Hi!

I am experiencing an issue that I have been unable to resolve. When I create an Index using this tool on two different computers using the Fidelity data source there is a small, but significant, difference in the values. This is not one index but a group of 35. They all have a discrepancy, and all by a differing percentage. In fact, some days after updating the data on both computer the "Daily Change" reported in the Data Tool is different between the computers.

I have copied the data files from the Fidelity directory from one machine to the other and this had no impact. I have deleted and recreated the indicies on a computer and I get the same results that I got prior to the index deletion.

Do you have any thoughts what may be the underlying issue(s)? Thanks!

Vince

Hi Vince,

1. So it's Fidelity data the index is based on. What about other data providers, is this reproducible or the issue is specific to the Fidelity data?

Just in case, their static data has a live bug in 6.9.17.

2. What IndexDefinition is this? I mean, does it affect just one index, some indices, or all indices (be they built-in or MS123)? If MS123, it's important that the library wasn't updated to 2017.04 (now revoked) and both PCs have version 2013.11.

The more information the easier should be our troubleshooting.

Unfortunately both computers now have 6.9.17, but this issue predates this update. It appears that all indicies are impacted, and all by differing amounts. I will regress back to the 2013.11 library and see if that solves the problem.

Thanks!

Vince

QUOTE:
BTW, is there a tab which lists the version numbers of the extensions that are installed on a machine?

Yes, Tools > Extension Manager (switch to "Other").

What was wrong with 2017.04 version?

For new users of MS123 IndexDefinitions, nothing. For all its existing users, a potential unhandled exception that causes inability to use I-L.

Unexpectedly, something went wrong in I-L with recognition of existing indices. Since the April'17 release did not contain any fixes or new features and mainly targeted .NET v4.5+ f/w, the best temporary solution was to withdraw the build.

Hi Eugene!

Regressed both computers back to IndexDefinitions 2013.11. Both have WLP 6.9.17 (recently installed) but this problem predates this upgrade as I mentioned previously. And it is not one index that I created that has the problem but all indicies have a small (couple of percent) difference, and the differences vary.

Any other ideas?

Vince

Hi Vince,

So that I have some clues to work with, please respond to my questions in post #2 above with as much detail as possible, thank you.

QUOTE:
1. So it's Fidelity data the index is based on. What about other data providers, is this reproducible or the issue is specific to the Fidelity data?

Hi Eugene!

I do not use any other data provider other than Fidelity, so I cannot say.

What I have done is delete the Fidelity Static data completely on both machines, but that did not change the results.

I have copied the symbol data files used to create the index from one machine to the other and that did not affect the results.

Vince

Upgrade to 2017.04 did have problems with I-L not recognizing existing indices. So I had to rebuild the indices. If I go back to 2013.11, do I have the same problem of not recognizing existing indices?

Hi Eugene!

If I wanted to ensure that the underlying files used to create the indicies are transferred from one machine to the other I assume that I would only need to copy the CustomIndecies and IndexStaticProvider directories, correct?

Vince

Hi Richard1000!

QUOTE:
Upgrade to 2017.04 did have problems with I-L not recognizing existing indices.

I found that this upgrade does not recompute the indicies automatically, but could be recomputed manually. Is that what you have seen?

Vince

Richard,

QUOTE:
If I go back to 2013.11, do I have the same problem of not recognizing existing indices?

I believe that any indices created in 2017.04 should not be recognized by 2013.11 and vice versa.

Vince,

So there's no chance to know what the affected IndexDefinitions, their settings and the underlying DataSets are? Which of them are affected - an index, some indices, or all of them?

Since you're forced to use 6.9.17 now, have you made sure that the static data are really equal? Like I said there's a static data bug in 6.9.17.

Besides, what are the data loading settings on both PCs? Does changing the data range options make difference?

QUOTE:
What I have done is delete the Fidelity Static data completely on both machines, but that did not change the results.

You mean the entire FidelityStaticProvider folder?

QUOTE:
If I wanted to ensure that the underlying files used to create the indicies are transferred from one machine to the other I assume that I would only need to copy the CustomIndecies and IndexStaticProvider directories, correct?

Yes, and the DataSets folder.

QUOTE:
Which of them are affected - an index, some indices, or all of them?

All of them.

QUOTE:
Since you're forced to use 6.9.17 now, have you made sure that the static data are really equal? Like I said there's a static data bug in 6.9.17.

As I mentioned, I deleted the Fidelity Static data directories from both machines and reloaded them within 15 minutes of one another. That had no effect.

QUOTE:
Besides, what are the data loading settings on both PCs? Does changing the data range options make difference?

Data loading settings are identical. I an using the Data Tool to load the IndexLab Daily WL and comparing the data there to reduce the potential impact of other extraneous factors.

Vince

QUOTE:
You mean the entire FidelityStaticProvider folder?

Yes

QUOTE:
If I wanted to ensure that the underlying files used to create the indicies are transferred from one machine to the other I assume that I would only need to copy the CustomIndecies and IndexStaticProvider directories, correct?

Yes, and the DataSets folder.

I will do this next.

Vince

Hi Eugene!

Copying the Directories and files over solved the discrepancy.

Thanks!
Vince

Glad that you've sorted it out.