WLP data not in sync with ATP data
Author: Gain777
Creation Date: 6/4/2009 12:32 AM
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Gain777

#1
Why is WLP data out of sync with Active Trader Pro data?

Example using AAPL 1 minute data for open and close bars for 6/3/09:
Wealth Lab 5.3 AAPL 1 minute data for 6/3/09:
Date Time Open High Low Close Volume
6/3/09 9:31AM 140 140.5 139.99 140.28 367757

ActiveTrader Pro AAPL 1 minute data for 6/3/09:
Date Time Open High Low Close Volume
6/3/09 9:30AM 140 140.5 139.99 140.28 370674

For the open Wealth Lab is 1 minute late and understates the volume.

How about the close?
Wealth Lab 5.3 AAPL 1 minute data for 6/3/09 close:
Date Time Open High Low Close Volume
6/3/09 4:00PM 140.98 141.11 140.97 141.03 331464

ActiveTrader Pro AAPL 1 minute data for 6/3/09 close:
Date Time Open High Low Close Volume
6/3/09 4:00PM 141.01 141.01 140.32 141 549258

WLP Total AAPL Volume for the day = 18,998,702
ATP Total AAPL Volume for the day = 19,548,787
WLP missing volume = 550,085

WLP Total number of bars = 390
ATP Total number of bars = 391

The same problem occurs using 3 minute data.

The Active Trader Pro Data is correct.

Any clues to why the Wealth Lab data is like this?
This issue occurs with all stock/ETF data.

Thanks!

Ron




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Eugene

#2
WLP5 and ActiveTrader are different applications. For the explanation, see our Wealth-Lab 5 Wiki FAQ (at the bottom of the page):

Fidelity data does not match the same symbol in Active Trader Pro.