Extended Hours Trading.
Author: singham1
Creation Date: 5/24/2011 8:09 PM
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singham1

#1
I am a using WLP6 with Fidelity and would like certain orders to be staged for extended hour execution in the strategy monitor. Currently these orders are getting staged next trading day at market open.

Finally can stops get triggered based on the after hours prices?

Thanks.
-
Amit

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Eugene

#2
Premarket/afterhours data and extended hour trading are not supported by Wealth-Lab Pro.
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sourkraut

#3
QUOTE:

Premarket/afterhours data and extended hour trading are not supported by Wealth-Lab Pro.


I too have been wondering about this. Some of the data isn't actually after hours, except on Fidelity's clock.
I monitor the .ftse index, and WL just gives me those intraday bars, that correspond to US market hours,
but I would like to follow the footsie for the entire day.
Is there some way to shift/convert/interpret the date and time of data in "local" (London in this case) format?

Thanks

Eb
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Eugene

#4
QUOTE:
but I would like to follow the footsie for the entire day.

Pick a different data provider? Not sure if Google has but IQFeed may have it w/o Fidelity time constraints (ticker would be different though).
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sourkraut

#5
QUOTE:
Pick a different data provider?

Thanks, I'll look around.

However, since Fidelity alread has the complete day of data (3 AM to 11:30 AM, NY time, or 9 AM to 4:30 PM London Time?), they just change the clock to NewYork time, changing a good part of the day's data into "after hours".


Is there a way to unlock/translate a Fidelity feed into a custom feed? Would a support ticket help?
With access to the data before display, I could translate it to GMT, and chart/backtest the entire day. ... I think.

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Eugene

#6
Not sure about the FTSE story, maybe Cone knows more?
QUOTE:
Is there a way to unlock/translate a Fidelity feed into a custom feed? Would a support ticket help?

Just for the record: a ticket would not help because we do not endorse 1) unlocking Fidelity data feeds and 2) do not support undocumented Wealth-Lab APIs.
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Cone

#7
No ideas about the FTSE feed, never used it, never have seen a requirement to support foreign issues.

What's the problem exactly? Is it that you can't get the streaming data from 0300 to 0930 ET, but the historical intraday data are loaded?
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sourkraut

#8
QUOTE:
never have seen a requirement to support foreign issues
I don't know about requirement, but it's a global market. If London sneezes, the US says Gesundheit, and the Japanese put on face masks.

QUOTE:
What's the problem exactly? Is it that you can't get the streaming data from 0300 to 0930 ET, but the historical intraday data are loaded?

I'm not attempting streaming data, but 5 minute intraday. The intraday historical data is truncated to the US market hours.


QUOTE:
Fidelity Active Trader Pro, 5 minute bars gives me:

.FTSE OPEN CLOSE HIGH LOW VOLUME
Apr 4, 2011 03:00:00 6009.67 5997.32 6009.67 5993.04 193996.0
Apr 4, 2011 03:05:00 5997.46 5996.62 5999.79 5987.7 95708.0
...
Apr 4, 2011 11:35:00 6016.98 6016.98 6016.98 6016.98 22722.0

and

.HSI OPEN CLOSE HIGH LOW VOLUME
May 26, 2011 01:30:00 22909.62 22916.33 22943.85 22909.62 523829.0
May 26, 2011 01:35:00 22921.07 22899.26 22926.36 22899.26 126045.0
...
May 26, 2011 04:00:00 22904.9 22900.79 22904.9 22900.79 215420.0



Fidelity WealthLab data only gives me bars for US market hours:
.FTSE
9:30 AM to 11:30 AM

and

.HSI
nothing

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Cone

#9
This is purely a Fidelity data issue, but the Fidelity data provider for WLP will only work for U.S. hours. That's Fidelity's design (the requirement). Of course I see how using foreign index data can be useful.

Potential solutions exist, but the earliest possible one (if Fidelity decides to do it) would be for the WLP 6.3 release in December. So, for now, you should call and put in your customer request to your Fidelity rep to make WLP work with these foreign index data, and, for my part I'll add it to the wish list.
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