I reported this issue before, but that thread went off on a tangent and ended up closed (solved) for some other data issue.
In any case, in premarket, at the one-minute scale, (perhaps other scales), using TD Ameritrade, data is not updating in the Data Manager when you've updated the data within the last few minutes, even thought new bars are available.
Here is an example. See the datetimes of the update. 10 minutes later new bars are available according to ThinkOrSwim and if you stream a chart.
Hitting the Update DataSet button in Data Manager shows the little progress bar, no errors in the log, but no data update is shown. If you wait long enough (I'm not sure how long) then the data will update. So, if you double-click a row in the DataSet in Data Manager to bring up a chart, and turn on streaming, then a bunch of new bars appear.
I suppose two different TDA APIs are used for historical data and streaming.
By the time I was finishing up this post, it was 19 minutes later than the times shown in the image above, and hitting Update DataSet in Data Manager did not show any changes even though there were clearly new bars in ThinkOrSwim and if you bring up a streaming chart.
In any case, in premarket, at the one-minute scale, (perhaps other scales), using TD Ameritrade, data is not updating in the Data Manager when you've updated the data within the last few minutes, even thought new bars are available.
Here is an example. See the datetimes of the update. 10 minutes later new bars are available according to ThinkOrSwim and if you stream a chart.
Hitting the Update DataSet button in Data Manager shows the little progress bar, no errors in the log, but no data update is shown. If you wait long enough (I'm not sure how long) then the data will update. So, if you double-click a row in the DataSet in Data Manager to bring up a chart, and turn on streaming, then a bunch of new bars appear.
I suppose two different TDA APIs are used for historical data and streaming.
By the time I was finishing up this post, it was 19 minutes later than the times shown in the image above, and hitting Update DataSet in Data Manager did not show any changes even though there were clearly new bars in ThinkOrSwim and if you bring up a streaming chart.
Rename
We've observed this before. The TD API seems inconsistent when returning pre/post market data.
And, it's no use comparing it to ThinkOrSwim data. They use two different back-end channels to get their data.
And, it's no use comparing it to ThinkOrSwim data. They use two different back-end channels to get their data.
And I don't have an appetite to investigate and attempt to create a workaround to what seems to be a TDA API inconsistency for returning history premarket. This provider is going to be scrapped soon (?) when Schwab finally comes online.
I didn't report this the other day when it happened, but updating a couple of symbols in the Data Manager showed data with datetime stamps from the future (wouldn't that be nice if it were correct!)
So, yea, it sounds like they have some issues with a certain API in premarket. Hopefully, Schwab will be better.
So, yea, it sounds like they have some issues with a certain API in premarket. Hopefully, Schwab will be better.
QUOTE:How far into the future? You're aware that WealthLab's timestamps are the end-of-bar time?
showed data with datetime stamps from the future
Example:
A 30-minute bars ending at 10:00am is timestamped 09:30 on TOS and 10:00 on WealthLab.
It was using the one minute scale, and the bars were about 15 minutes into the future. It occurred with symbols U and RBLX, which I use a lot. I tried some other symbols and they were fine. I triple-checked the data in charts, and sure enough the times were later than present. I'm pretty sure I didn't have any clock problems with my computer. At the time, I think I just chalked it up to TDA having issues.
That's a weird one for sure.
Just the TD Precogs hard at work. Surprised that data slipped through!
I took a quick look today and can immediately tell there's nothing we can do here. I hadn't requested a 1-minute chart for SPY from TDA since 9/29. The request came back like this -
The yellow section (the first box should be yellow too, but I didn't notice it had changed) shows that for days previous to today, historic bars were returned for the 24-hour market, non-stop. However, these were cutoff at the "8pm overnight close" and started with 4 Garbage bars at 8am ET today.
We made one request for data since 9/29 and this is what TD returned. We can't fix that. Also, I noticed that the even that bars that were returned don't precisely match the prices from ToS for the same interval. It is what it is.
The yellow section (the first box should be yellow too, but I didn't notice it had changed) shows that for days previous to today, historic bars were returned for the 24-hour market, non-stop. However, these were cutoff at the "8pm overnight close" and started with 4 Garbage bars at 8am ET today.
We made one request for data since 9/29 and this is what TD returned. We can't fix that. Also, I noticed that the even that bars that were returned don't precisely match the prices from ToS for the same interval. It is what it is.
Garbage data aside, I'm noticing that subsequent requests for the same symbol are returning immediately without data. Investigating that!
@Cone - thanks. Also, this might help...
1. I created a DataSet with one symbol MOTS (very active the morning of this post).
2. I updated the one minute scale. Data was updated to the present time and looked good.
3. I waited several minutes and did an update of the dataset, one minute scale. The data did not update. For reference, TOS showed new bars.
4. So, I deleted my one symbol dataset, closed WealthLab, and then backed-up the one-minute MOTS.QX file, and deleted the original file.
5, I restarted WealthLab, recreated the dataset with MOTS as the only symbol.
6. I then updated the dataset (one minute scale) and it was up-to-date. In other word, the bars missing at step 3 (above) and subsequent bars were now in the dataset.
Hope that helps.
1. I created a DataSet with one symbol MOTS (very active the morning of this post).
2. I updated the one minute scale. Data was updated to the present time and looked good.
3. I waited several minutes and did an update of the dataset, one minute scale. The data did not update. For reference, TOS showed new bars.
4. So, I deleted my one symbol dataset, closed WealthLab, and then backed-up the one-minute MOTS.QX file, and deleted the original file.
5, I restarted WealthLab, recreated the dataset with MOTS as the only symbol.
6. I then updated the dataset (one minute scale) and it was up-to-date. In other word, the bars missing at step 3 (above) and subsequent bars were now in the dataset.
Hope that helps.
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