Skip a session and then no data for that session after 4pm
Author: haytac
Creation Date: 3/19/2014 1:04 AM
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haytac

#1
Hi,

I notice this from time to time.
- Skip a session
- Run after 4PM
- No data

My data source is Fidelity.

Is it because if run during session then that Bars data is stored by WL?
After hours, there is maintenance do no data?

Thanks!
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haytac

#2
btw, happens with .SPX
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haytac

#3
or may be more generally, it happens with the ticker symbol you have been running
any new symbol you see todays data
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Eugene

#4
"No data" must be referring to getting a "No data available" message on a stock's chart?

* Which program version are you running?
* Sometimes or always?
* Is on demand data update enabled?
* How is the data range set when it happens?
* Have you updated the data for that symbol in the Data Manager?
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haytac

#5
I do not get a message, just that the last day is not there.
- I have this strategy with time unit day
- I see march 17th but not March 18th right now
- I did not run during session today (I have 2 strategies: day as helper and main minute)
- Data manager is set to on demand and in addition I just updated all data
- Funny thing is running for .DJI provides March 18th
- The .SPX that I run each day well do not see March 18th candlestick
- This happens only when I skip a day and then in most cases
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Eugene

#6
If you skip a day, then the data hasn't been updated. I think it should be fine if you perform a "Update all data" before accessing the data.
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Eugene

#7
Additionally, as Cone points out here:

QUOTE:
...Fidelity starts to apply corrections to EOD data around 4am, and the process lasts an hour or more. I do not recommened that Fidelity customers update EOD data before 5:30 or 6am so that all corrections are applied.

For an an example of why you don't want updates without corrections, click here.
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Cone

#8
Fidelity EOD history isn't "guaranteed to be available" until 6am ET on the day after the session. You shouldn't update your Fidelity EOD before this time anyway since the corrections will have not been applied yet. See why: http://www.wealth-lab.com/Forum/Posts/Fidelity-Static-Provider-Data-Corrections-32260

The next time you don't see the most-recent session's EOD bar, try turning on Streaming.
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haytac

#9
Thank you both! It works now (3:30am PST). Next time will try streaming to see if that helps. This also tells me that whatever I download is cached somewhere and updates only augment with the latest. If I have been active till the end then I have data to work with after the session to test program development). It is almost like Bars are available and then they are not available for that day (unless in streaming mode per your suggestion).
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haytac

#10
One more point: I read your remarks and understand how the day data works. I notice that when this effect happens the minute data from the whole day is also not available. Not just the last minute but all of it.
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Cone

#11
Pretty strange. I've never noticed that for the intraday data, which is pretty much available on the history servers within seconds of the end of interval.
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haytac

#12
That's right. On the West Coast the delay seems to be 2 seconds with respect to the atomic or cell phone clock. The same holds true for the 4pm (or 1pm on short days) data. But, if I have not run WL that day and try to run the same evening then the day's data is not there (per your explanation). When the day data is not there the minutes data for the whole day are not there either.

Please also note that if I run for a symbol that was not run before then I get the day's results throughout the afternoon.

The explanation may be that there is an issue about what WL Pro has cached and what the servers think WL Pro has cached for a symbol whose data is available up until the last session (which would be yesterday from the issue time). This could be a minor bug somewhere.

Meanwhile next time I will try streaming in the afternoon and also right click and reload.
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