How to create WL5 Data Files from Ascii using WL5

ss161

#1

4/1/2009 2:01 PM

i've followed the post below and create WL4 binary datasources using the BinaryWriter class.

i'm wondering about the following:

1. Can wl5 binary datasources be similarly created?
2. Can custom fields be added to either a wl4 or wl5 binary datasource.

Background, the "cache data" option is certainly helpful, but for large intraday datasources, even the first pass can be painfully slow taking multiple hours to make one pass through the data and create the cache vs about 30 seconds to access a binary data source with the same number of rows of data.

/Forum/Posts/How-to-Create-WL4-binary-files-from-ASCII-using-WL5-27018

Eugene

#2

4/1/2009 3:28 PM

If the V4 solution for binary writing already works, why the need to complicate things?

#1
Anyway, the V5 file format is not published but you can create individual WL5 binary data files using a pair of helpful methods Bars.SaveToFile and Bars.LoadFromFile (QuickRef or forum search for more details). (Creating an associated dataset would be a matter of creating an XML file.)

#2
No/no. The file format spec for V4 doesn't contain a field for custom series, and in V5 it's a data provider's job (you won't be able to register a custom data series with a Bars object).

ss161

#3

4/1/2009 3:46 PM

QUOTE:
If the V4 solution for binary writing already works, why the need to complicate things?

only because i was hoping that i could add a custom field to a v5 file, while i was fairly certain that i could not add a field to a v4 file.

ss161

#4

4/1/2009 4:02 PM

don't cringe when i write this, but if i don't care about volume in this custom dataset, maybe i can replace the volume field with the custom field that i do care about. do any immediate adverse consequences come to mind? i believe, at least in wl4, that volume is stored as a float, so it should work to hold the value.

thanks.

Cone

#5

4/1/2009 4:03 PM

Yes, you could probably use Volume like that, although the price data adapter may skip loading the entire bar if "Volume" is zero. There also could be other side effects if the "Volume" is negative.

QUOTE:
hoping that i could add a custom field to a v5 file

The WL price data files don't allow for custom fields, not even in V5. Custom fields, or fundamental data, are generally added to the Bars cache by the fundamental provider, not the provider for price data.

The exception to existing providers is the ASCII Provider, which does register custom fields. Furthermore, the latest release of the ASCII Provider can automatically convert ASCII data to binary data if you enable the "ASCII Cache". See User Guide: Data > Data Manager > Create New DataSet > Data Providers > ASCII

Eugene

#6

4/1/2009 4:10 PM

QUOTE:
Background, the "cache data" option is certainly helpful, but for large intraday datasources, even the first pass can be painfully slow taking multiple hours to make one pass through the data and create the cache vs about 30 seconds to access a binary data source with the same number of rows of data.

What about creating the Cache before running the backtest for all these large intraday files?

Panache

#7

5/5/2009 7:55 AM

When are you planning to release the V5 file format?

Fidelity's data is horrible. I have over 2,000 symbols with bad data as shown by the Bad History Data Check utility, including the NASDAQ Composite Average .IXIC whose Open > High on 12/22/2008. I have tried reloading some of these symbols, but many of them still have the same problems.

I'd like to be able to manually go in and fix the data. Has anyone created a utility to do that?

Obviously, back testing is only as good as the data you have, so I'd really like to have data I can rely on.

Eugene

#8

5/5/2009 8:16 AM

QUOTE:
When are you planning to release the V5 file format?

We are not planning that, because we are not Fidelity - we're a third party company who is not in charge of this aspect.

QUOTE:
I'd like to be able to manually go in and fix the data. Has anyone created a utility to do that?

Having an utility like that would be a good idea, but unless someone creates it, you can do it like this KB article illustrates:
Data | Removing data using a WL5 Strategy

Panache

#9

5/5/2009 9:51 AM

Thank you. I understand your limitations, and I didn't mean to be critical. Wealth-Lab is very useful, but I am continually hindered by the limitations in the quality of the data.

I'll try playing with a script to allow the user to input corrected data, and if I get something to work, I'll post it. For my example where the Open > High, it seems all I need to do is change Bars.Open(BadBar) and save the file using bars.SaveToFile(Name).

It looks like bars.Add is what allows me to change Bars.Open(BadBar). Is that correct? I can't find any mention of how Bars.Add works in the QuickRef. In the example in Bars.SaveToFile, it appears to be used to write new data to a bar, which also appears to be what is happening in the KB article. Is there an explanation of what bars.Add does?

Second question -- Is there a way to allow user input? If I display the bad bar information in the Debug Window, can the user input the corrected information, or do I have to code the corrected information into the script (which is obviously a lot less useful as a general application).

Eugene

#10

5/5/2009 10:07 AM

QUOTE:
For my example where the Open > High, it seems all I need to do is change Bars.Open(BadBar) and save the file using bars.SaveToFile(Name).

Yes.

QUOTE:
It looks like bars.Add is what allows me to change Bars.Open(BadBar). Is that correct?

No, not exactly right. Read below.

QUOTE:
I can't find any mention of how Bars.Add works in the QuickRef.

That's right, this internal method was purposefully left undocumented and is not intended to be used in Strategies (read: unsupported).

QUOTE:
Is there an explanation of what bars.Add does?

The code essentially creates a new Bars object, that's why it uses Bars.Add for its purposes. It's only an illustration what can be done.

The article is about removing a whole day of intraday data. However, if your task is just to change an occasional bad bar, forget Bars.Add. See The Bars Object > OHLC/V Series > How to: Change OHLC/V Series Values in the WealthScript Programming Guide on how to change a bar, and just call Bars.SaveToFile when your data is finally in good shape.

Eugene

#11

5/5/2009 10:09 AM

QUOTE:
Second question -- Is there a way to allow user input?

Sure, it's all about .NET:
How to have String or Boolean input parameters

Eugene

#12

5/5/2009 12:33 PM

QUOTE:
I'd like to be able to manually go in and fix the data. Has anyone created a utility to do that?

Although I know beforehand it would become a big pain you know where with 2000 symbols (and probably that's why you're looking for an utility), still I have to ask: have you used the Edit Bar Data feature?

Panache

#13

5/7/2009 7:34 AM

I'm getting close, but I have two things that aren't working:

1. At the beginning of the script, I inserted

Bars bars = new Bars( Bars.Symbol.ToString() + " (NewY.WL) ", BarScale.Daily, 0 );

and at the end, I inserted

string file = @"C:\Documents and Settings\User\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider\Daily\Y\NewY.WL";

bars.SaveToFile( file );

When I run the script, it creates the NewY.WL file. I manually rename it Y.WL, but when I attempt to chart the new Y.WL, it has no data. What am I missing?

2. In order to get user input to change the price, I inserted

Open[bar] = Microsoft.VisualBasic.Interaction.InputBox("Open = " + Open[bar] + "Low = " + Low[bar], "Open < Low",Low[bar] + "", 50, 50);

I get a compile error that I cannot implicitly converting a string to a double. Is there a way to define the user input as a double rather than a string? Alternatively, is there a simple way to convert the string to a double?

Thanks for all the help.

I realized that I probably am going to have to learn how to use bars.Add to pad some of the symbols with gaps, but before I tackle that, I wanted to make sure I got the data replacement working correctly.

Panache

#14

5/7/2009 8:04 AM

I just figured out how to use Convert.ToDouble correctly, so #2 is no longer a problem, but I still don't understand how to use bars.SaveToFile correctly.

Eugene

#15

5/7/2009 8:04 AM

QUOTE:
but when I attempt to chart the new Y.WL, it has no data.

It means that something is wrong about your code.

QUOTE:
Alternatively, is there a simple way to convert the string to a double?

Yes, just think .NET: Convert.ToDouble( your_string ) or double.Parse. Example:
C# / CSharp Tutorial » Data Type » double parse + 2. 28. 1. Parsing strings to create data types: double

Panache

#16

5/17/2009 8:16 PM

I think I have everything coded to do a very good data check. However, there is one problem I can't seem to get around. If a symbol is missing a bar of data, I can write the Open, High, Low and Close for that bar (and save it using Bars.Add), but when I try to write the correct date for that bar, I get a runtime error: Collection is read-only.

Is there any way to write a new date to a bar?

This is what I'm trying to use:

Date[correctedBar] = dji.Date[bar];
.
.
.
correctedBars.Add(Date[correctedBar], Open[correctedBar], High[correctedBar], Low[correctedBar], Close[correctedBar], Volume[correctedBar]);

I am using .DJI to make sure I have bars for all the correct dates. Instead of inserting each new bar, is it possible to SetContext to .DJI, use Synchronize with the primary symbol to create bars for the missing dates, and then save it using Bars.Add?

Eugene

#17

5/18/2009 2:54 AM

1 - As stated in this WL5 Wiki FAQ, Is there ChangeBar method in WL5?, the Date collection is read-only, making it impossible to change the bar's date. This explains the issue you're facing.

FYI: the Bars.Add method was intended to be used inside a data provider, not in Strategies.

2 - I guess it could be the workaround.

Panache

#18

5/19/2009 10:04 AM

Using .DJI as the primary symbol and synchronizing the stock symbol to .DJI creates the missing bars. However, before I do that, I wanted to make sure the .DJI data was good, so I modified the Bad History Data Check a bit to do that. I use Yahoo data for ^DJI to check the Fidelity data for .DJI. Since I was using ^DJI as the primary symbol anyway, I decided to add the option of adding additional bars of Yahoo history not available for download into Wealth Lab Pro from Fidelity.

The only problem I can't get around is that when I chart the saved .DJI data, it doesn't display the name "DOW JONES 30 INDUSTRIAL AVERAGE", which I assume is the symbol name and should be transferred by the following code:

CODE:
Please log in to see this code.

It's not a big deal, but I thought that if others want to use this, they wouldn't want to lose anything in the process of checking their data.

Here is the full script if you're interested:

CODE:
Please log in to see this code.

Size:

Color:

Using .DJI as the primary symbol and synchronizing the stock symbol to .DJI creates the missing bars.  However, before I do that, I wanted to make sure the .DJI data was good, so I modified the Bad History Data Check a bit to do that.  I use Yahoo data for ^DJI to check the Fidelity data for .DJI.  Since I was using ^DJI as the primary symbol anyway, I decided to add the option of adding additional bars of Yahoo history not available for download into Wealth Lab Pro from Fidelity.

The only problem I can't get around is that when I chart the saved .DJI data, it doesn't display the name "DOW JONES 30 INDUSTRIAL AVERAGE", which I assume is the symbol name and should be transferred by the following code:

[CODE]string symbolName = ".DJI";
Bars symbol = GetExternalSymbol(symbolName, true);
Bars.SecurityName = symbol.SecurityName;[/CODE]

It's not a big deal, but I thought that if others want to use this, they wouldn't want to lose anything in the process of checking their data.

Here is the full script if you're interested:

[CODE]// BACK UP YOUR DATA BEFORE RUNNING THIS SCRIPT!!!!
// THIS SCRIPT WILL OVERWRITE YOUR EXISTING FIDELITY DATA FOR .DJI!!!!
// Your Fidelity data should be stored in C:\Documents and Settings\[user name]\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider\Daily
// Your Yahoo data should be stored in C:\Documents and Settings\[user name]\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\YahooStaticProvider\Daily

// This script adds additional Yahoo ^DJI bars to your Fidelity .DJI data and checks the combined data for obvious errors
// Make sure you have downloaded Fidelity data for .DJI
// Make sure you have download enough Yahoo data for ^DJI
//   10/1/1928 is the first Yahoo bar available for ^DJI
//   If you download Yahoo data for ^DJI back to 10/1/1928, think twice before backtesting your strategies against All Data
//     However, I always prefer to have as much data as possible available and set an appropriate Date Range
// Make sure both .DJI and ^DJI have been updated to the same date
// Fidelity data updates better, so this script stores the new data as Fidility data for .DJI
// Set Scale to Daily
// Set Date Range to All Data
// Position Size doesn't matter
// Set the Symbol to ^DJI NOT .DJI

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			ClearDebug();
			
			int badBars = 0;
			int gapDays = 4;
			DateTime unscheduledClosure1 = new DateTime(2007,1,3);
			DateTime unscheduledClosure2 = new DateTime(2001,9,17);
			DateTime unscheduledClosure3 = new DateTime(1929,12,2);
			DateTime unscheduledClosure4 = new DateTime(1933,3,15);
			DateTime unscheduledClosure5 = new DateTime(1945,12,26);
			DateTime unscheduledClosure6 = new DateTime(1956,12,26);
			DateTime unscheduledClosure7 = new DateTime(1958,12,29);
			DateTime unscheduledClosure8 = new DateTime(1961,5,31);
			DateTime unscheduledClosure9 = new DateTime(1968,7,8);
						
			// Get Fidelity data and plot it
			string symbolName = ".DJI";
			Bars symbol = GetExternalSymbol(symbolName, true);
			Bars modified = new Bars( symbolName, BarScale.Daily, 1);	
			ChartPane symbolPane = CreatePane(100, true, true);
			PlotSymbol(symbolPane, symbol, Color.Green, Color.Red);
			DrawLabel(symbolPane, "Synchronized, but unmodified bars", Color.Green);
			
			// Stores the symbol information
			Bars.SecurityName = symbol.SecurityName;
			Bars.Symbol = symbol.Symbol;
			Bars.SymbolInfo = symbol.SymbolInfo;
			
			DrawLabel(PricePane, "Modified Bars");
						
			// Check Fidelity data and add additional Yahoo data
			for(int bar = 0; bar < Bars.Count; bar++)
			{		
				
				// If there is Fidelity data use it instead of the Yahoo data
				if(symbol.Volume[bar] != 0)
				{
					Open[bar] = symbol.Open[bar];
					High[bar] = symbol.High[bar];
					Low[bar] = symbol.Low[bar];
					Close[bar] = symbol.Close[bar];
					Volume[bar] = symbol.Volume[bar];
				}
				
				// Fidelity uses Volume in 1000, and Yahoo uses actual volume
				else
				{
					Volume[bar] = Volume[bar] / 1000;
				}
					
				// The data has already been synchronized, so there is no need to check for different dates
				
				// Since both Fidelity and Yahoo data for DJI tends to be good, there is no automatic correction of the data
				
				//Check for bars on Saturday or Sunday
				if (Bars.Date[bar].DayOfWeek == DayOfWeek.Saturday || Bars.Date[bar].DayOfWeek == DayOfWeek.Sunday)
				{
					badBars++;
					PrintDebug("Weekend bar: " + Date[bar] + " bar " + bar);
				}
				
				//Check for duplicate dates
				if (bar > 0 && Date[bar] == Date[bar - 1])
				{
					badBars++;
					PrintDebug("Duplicate date: " + Date[bar] + " bar " + bar);
				}
				
				//Fidelity and Yahoo data for Open, High, Low and Close have so many 
differences, there is no point in comparing them
				
				//Check for open or close outside high/low range
				if (Open[bar] < Low[bar])
				{
					badBars++;
					PrintDebug("Open < Low: " + Date[bar] + " bar " + bar);
				}
				if (Open[bar] > High[bar])
				{
					badBars++;
					PrintDebug("Open > High: " + Date[bar] + " bar " + bar);
				}
				if (Close[bar] < Low[bar])
				{
					badBars++;
					PrintDebug("Close < Low: " + Date[bar] + " bar " + bar);
				}
				if (Close[bar] > High[bar])
				{
					badBars++;
					PrintDebug("Close > High: " + Date[bar] + " bar " + bar);
				}
				
				// Check for out of sequence dates
				if (bar > 0 && Date[bar] < Date[bar-1])
				{
					PrintDebug("Out of sequence date at bar " + bar);
					PrintDebug(String.Format( "{0:yyyyMMdd HHmm }", Date[bar-2]));
					PrintDebug(String.Format( "{0:yyyyMMdd HHmm }", Date[bar-1]));
					PrintDebug(String.Format( "{0:yyyyMMdd HHmm }", Date[bar]));
					PrintDebug("");
					badBars++;
				}
				
				// Check for a gap of more than 3 days
				if (bar > 0 && Date[bar].Date != Date[bar - 1].Date)
				{
					TimeSpan ts = Date[bar] - Date[bar - 1];
					int days = ts.Days;
					if (days > gapDays && Date[bar].Date != unscheduledClosure1.Date 
&& Date[bar].Date != unscheduledClosure2.Date && Date[bar].Date != unscheduledClosure3.Date && 
Date[bar].Date != unscheduledClosure4.Date && Date[bar].Date != unscheduledClosure5.Date && Date[bar].Date 
!= unscheduledClosure6.Date  && Date[bar].Date != unscheduledClosure7.Date && Date[bar].Date != 
unscheduledClosure8.Date && Date[bar].Date != unscheduledClosure9.Date)
					{
						PrintDebug("Gap of " + days + " days in data at bar " + bar + " (" + Date[bar].Date + ")");
						badBars++;
					}
				}
				
				// Check for Holidays
				if(Bars.Date[3].ToString() == "1/1")
				{
					PrintDebug("Holiday bar " + bar + " (" + Date[bar].Date + ")");
					badBars++;
				}
				if(Bars.Date[3].ToString() == "7/4")
				{
					PrintDebug("Holiday bar " + bar + " (" + Date[bar].Date + ")");
					badBars++;
				}
				if(Bars.Date[5].ToString() == "12/25")
				{
					PrintDebug("Holiday bar " + bar + " (" + Date[bar].Date + ")");
					badBars++;
				}
				
				modified.Add(Date[bar], Open[bar], High[bar], Low[bar], Close[bar], 
Volume[bar]);
				}
			
			// Print summary
			string msg = badBars + " bad bars for " + Bars.Symbol;
			PrintStatusBar(msg);
			PrintDebug(msg);
			if(badBars > 0)
			{
				PrintDebug("Try reloading the data");
			}
			PrintDebug("-----");
							
			// Store the data as Fidelity data
			string directory = "%2EDJI.WL";
			string fidelityPath = GetDataPath() + @"\" + directory;
			modified.SaveToFile(fidelityPath);	
		}
		
		// Get the path to directory where data is stored
		public static string GetDataPath()
		{
			return 
				Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + 
@"\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider\Daily\";
		}
	}
}[/CODE]

Eugene

#19

5/19/2009 12:06 PM

Thanks for sharing.

Panache

#20

5/20/2009 8:32 AM

I figured out the problem with not being able to carry over the symbol name. I was assigning it to the bars object instead of the new bars object. The correct code should be:

CODE:
Please log in to see this code.

Panache

#21

5/20/2009 7:36 PM

There are two more scripts that go with the one to check .DJI that I think I have working. The first automatically fixes most errors in the symbol data, and the second allows for manual correction of the ones that can't be fixed automatically. I'd be happy to share them also. Is there a place?

Eugene

#22

5/21/2009 1:13 AM

The web site is going to have a place to share soon later this year, just like it used to be on wl4.wealth-lab.com. WLP/WLD 5 will also support downloading strategies like it was before. This functionality is being implemented.

For now, please share them on the forum.

Panache

#23

5/25/2009 7:30 PM

If there is no data for the symbol A, is there any way to capture the error created by the following statement to allow the script to run anyway.

Bars symbol = GetExternalSymbol("A", true);

Eugene

#24

5/26/2009 1:22 AM

Yes, by enclosing the statement in a try/catch block. Please see the QuickRef for GetExternalSymbol.

Panache

#25

5/31/2009 2:07 PM

Is there any way to keep Wealth-Lab from trying to update MSN data? If I uncheck On Demand Data Updates in the Data Manager, when I run the following script, Wealth-Lab does not update the Fidelity or Yahoo data, but DOES update the MSN data. I am running this script against the data for the Fidelity symbol .DJI.

CODE:
Please log in to see this code.

Size:

Color:

Is there any way to keep Wealth-Lab from trying to update MSN data?  If I uncheck On Demand Data Updates in the Data Manager, when I run the following script, Wealth-Lab does not update the Fidelity or Yahoo data, but DOES update the MSN data.  I am running this script against the data for the Fidelity symbol .DJI.
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Rules;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			string symbolName = "GM";
			bool yahooDataExists = true;
			bool msnDataExists = true;
			
			ClearDebug();
			
			// Get Fidelity data and plot it
			Bars fidelity = GetExternalSymbol(symbolName, true);
			ChartPane fidelityPane = CreatePane(30, true, true);
			PlotSymbol(fidelityPane, fidelity, Color.Green, Color.Red);
			DrawLabel(fidelityPane, "Fidelity data (synchronized)", Color.Green);
						
			// Get Yahoo data and plot it	
			ChartPane yahooPane = CreatePane(30, true, true);
			Bars yahoo = GetExternalSymbol("Yahoo", symbolName, true);	
			try
			{
			    PlotSymbol(yahooPane, yahoo, Color.Green, Color.Red);
			    DrawLabel(yahooPane, "Yahoo data", Color.Green);
			}
			catch
			{
			    yahooDataExists = false;
			    DrawLabel(yahooPane, "No Yahoo data", Color.Green);
			}
					
			// Get MSN data and plot it
			ChartPane msnPane = CreatePane(30, true, true);
			Bars msn = GetExternalSymbol("MSN", symbolName, true);
			try
			{
			    PlotSymbol(msnPane, msn, Color.Green, Color.Red);
			    DrawLabel(msnPane, "MSN data (synchronized)", Color.Green);
			}
			catch
			{
			    msnDataExists = false;
			    DrawLabel(msnPane, "No MSN data", Color.Green);
			}
			
			
			if(yahooDataExists == true)
			{
			    PrintDebug("Yahoo data exists");
			}
			else
			{
			    PrintDebug("No Yahoo data");
			}
			if(msnDataExists == true)
			{
			    PrintDebug("MSN data exists");
			}
			else
			{
			    PrintDebug("No MSN data");
			}
		}
	}[/CODE]

Eugene

#26

5/31/2009 3:46 PM

Good catch, thanks for the heads-up. You can create a support ticket for tracking purposes.

Panache

#27

5/31/2009 5:18 PM

Glad to know for once I wasn't asking a stupid question.

However, here is my next dumb question. The Y! adapter gives me the option of either using the pre-split Yahoo prices and volume or adjusting both the prices and volume for the split. However, both Fidelity and MSN adjust pre-split prices, but NOT the pre-split volume. In order to be able to compare apples to apples, I want to use the split adjusted Yahoo prices, but reverse the Y! adapter's pre-split volume adjustment.

This code does that, as long as there is Yahoo data. However, I can't find a way to deal with the situation where there is no Yahoo Data without generating either a compile or runtime error. I use if(yahooDataExists == true) before each time I use the yahooVolume series, so I don't care what the data series contains if there is no Yahoo data.

CODE:
Please log in to see this code.

Size:

Color:

Glad to know for once I wasn't asking a stupid question.

However, here is my next dumb question.  The Y! adapter gives me the option of either using the pre-split Yahoo prices and volume or adjusting both the prices and volume for the split.  However, both Fidelity and MSN adjust pre-split prices, but NOT the pre-split volume.  In order to be able to compare apples to apples, I want to use the split adjusted Yahoo prices, but reverse the Y! adapter's pre-split volume adjustment.

This code does that, as long as there is Yahoo data.  However, I can't find a way to deal with the situation where there is no Yahoo Data without generating either a compile or runtime error.  I use if(yahooDataExists == true) before each time I use the yahooVolume series, so I don't care what the data series contains if there is no Yahoo data.

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

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			string symbolName = "GM";
			bool yahooDataExists = true;
			
			// Get Yahoo data and plot it	
			ChartPane yahooPane = CreatePane(30, true, true);
			// The directory is set to newYahoo which doesn't exist as a DataSet in order to prevent Wealth-Lab from finding the Yahoo data
			Bars yahoo = GetExternalSymbol("newYahoo", symbolName, true);	
			try
			{
			     PlotSymbol(yahooPane, yahoo, Color.Green, Color.Red);
			     DrawLabel(yahooPane, "Yahoo data", Color.Green);
			}
			catch
			{
			     yahooDataExists = false;
			     DrawLabel(yahooPane, "No Yahoo data", Color.Green);
			}
		
			// Reverse the Y! adapter volume adjustment to use actual pre-split volume as Fidelity and MSN do
			DataSeries yahooVolumeAdjustment;
			if(yahooDataExists == true)
			{
			     DataSeriesOp.SplitReverseFactor(this, "Split (Yahoo! Finance)", out yahooVolumeAdjustment);  
			}
			else
			{
			     // My bad attempt to deal with the problem of having a yahooVolumeAdjustment if there is no Yahoo data
			     // Unfortunately, this generates a Runtime error: Object reference not set ot an instance of an object
			     DataSeriesOp.SplitReverseFactor(this, "split", out yahooVolumeAdjustment);  	
			}
			DataSeries yahooVolume = yahoo.Volume * yahooVolumeAdjustment;		
		}
	}
}[/CODE]