- ago
It seems that issue started few days ago. Other tickers load fine, but VIX does not seem to load properly. I even created a separate dataset with just VIX ticker and refreshing it still does not load it. Trying to open VIX in chart produces "Could not obtain historical data for symbol: VIX" error message.
I can still see VIX data inside Thinkorswim.
I am using WL build 37 and TD build 11. I do not see any error messages related to TD connector in Log Viewer

Is there a way to troubleshoot this?
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- ago
#1
Sounds like a reincarnation of the known issue with TDA:

Some index symbols stopped updating at TDA
TDAmeritrade data not updating for sentiment symbols like $ADID
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Best Answer
Cone8
 ( 28.32% )
- ago
#2
I'm seeing an error response for all history requests right now. We'll try to figure out what's going on here.
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Cone8
 ( 28.32% )
- ago
#3
The error seems to be on TDA's side. The same error occurs for history requests on their developer site, specifically:
{
"error": "Bad request."
}
2
- ago
#4
Thank you Eugene, based on the discussions you've linked, I was able to switched to VIX from CBOE dataset as a workaround
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- ago
#5
Glad I could help you Maxim.
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- ago
#6
In addition to VIX which can be replaced with $VIX.X many other sentiment symbols like $DECN have stopped updating again. This is very frustrating for me that relies on conditions based on sentiment. The sentiment indicators build into Wealth Lab are nowhere near as comprehensive as TD. The granularity of 1 week, 1 month, 3 months and 1yr of new high/lows available at TD and other data can greatly enhances profitability. I have contacted TD again.

Another anomaly is $DXY (dollar index), the last bar every day is incorrect but corrects the following day if someone can take a look at it. It is correct at TD site.

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Cone8
 ( 28.32% )
- ago
#7
There's a TDA PriceHistory documentation error that we had to work around in the TDA Daily requests, but that's not the problem here. This is the [empty] response for VIX and any other symbol that doesn't return data.

{
"candles": [],
"symbol": "VIX",
"empty": true
}
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- ago
#8
What about $DXY (dollar index) the last bar is always wrong, it is about 10X the value but corrects the next day
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Glitch8
 ( 12.10% )
- ago
#9
It sounds like something TD is doing at their back end. We’re certainly not changing or manipulating any of their historical data ... it’s GIGO.

I’ll capture the request responses Monday and Tuesday and display raw results here.
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- ago
#11
This a screen shot of todays $DXY data from TD Ameritrade. The value of the last bar is 761.90 instead of 96.19. Its quoted correctly on the TD website.

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Cone8
 ( 28.32% )
- ago
#12
I saw two "wild bars" like that in my TDA $DXY history with the same -100 volume signature. Refreshing the chart cleared it up.

It's like what Glitch said before - GIGO. Wealth-Lab doesn't invent these numbers and at this point we can only assume a transmission problem that consistently and curiously sends a -100 volume with a wild price. You can use that to detect a problem programmatically.
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