How can I write some code to correct for splits in Fidelity mutual fund data feeds? I'm particularly interested in the Fidelity Select Sector mutual funds. For example, FSELX, FSRPX, FSCSX.

Also, why does the (S) icon show the split is on 5/11/2018 when the prices for the funds above suggest the split is on 5/9/2018 instead? Is a disagreement between these two metrics normal?

Finally, do people simply steer away from using the Fidelity data feeds for Fidelity mutual funds and use some other data provider instead? I noticed other non-Fidelity charting services do correct for the splits as expected. Which data provider works best for Fidelity mutual funds when the Fidelity feed fails?

Here's an example, see attachment.

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Also, why does the (S) icon show the split is on 5/11/2018 when the prices for the funds above suggest the split is on 5/9/2018 instead? Is a disagreement between these two metrics normal?

Unless Cone has a different opinion, this case looks like a FSCSX data error to me. Which you can work around by processing a manual split: right click on the chart and select "Process a Stock Split..."

The first thing I'd do in that case is to reload the data.

The reason that happens is due to the [deficient] way that Fidelity updates the data and due to the fact that you probably missed updating that symbol for a couple days.

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The first thing I'd do in that case is to reload the data.

I did a "Reload chart history" on all three: FSELX, FSRPX, FSCSX without any change. Perhaps I should have mentioned, but this has always been a problem with all Fidelity Select Sector funds whenever they split for the last three years; perhaps before that. This is not a fluke; it's "normal" for any Select Sector split.

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happens is due to the [deficient] way that Fidelity updates the data and due to the fact that you probably missed updating that symbol for a couple days.

I update everyday.

Your comment suggests you can't reproduce this problem. Can you confirm that? I've seen it with every Select Sector split for the last three years, and I can't erase it. Is this behavior unique to my install?

I'm gathering you're suggesting I trash all Fidelity Select Sector data files so Data Manager has to reload them from scratch. Doing a simple chart reload won't fix the problem. I wonder if trashing them with the Data Tool works?

Is there a way I can rewrite the Fidelity data connector to fix this split adjustment problem myself? It happens constantly, and I update everyday.

Okay, I ran a "data check" on the Fidelity Select Sector dataset with the Data Tool, and got the results in the attachment. I didn't realize so many of the 40 Fidelity Select Sector mutual funds had stock-split problems.

I then did a "Remove all data" with the Data Tool for the Fidelity Select Sector dataset. Finally, I had Data Manager update prices for that dataset. And yes, the problem is all fixed now. Thanks!

I thought Data Manager would check the previous bar and update it if it were in error. If so, apparently, that doesn't work for stock splits where the entire data file needs to be reloaded,... but it should.

So is there a way I can rewrite the Fidelity data connector so it automatically reloads the entire data file whenever there's a stock split? And, yes I update everyday, but I still experience the stock-split adjustment problem with the Fidelity data connector on Select Sector funds.

By the way, Fidelity Select Sector funds do not update their prices immediately after market close. Even the Fidelity website doesn't see a price update until 2 or 3 hours after the market closes. But Data Manager won't see a price update to these funds until after midnight. Perhaps this unusual behavior confuses the Fidelity data connector for stock splits.

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Doing a simple chart reload won't fix the problem. I wonder if trashing them with the Data Tool works?

They both are doing a similar thing essentially (except the bulk reload performed by the latter tool). Glad it fixes the problem.

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Okay, I ran a "data check" on the Fidelity Select Sector dataset with the Data Tool, and got the result in the attachment.

Not too shabby: just a few spikes in a quite distant past.

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I also thought Data Manager would check the previous bar and update it if it was in error. If so, apparently, that doesn't work for stock splits where the entire data file needs to be reloaded,... but it should.

At least for Yahoo static data, the provider applies corrections to the last 10 bars (mainly if volume was adjusted I suppose). And speaking about Y! data again, a reload isn't required after a split as the historic data is kept in raw form so splits and dividends could be applied to it on demand. Cone, is this how the Fidelity static provider works too or is a reload of data required following a split?

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So is there a way I can rewrite the Fidelity data connector

Sure, easy as breathing without access to the source code. As a kludgy workaround one could reload the data programmatically (in Strategy code) upon detection of a split. Code examples may exist on the forum.

@Eugene

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Cone, is this how the Fidelity static provider works too or is a reload of data required following a split?

It does not work that way and a reload is not required (although it should be). The Fidelity provider applies the split to the cached data - and therefore is error prone. Remember how I said "deficient"?

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But Data Manager won't see a price update to these funds until after midnight.

Don't update Fidelity EOD data before 5am. See: FIDELITY STATIC PROVIDER DATA CORRECTIONS