files show up in all three Fidelity Provider folders (Static Provider, FMD FundamentalProvider & WSOD FundamentalProvider).

I dug furthur & saw that this extra %2EB.WLF version occurs in ~ 7 of every 1000 symbols. Occasionally, the symbol has a %2EA in place of %2EB.

Is that normal & what is purpose of the %2EA/%2EB extra WLF file.
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Cone

#8
%2E is the ASCII hex code for "." It's just a character replacement that the Fidelity provider uses when saving the symbol name. In short, you have or had STX.A and STX.B (A and B shares) in one of your DataSets.
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tedclimo

#9
Cone,
Problem returned this AM (updated ~ 8am today).
Before I open ticket & send you before/after WLF files, I have more clues that may provide the answer.
I selected "Symbol Details" (in Data Manager) on a watchlist of all 6900 listed stocks.... and discovered there were 17 stocks total with this problem. Even more interesting, these 17 stocks were sequential alphabetically, starting with STR and ending with SUN. Also, the "Security Name" column was blank for all 17. Also, while the non-problematic symbols had ~4887 bars, the problem(symbols) always showed either 391 bars or 19489 bars.

So as it turns out, the problem is not just STX, it just happened to fall in that series of 17 symbols not wanting to update with the other 6883 symbols. All 17 did update when I chose "Reload Chart History" by right clicking invidual charts.

Do you still want a ticket opened with before & after WLF files from STX (if so,I have them).
Also (if so), do you want the 1KB WLF file(s) from Fidelity FMD Fundamental Provider folder, or 43KB WLF file(s) from Fidelity WSOD Fundamental Provider folder?
Ted
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Cone

#10
We've tried to catch problems like this with Fidelity updates, but they never happen when you're looking for them. Fidelity updates symbols in groups of 10. Occasionally, something seems to go wrong when sorting the data response or when saving it. It could be a problem with the data itself or the xml formatting from the server or something after that - there's no way to tell until we catch it in the act.

I don't get what's happening with the Fundamental data, which are refreshed with each update for 6 weeks (I think) after the last 10-Q. This is done because an alert customer noticed that the source provider often updates different parts of the report up to 4 or more weeks after the report.

Please zip and send us what you've got. Then, refresh the affected symbols. Once a data file becomes corrupt with bad or out-of-sequence data, you're stuck with it until you detect and refresh it.

I'd recommend running the Bad Data File Checker Rev A. once a week on the DataSets that you actively trade, and before starting a serious backtesting investigation. Note, however, that data before say, Jan. 2001, can have missing bars that won't be corrected by reloading the data - these are problem with the data history on the server. Consequently, once you get a good set of data, check it regularly using a data range starting in Jan 2001 to reduce the possibility of false alarms.
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tedclimo

#11
Lets hold off on opening ticket (unless you want it for your purposes, then I will send) b/c after running Data File Checker Rev A, it told me that(problem was)those 17 symbols had duplicate data. It gave me option to delete, so I did. Then after re-updating ALL datasources. The problem vanished & all fundamentals intact on those 17 symbols. Will know if solved for sure, if next weeks updates also look good.

Question regarding File Checker Rev A: Since I ran it today (23Apr2011 back thru 1Jan2001), in the future, do I still need to rerun back thru 1Jan2001, or can I just run back thru 23Apr2011???? Your thoughts?

Hope you have a great weekend,
T!
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Cone

#12
Continue to run the file check over the period of data that you need to use.
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tedclimo

#13
Cone,
Problem finally resolved permanently.
File Checker only fixed it one day at time, then issue returned.
I have both 5min data & Daily data for every symbol (for the Time Of Day Priority Method used on another model).
Solution was to delete the 5min .WL files (just for those 17 problem symbols).
Since then, Fundamentals update & display perfectly on daily bar charts. Also, the missing Date stamps on bottom of chart are back.
Cheers!