Downloading 1-min data from Fidelity between specific date ranges
Author: mkalayog
Creation Date: 3/8/2010 8:44 PM
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mkalayog

#1
Any way to limit the download of fidelity intraday data to a specific date-range? I've turned off streaming data, real-time update, etc - but unlike yahoo Fidelity doesn't give me a date range choice when creating a new dataset. So downloading each symbol is taking forever since it's trying to download every single 1-min bar for each symbol...
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Eugene

#2
Yes, this is by design and can't be changed.

I can think of the following workaround: for any symbol, you'd create a dummy Bars object using 1-minute scale, append a bar of data that will define the starting date (e.g., 1/1/2010), save this to a file using the Bars.SaveToFile method. Finally, put this file to FidelityStaticProvider\1-minute (see the User Guide > Data on where WLP stores its data) - i.e. if the symbol is AAPL, you should put the file in ..\A\
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Cone

#3
The idea of downloading all of the data is so that you never have to request it again. Sure it's a little painful at first, but plan it for a weekend when your not at your computer. For this week, just request the data you need to trade - 1000 bars, or whatever.
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mkalayog

#4
Ok thanks-
And thank you both for your quick responses on these forums.
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