Data updates when Update Data on Demand is unchecked
Author: rickraphael
Creation Date: 6/7/2009 2:14 PM
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rickraphael

#1
In the strategy ranking window, backtests always seem to do a data update before executing the first strategy, even when Update Data on Demand is unchecked. Is there a way to avoid this?
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Eugene

#2
Thank you for reporting. We're aware of the issue. Since it seems to happen only with Yahoo and MSN DataSets, try switching to Fidelity data for Rankings until it's fixed.
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rickraphael

#3
Very strange. I only use Fidelity as the data provider, never Yahoo or MSN. Anything else I should check?
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Cone

#4
QUOTE:
In the strategy ranking window, backtests always seem to do a data update
You said "always seems to". I'm observing that an on-demand update occurs with Fidelity DataSets in Rankings even when on-demand is disabled, implying that the update occurs only once, not always. Is that what you´re seeing?
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rickraphael

#5
No, when I hit "Begin" in the Strategy Ranking Window the bottom of the window always signals "Updating Data for:(DataSeries)". On a large data set it takes a long time (10 minutes) to change to the signal "Running Strategy: (Strategy Name). When I run the strategy in a Code Window, it "Collects the Data" in about 10 seconds and executes the strategy. Again, this is using only Fidelity data.
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Cone

#6
1. What's the scale of the DataSet?
2. What time of day are you running Rankings?

Either way, I'd appreciate it if you created a Support ticket for tracking and follow up. tia.
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rickraphael

#7
Dataset is Daily all data. I ran many tests over the weekend when the markets were closed and that's when it first occurred to me that something was up. I'll open a ticket.
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Cone

#8
Perhaps the problem occurs only on weekends and holidays then. Do you experience the problem during the week? That could be why I didn't see it when testing yesterday.
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Eugene

#9
No, I just ran a Ranking using Fidelity static data and it requested updates for an outdated DataSet. Although the markets are still closed, it's worth noting that today is not a holiday/weekend.
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Cone

#10
Now I see it. It appears that it does the on-demand update only if the symbol isn't already up-to-date. We'll have to get it fixed in 5.5. Do we have a ticket for this one yet?
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Eugene

#11
QUOTE:
Do we have a ticket for this one yet?

I don't think so.
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rickraphael

#12
Sorry guys. I've been out of town all week and BTW my windows system is dead and I am in re-install hell so if you still need the ticket let me know and I'll send it on as soon as I can. Thanks.
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Cone

#13
Please enter one, but no hurry. We're already too late for the 5.4 cut off.
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