Strategy Monitor: error in the log for stock split (Fidelity data)
Author: kelvinyip
Creation Date: 7/31/2018 11:25 AM
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kelvinyip

#1
I think I asked this in a different context and I was able to just remove symbols to avoid this issue but now there are so many of them.....


So, I run out of the box "moving average crossover" strategy and put fidelity data 15 mins as the data for the scan. I update using data manager everyday. I get something like this in the monitor log.
I suspect that I need to update some other fidelity data but I am not sure.




7/31/2018 4:22:24 AM: Processing 1:8 Stock Split for IDRA ...
7/31/2018 4:22:24 AM: Processing 1:8 Stock Split for IDRA ...
7/31/2018 4:22:24 AM: Error(3): Object reference not set to an instance of an object.
7/31/2018 4:22:24 AM: Leaving Update Thread from catch
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Eugene

#2
What makes you think the SM is not able to process the stock split? I mean, is there an effect on the strategy pefrormance?

At any rate, please try suggestion in the Open Issues > Fidelity data can not be updated except for X minute
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kelvinyip

#3
oh oh I should point out that the error happens during the data gathering phase. It is no even running the calculation yet. Once I see

7/31/2018 4:22:24 AM: Processing 1:8 Stock Split for IDRA ...
7/31/2018 4:22:24 AM: Error(3): Object reference not set to an instance of an object.

the strategy monitor would just stop running. You can easily try this out with one symbol IDRA and run the out of the box "moving average crossover" using 15 mins data (which I update nightly before market open) and this error shows before market opens....

Let me read the Open Issues link
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Eugene

#4
Basically, you should delete the 15-min data subfolder and retry data update:

QUOTE:
Delete all directories in the FidelityStaticProvider folder in hidden directory C:/Users/AppData/Roaming/Fidelity Investments/WealthLabPro/Data/.. and reload static data. Alternatively, delete only the folder of the affected timeframe.
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kelvinyip

#5
I managed to just delete the symbols giving me trouble and doing a redownload (to save time) and it works. However, this is a daily event happening to different symbols... I have to find 1 symbol, remove it and then reactivate my strategy till it hits the 2nd symbol, remove it and repeat till all errors are gone. I think I had to do it 4 times this morning (my symbol list is about 1000) so it took some time to get around this issue.

Is there a way I can do like a prescan to see which one is causing me trouble and remove them in 1 shot ? Perhaps I can just have a script to do this data gathering thing and remove symbols that's causing trouble and remove/redownload them
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Eugene

#6
QUOTE:
Is there a way I can do like a prescan to see which one is causing me trouble and remove them in 1 shot ? Perhaps I can just have a script to do this data gathering thing and remove symbols that's causing trouble and remove/redownload them

I'm certain that you should find such script if you revisit the Open Issues page. It's item #1 on the list for "Fidelity data can not be updated...".

Too bad the WLP client issue which affects many customers sticks unresolved for so long.
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kelvinyip

#7
script in open issue deletes all in a directory not exactly practical for daily use. It would be much better to run some fake scan to gather data and find out which one is causing trouble then delete the raw file like C:\Users\k\AppData\Roaming\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider\15 minute\S\SPB.WL
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Eugene

#8
QUOTE:
script in open issue deletes all in a directory not exactly practical for daily use.

The script gives you an idea but I can't see what should stop you from applying File.Delete to some part of its output i.e. string[] filePaths.

QUOTE:
It would be much better to run some fake scan to gather data and find out which one is causing trouble then delete the raw file

Good point. I don't work with WLP so I'm not sure if we know or can determine the attribute of a .WL file which makes WL think it's "broken" by an "incorrect" split.
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Cone

#9
fwiw, it's much more efficient to perform an update each day using the Data Manager before launching the Strategy Monitor. Hopefully you'll have a better experience doing it that way when a split needs to be processed.
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