Fidelity quotes stop at 9:30AM in WL5.6
Author: tasmaine
Creation Date: 1/12/2010 6:34 PM
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tasmaine

#1
This week I finally made the change to WL5, since v5.6 offers the ability to send an email to to my phone when a trade needs to be made. (Prior versions would not accept a name@ip.com where name was only numbers.)

For background, I have a day job. I set up my trades at 6AM and then go to work. So I am not at my computer during the trading day. On Monday, the last quote I got was at 9:34AM. Today (Tuesday) it stopped at 9:30AM. What gives?

I'm tracking ~500 quotes and most, but not all have entries, so I know that things started OK. If I look in the log file wlp.txt I see the following pertinent entries:

2010-01-12 06:06:15,609 [1] ERROR d0 [(null)] - 6: FPS.ANY.MCRS.NaE - request timeout
2010-01-12 06:06:15,671 [1] ERROR d0 [(null)] - 6: FPS.ANY.LMNX.NaE - request timeout
2010-01-12 06:06:15,687 [25] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 6: FPS.ANY.MCRS.NaE - request timeout
2010-01-12 06:06:15,687 [25] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 6: FPS.ANY.LMNX.NaE - request timeout
2010-01-12 09:31:08,578 [1] ERROR d0 [(null)] - 11: Change in tick lag.
2010-01-12 09:31:08,578 [25] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 11: Change in tick lag.
2010-01-12 09:31:09,609 [1] ERROR WealthLab.Email.WLPEmail [(null)] - Unable to send Mail - Wealth-Lab Pro Trade Alert
.
.
.
2010-01-12 09:31:16,203 [1] ERROR d0 [(null)] - 2: Streaming connection lost. Unable to re-connect.
2010-01-12 09:31:16,203 [26] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 2: Streaming connection lost. Unable to re-connect.
2010-01-12 09:31:23,859 [1] ERROR d0 [(null)] - 116: CStreamer::TranslateSymbol CustomRequest::NamedRequest failed
2010-01-12 09:31:23,859 [26] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 116: CStreamer::TranslateSymbol CustomRequest::NamedRequest failed
2010-01-12 09:31:23,859 [1] ERROR d0 [(null)] - 106: CStreamer::Subscribe TranslateSymbol Failed
2010-01-12 09:31:23,859 [26] ERROR WealthLab.DataProviders.FidelityStreamingProvider [(null)] - 106: CStreamer::Subscribe TranslateSymbol Failed

The final few lines are replicated numerous times through the rest of the file.

I have checked my router / firewall log and nothing jumps out at me in those timeframes. My system has a wired connection where I consistently get over 10 Mbps throughput.

My gut feeling is that I need to fill out a support ticket. However I wanted to ask if anyone else has seen a similar response. (Note that I have WLP 5.6, 4.5, and ATP 9.1 on my system. On Monday, I was running ATP & WLP 5.6. Today when this happened, I was running WLP5.6 only.)

Any input would be appreciated.
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Cone

#2
There's a bug with the Fidelity authentication that may not keep you logged in the entire day - even though the status bar may indicate that you are still logged in. At least for now, you need to check periodically that the streaming data are refreshing continually; if not you need to log out and back in manually.
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tasmaine

#3
Any idea when this may be fixed? As I indicated, I do not have the flexibility to be at my computer during the day.
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cfurer

#4
This issue has been open for 5 months now. Fidelity said it would be fixed with V5.6 in December and it wasn't. I called Fidelity support 3 times about this and they said they had no time estimate for a fix. In light of this problem, WealthLabPro is useless for reliable intraday trading. Fidelity obviously doesn't care about its active WealthLabPro customers.
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DaveAronow

#5
Can you use remote desktop or some other method to connect to your home PC? This is what I've done over the years to monitor automated trading programs. There are also third party programs (Logmein free edition, etc) which allow you to bypass most firewalls. Not that this is a solution to the problem, but you don't want to leave your trading PC completely unattended.

Personally I use remote desktop to access a dedicated server I rent specifically for trading. I recently upgraded to a new server with a quad core 8 GB machine for $120 a month (not cheap -- although very cheap for this powerful a dedicated server). Considering you can easily lose hundreds of dollars if your PC's internet connection dies, this is not a bad deal. And I can access it via remote desktop and it sits behind the hosting provider's firewall (although this is an option you can choose).
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tasmaine

#6
Thanks for the replies, everyone.

After I posted the original entry on the 12th, I called Fidelity support on the 13th. After being on hold for ~15 minutes, I was finally connected to someone who was associated with ATP. After about a 10 minute hold, I was told what has already been indicated - that Fidelity's server has a bug.

This is after I've spent the last several months dealing with my cable company for upgrades etc. Nothing different, unfortunately, that what many of you have gone through.

Fidelity could not give a time when this was to be fixed, but the rep offered that I could use Yahoo real time quotes! Frankly this is not why I have a Fidelity account! I told the rep that after being a Fidelity customer for over 13 years, this attitude of living with a non-funtioning data server and not telling customers that it was non-funtioning was forcing me to seriously consider other trading platforms.

For grins, I did sign up for Yahoo's real time quotes today and received quotes for the entire day for the first time in several months. (My reason for doing this was because the first 30 days is considered an evaluation, and if cancelled before 30 days, you are not charged.)

On an ironic note, today I received an e-mail from Fidelity requesting my input on how they are doing for customer service. I guess it is time to unload, thought I doubt anything will come of it.

I am definitely considering other trading platforms and would welcome input regarding that topic.
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cfurer

#7
tasmaine - Two things:

1. Please copy your above account into a letter and mail it to the Fidelity execs at the following address. After a lot of conversation with customer service they recommended this course of action:

Fidelity Investments
Attn: Executive Offices
82 Devonshire St
Milzone T2J
Boston, MA 02109-3614

2. I believe the following recommendation will be deleted again by Eugene as he did earlier, but the most well respected automated trading & realtime charting platform is:
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tasmaine

#8
Thanks, cfurer.

I'll follow your first recommendation and I'm familiar with [...] from 10 years or so ago. Hopefully they have improved their customer service in that timeframe.
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DaveAronow

#9
Tradestation has advantages and disadvantages. I stopped automated trading with them after my trades went off 5 minutes late because of lags in their real-time data streams (of course fast moving markets are the only times these things happen, and that's where I was killed, losing around $1000 in GC after some news event). That said for stocks it is likely not as bad, and you are less likely to be killed quickly.

I honestly can't understand what goes on with Fidelity. The Wealth-Lab API has been MIA for over a year, they promised it with the 5.6 release (it's even mentioned in the help files) and it's nowhere to be seen. I can only guess they have too many committees or something.
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Eugene

#10
Deleted by Eugene because it looks like a shameless plug!
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pallavsarma

#11
I too am tired of Fidelity and Wealthlab, but seem to have no choice but to continue with them as I have invested a lot of time and effort in creating my systems. I have tried very hard to keep on using WLPro4.5 as long as I can, as WLPro5 still does not have the features that I need to trade (COM interface for one). Futhermore, WL5 consumes much more memory, is actually slower in my prilminary testing, and the documentation is quite poor. If I could, I would never upgrade to Wl5 as I dont see any benefit whatsoever, but since last week, the streaming connection between WLPro4.5 and ActiveTraderPro is not working, and it seems Fidelity does is going to discontinue 4.5 this quarter.

Edit: no {complete} offtopic suggestion requests in other people's threads, please, thank you.
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Eugene

#12
QUOTE:
slower in my prilminary testing,

We're not going to start a version comparison thread here. Just wanted to correct an obvious mistake. Actually, WL5 is several times faster for any task but is especially noticeable for optimization and backtesting.

However, if you just left the default Data Manager settings (i.e., "Update data on demand" enabled) and haven't downloaded the data, then for sure, this will have a negative impact on the speed. Just turn off this option, download the data, and feel the difference.
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MustPlayOptions

#13
Is there any solution for this? I lost out on 5 very profitable trades on Thurs because I couldn't access my computer and the quotes window didn't start at 9:30 like it was supposed to.

Thanks
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Eugene

#14
You're asking a question which may supposedly be irrelevant to this decade-old thread. Please start a new thread and explain your issue clearly, with as many facts as you can think of, and possibly attach a screenshot to illustrate what you're seeing. Describe what is happening, precisely, and then describe the part that is not working. Is this a repeatable event? The more details the better the chances to track the problem down and help you.
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