When running a strategy, I get and index out of range error followed by "Unable to get Data on Demand for symbol:xxx". This happens before the strategy is executing while the DataSet tab in the Strategy window shows a status message of "Collecting Data... XXX".
Is this an indication of corrupt data? Any thoughts on how to fix this?
Thanks,
Ray
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Here are the typical reasons:
Index was out of range.
Which symbol(s) usually produce the error? Can you give more insight about the data?
I guess you haven't tried disabling on demand data update in the Data Manager? Try unchecking the box [first thing I do when installing WL5], updating your dataset(s) and then enjoying the benefit of faster backtests.
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The data is minute data from Fidelity, JPM, PFE come to mind as ones I saw multiple times. Removing the demand data update tick mark solved the problem.
- Ray
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Minute data takes longer than other and probably something times out while updating. For backtests, it's enough to keep the data up to date and disabling on demand updates.
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