GICS - symbols missing - Wealth Lab Forum

GICS - symbols missing

Author: thodder

Creation Date: 3/16/2012 9:29 AM

Wealth Lab » WealthScript (.NET) » GICS - symbols missing

thodder

3/16/2012 9:29 AM

I have a DataSet with the components of the S&P 500. When I try to get the GICS sector with the code below, I get the following errors on the symbols...

QUOTE:
Error processing symbol BEAM The given key was not present in the dictionary.
Error processing symbol EA The given key was not present in the dictionary.
Error processing symbol JOY The given key was not present in the dictionary.
Error processing symbol MMI The given key was not present in the dictionary.
Error processing symbol MPC The given key was not present in the dictionary.
Error processing symbol MSI The given key was not present in the dictionary.
Error processing symbol NEE The given key was not present in the dictionary.
Error processing symbol QEP The given key was not present in the dictionary.
Error processing symbol VIAB The given key was not present in the dictionary.
Error processing symbol WFM The given key was not present in the dictionary.
Error processing symbol XYL The given key was not present in the dictionary.

I updated my industry data today (3/16/2012) in Fidelity DataSet creation dialog. I believe that's where the GICS data comes from. Do you know why the symbols above are missing? Is there something I can do to fix it?

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I have a DataSet with the components of the S&P 500.  When I try to get the GICS sector with the code below, I get the following errors on the symbols...

[QUOTE]Error processing symbol BEAM	The given key was not present in the dictionary.
Error processing symbol EA	The given key was not present in the dictionary.
Error processing symbol JOY	The given key was not present in the dictionary.
Error processing symbol MMI	The given key was not present in the dictionary.
Error processing symbol MPC	The given key was not present in the dictionary.
Error processing symbol MSI	The given key was not present in the dictionary.
Error processing symbol NEE	The given key was not present in the dictionary.
Error processing symbol QEP	The given key was not present in the dictionary.
Error processing symbol VIAB	The given key was not present in the dictionary.
Error processing symbol WFM	The given key was not present in the dictionary.
Error processing symbol XYL	The given key was not present in the dictionary.
[/QUOTE]

I updated my industry data today (3/16/2012) in Fidelity DataSet creation dialog.  I believe that's where the GICS data comes from.  Do you know why the symbols above are missing?  Is there something I can do to fix it?

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using System.IO;
using WealthLab;
using WealthLab.Indicators;
using WealthLab.DataProviders;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			string SectorCode = Gics.GetSector(Bars.Symbol); 
			string Industry = Gics.GetIndustry(Bars.Symbol);
			string IndustryGroup = Gics.GetIndustryGroup(Bars.Symbol);
			string SubIndustry = Gics.GetSubIndustry(Bars.Symbol);
			string GicsDesc = Gics.GetDesc(SectorCode);
		}
	}
}
[/CODE]

Cone

3/16/2012 11:46 AM

This is a known problem that Fidelity has been battling ... since at least January. Long story short (even if I knew all the details) it appears that another client (WLP) is required to adapt to a change that occurred on the server end... so we're looking at June/July time frame before it makes it to production.

thodder

3/16/2012 1:28 PM

Thanks Cone.

thodder

3/17/2012 2:20 PM

I found the GICS.xml file in the Data folder. After backing up the file, I modified it using XML notepad (http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=7973). I noticed that at least 5 of the symbols were just renames, so the symbols existed under the old name. I just did a find of the old symbol, and changed it to the new one. Here are the renames:

ERTS - EA
JOYG - JOY
WFMI - WFM
FPL - NEE
VIA.B - VIAB

It seems to work. I assume the next time I try to update Industry data my changes could get lost.

I thought I'd mention it for anyone else that ran into this problem; however, change it at your own risk. If you don't feel comfortable editing xml files, don't do this.