Changes
o Fixed the "regular" 60-minute bar convention, which was downloading bars to the 30-minute folder. Recommend that you refresh (delete) the 30-minute and 60-minute folders.

60 minute (hourly) bar notes:
1. Regular session hourly bars will automatically be timestamped 1030, 1130,.., 1600. This convention is not optional with the Regular session option enabled.
2. If you like the "on the hour" timestamp convention (incompatible with the Strategy Monitor), do no select the "Regular Session" option and use the Market Manager for filtering if you require that.

o Implemented intraday open correction for download requests when the Regular Session option is selected. Background: Often, Form T trades occur after 0930 and will become the opening price of the first intraday bar. This feature will replace the opening price with the Daily bars' opening price for freshly downloaded data. This will not correct cached bars (refresh required), and, Daily bars are required to be updated in cache first. If you do a Provider update, Daily bars will be updated first.

o Updated the SplitResource. More complete and removed adjustments due to special dividends (IQFeed does not adjust daily bars for those actions) and fixed .B share symbology

o Fundamental calls for data are available as explained the IQFeed wiki page: https://www2.wealth-lab.com/WL5WIKI/IQFeedProvider.ashx

o When a split is detected in the Fundamental Message that is not in the SplitsResource, it will record it to a SplitsDetected.txt file in the IQFeed Data folder. (This file isn't currently used for anything, but could be used in the future.)

Housekeeping:
- Handle all error messages in ParseHistory that start with "E,"
- Redirect log file to UserAppDataPath\Logs directory


Please report issues here!

Does it suppose to fix the Form T trade issue?

I just updated to v2020.09.02 and did the refresh but I'm still getting $280.56 in the 1 minute scale.

SOXX @ 2020/07/17 09/31

IQFeed - 1 Minute
O:280.56
H:281.00
L:280.31
C:280.64

IQFeed - Daily
O:280.33

Fidelity - 1 Minute
O:280.33
H:281.00
L:280.31
C:280.64

Fidelity - Daily
O:280.33

Already explained above:

QUOTE:
... This feature will replace the opening price with the Daily bars' opening price for freshly downloaded data. This will not correct cached bars (refresh required), and, Daily bars are required to be updated in cache first. If you do a Provider update, Daily bars will be updated first.

Let's review all the conditions to get the intraday open corrections:

1. Regular Session option must be checked
2. Split Adjust Intraday option "better" be checked, or you're guaranteed to get some crazy intraday opening prices
3. Daily bars must be updated first. This will occur automatically if you perform an IQFeed Provider update.
4. Corrections will be applied only to intraday data that comes in on a download request. If you want all the corrections, then you need to [Clear IQFeed Data] and do a IQFeed Provider update.

Note!
If you see any "wild" opening prices that occur on consecutive days, there's a good chance the the Split Resource needs a correction to align with the IQFeed Daily bar split adjustment. Let me know the symbols so that I can make the correction to the resource file.

So clearing the local cached data and downloading the fresh data won't get rid of Form T trade from the intra-bar data?

Yes, I did all 1 to 4, but I still get $280.56 in the 1 minute scale chart at 9:31 on 2020/07/17 for SOXX symbol.

[Start WLD] => [Clear IQFeed Data] => [Update Data] => [Chart] didn't work.

[Delete "1 minute" and "Daily" folders and from IQFeedStaticProvider] => [Start WLD] => [Update Data] => [Chart] worked!

Does it make sense?

I understand what you're saying, but it doesn't make sense for the first sequence not to work... because there's no real difference between the first and second sequences. I don't think the [Clear] button deletes the folders, but that's immaterial.

Intraday Split Testing
Although this works, it needs a little bullet proofing. I'm testing HGSH and APEX that split today. When downloaded for the first time, the data are split and ready to go. The problem is that since it's premarket and new bars are not loaded for the ex-date, requesting data on-demand will split the history before 9/1/2020 again. Similarly it does this for Daily bars too. I'll get a fix out for this before it's a problem for more-popular stocks.

Check your AAPL and TSLA histories and refresh if required.

I think I found a regression in v2020.09.02.

[IQFeed Data Options]
Regular Session only: ON
Split Adjust Intraday: OFF
Always include the current partial bar: ON
60-Minute timestamp ends after first market hour: OFF

[DataSet]
Symbol: XBI
Scale: 1 Minute:

[Chart]
Scale: 1 Minute
Data Range: 2015/09/01 to 2015/09/10

The problem is that all the opening bars at 9:31am appear broken.

For example:
2015/09/01 09:31 : OHLC = 71.71 / 217.37 / 71.71 / 216.44
2015/09/10 09:31 : OHLC = 73.91 / 222.77 / 73.91 / 222.77

It looks like 3 for 1 stock split on 2015/09/11 is doing something wrong with the opening bars.

I'm not sure what happened there, but will take a look.
Edit:
I see what happened. It's the bad split logic. Basically, the intraday bars weren't split as they should have been, but the Daily correction to the open was applied. Will be fixed in a build available later today.

I did find another bug that opening corrections are skipped if a split was being applied, and as I mentioned before there is a problem with keeping splits aligned and not to apply more than once. The next build will fix split processing (I hope for all cases).

If you see any other misalignments between intraday/daily histories, just let me know what the symbols are so that I can update the split resource.
For example, the condition above is possible if the stock has split more than twice and the split resource doesn't have the older splits (but that wasn't the case this time, which was a bug).

New strange behavior. At least I had not noticed it before this update of IQFEED.

1. Open Wealth-Lab Developer.
2. Open a new chart window in the existing workspace. Streaming updates enabled in the new chart.
3. The price in the chart is updating normally.
4. Open new Workspace.
5. Chart in the first Workspace is no longer updating.

If I open multiple blank Workspaces and then open a new chart window in each Workspace, the streaming update of price for each chart behaves normally.

v2020.09.04 fixed the issue (comment #9) but unfortunately the Form T issue (comment #2) came back.
Is this expected?