New user of WLP 5.6
-------------------

I know there is a WL4 Files provider extension that allows access to WL4 files...but I want to actually convert some WL4 data files into WL5 format; these are mostly symbols that don't trade any more (I have their data in WL4 format, you can't d/l it any more from Fidelity). While the extension of both WL4 and WL5 data files is .WL, they don't appear to be identical. Is there a utility or script that will convert WL4 data file(s) into WL5 format?

That's right -- although the extension is .WL, the file format is different and undisclosed. To convert the data into a .WL file recognized by WL5, you could use the QuickRef code for Bars.SaveToFile. If you skip the Heikin-Ashi series creation and simply build the new Bars object, you'll end with the following code. Modify the target folder to your taste and run it on a WL4 symbol:

CODE:
Please log in to see this code.

Thanks, Eugene!

- How does one convert the corresponding fundamental data file (.WLF)? They also appear to be incompatible with v5.
- Which file is the v5 equivalent of UpdateDates.txt file in v4 (that maintained a record of last update date of fundamental data)?

1. No conversion is necessary. Just update the data in WL5 with the Fidelity Fundamental Provider.

2. I don't know that it exists. Because of how data is made available by the data vendor, the Fundamental Provider was modified in Version 5 to continue refreshing Fundamental data up to 4 (or even 6) weeks after an earnings report. Consequently, I don't know how these update dates could be useful to you even if that file existed.

1. Not sure if the fundamentals would update if the symbol doesn't trade any more, hence conversion from WL4 file may be needed.

2.

QUOTE:
I don't know how these update dates could be useful to you even if that file existed.

I restored a data file in WL5 using WL4 data for a currently active symbol whose data in WL5 was corrupted (deleted its WL5 data & fundamental files first). I have tried d/l its fundamental data atleast 3 times today and so far none had downloaded. In WL4, one could just delete the line with the symbol's name in the UpdateDates.txt file to force a re-download, hence I was wondering if there's something similar in WL5, too. Or some other trick to do the same.

1. Did you restart WLP after deleting the WLF file?

2. Which button/action are you using to update the fundamental data?

If the symbol's WLF file doesn't exist, the fundmental provider will for sure request the data - IF it is asked to do so. And, if the file exists, I'm pretty sure that updates are requested (when instructed) over and over for up to 6 weeks following the last quarterly report to ensure all updates by the vendor are captured.

1. Yes.
Inactive symbols do not update; instead, you see the following message in the log file:
(symbol) Provider does not recognize symbol
So one will have to somehow update the WL4 .WLF file to v5.

2. I have used both of these actions:
- In Data Manager | Data Sets tab, I highlight the Dataset and click Update Dataset [not the one that says Update Dataset (Pricing)]
- In Data Manager | Update Data tab, I have the option selected to Update only symbols that are contained in DataSets, so when I update the daily data, those symbols are included too as they are contained in Datasets (after converting from WL4 to WL5 format).
As for the one currently active symbol that I had to convert from WL4 to WL5, today I see that there is a corresponding .WLF for it; there wasn't one yesterday. However, since its an ETF, there should be nothing in it except dividends yet no dividend is identified on the chart (and I have that option set to display).
[Q on the side: WL4 .WLF files could be opened with a text editor; what apps can I use to open v5 .WLF files?]

Sorry, I thought we were talking about trying to refresh/update active symbols based on the discussion of UpdateDates.txt.

QUOTE:
So one will have to somehow update the WL4 .WLF file to v5.

You know, fundamental data is only provided for the most-recent 24 quarters; the data previous to that rolls off. If you're really serious about conserving fundamental data, you'll need to religiously export it to ASCII anyway and come up with your own methods of accessing it (though maintaining split and distribution relationships will be a challenge).

With only 24 quarters of data, I think Fidelity sees fundamental data as a screening tool, and nothing more. You can't do any serious backtesting with 24 FIFO quarters of data.

Answer: You can use a script like the one in the QuickRef example for FundamentalDataItems.

Cone, What app can I use to open/edit v5 .WLF files?

The .WLF format is not disclosed by Fidelity - it means, the file can be read by WLP/WLD 5.