Symbol Quarantine no longer working
Author: tedclimo
Creation Date: 8/17/2011 3:51 PM
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tedclimo

#1
I have two PCs. 32 bit(win XP) & 64bit(Win 7). Several weeks ago, all symbols in 64 bit (Symbol Quarantine) vanished. Currently, the 32 bit PC appears to continue adding symbols to 'quarantine list', yet 64bit PC has not added a single symbol. All settings are identical in both Data Managers.
I tried reinstalling 64bit WLP.... no help.
Any thoughts why Symbol Quarantine on 64 bit has ceased to show symbols that have ceased updating/trading on exchanges?
Thanks in advance.
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Cone

#2
Unfortunately in attempting to fix the issue that you previously reported, Fidelity symbol quarantine broke completely, it seems. :(
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tedclimo

#3
Cone,
The fix you were referring to was 5 months ago and problem was on 32bit PC, not this 64bit PC. This problem just emerged on the 64bit PC in recent weeks.

Even if Symbol Quarantine is broke.... Shouldn't using the WLP Set-up features of Remove, followed by re-installing fix the Quarantine tool? I also tried the 'Repair' feature in WLP Set-up tool. That did not fix either.

Is there a file I can copy over from 32bit PC(where quarantine tool working fine) to 64bit where it does not quarantine anything anymore?
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Cone

#4
QUOTE:
Shouldn't using the WLP Set-up features of Remove, followed by re-installing fix the Quarantine tool?
If there's a bug in the build, simply re-installing won't fix it.

QUOTE:
Is there a file I can copy over from 32bit PC(where quarantine tool working fine) to 64bit where it does not quarantine anything anymore?
No, the x86 and x64 file installations are identical.

Prior to 6.2, the Quarantine symbols were always accessed from the non-relocated (default) data folder. At least this part was fixed and would explain why the symbols vanished - but only if you were using Data Relocation.

I really cannot conceive what problem could be related to the "bitness" here, and, my my x64 installation shows symbols in the Quarantine. Something you could try - even if you are not using Relocate Data - is to check the Relocate Data box and point it to the folder that contains the Fidelity--Provider folders.
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tedclimo

#5
Per your msg, I checked the relocate Data box & pointed to folder suggested.
Then ran 6 updates (with quarantine hurdle set to 3 max update errors).
I can see dozens of symbols (in the scrolling update log) that have not updated in some time now.
Still nothing appearing in quarantine window.

Thanks for trying.
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Cone

#6
It has to be addressed in the next build. Don't ask when that will be (I don't know).
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tedclimo

#7
This (quarantine issue) is far from critical, but want you to be fully informed.
On the 32 bit PC(which still had 30-40 symbols in quarantine window), I told it to delete them from datasets. The symbols never, ever left quarantine window.... yet when I examined watchlists & 1.0.0.0/Data/FidelityStaticProvider folders afterwards, the symbols data were indeed removed from those locations, just not removed from the quarantine window.

My next step was to delete contents of SymbolErorCountList.txt & SymbolQuarantineList.txt to see if they repopulate. So far (after 3 updates), they have not repopulated on either PC.

Obviously, now neither PC shows anything in quarantine window.

No need to respond (unless you require feedback)... Ball is in Fidelity's court to remedy(once they are aware, of course)... assuming you'll do that.
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tedclimo

#8
Plot thickens.
Quarantine does not operate in either PC now (32bit nor 64bit)
Worst of all, when I run a script on a watchlist that contains symbols that have ceased updating.....
The simulation shows a completely blank page/Tab for Performance Visualizers whenever watchlist contains symbols that have stopped updating.

You mentioned above that it might possibly be a build bug.
Does your build present these problems (inactive quarantine & blank visualizers on watchlists with non-updating symbols?

If not, please describe process to completely remove/reinstall WLP 6.2.34.0, mine is broken on both PCs.

I tried to (remove/reinstall) once already, but apparently missed a step, b/c same problem re-occurs after re-installation.

thanks (in advance) for any wisdom you can provide.
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Cone

#9
Take your pick: 6.2 features with broken Quarantine, or, drop back 6.1, which has bugs with Quarantine too but at least it works to some extent.

QUOTE:
The simulation shows a completely blank page/Tab for Performance Visualizers whenever watchlist contains symbols that have stopped updating.
You must be talking about a Combo Strategy that is throwing an error in the script, which has the effect that you're describing, right? (See this thread.)
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tedclimo

#10
Your question was
QUOTE:
You must be talking about a Combo Strategy that is throwing an error in the script, which has the effect that you're describing, right? (See this thread.)

No, not combo strategy.
When running simulations on Datasets containing symbols that have ceased updating, the 'Performance Tab', has a completely blank page, no error msgs, no words, no columns with 0's in them, just white background. 'By Symbol' tab does show symbols in left column, but zero trades for all.

I found a work around,... I used Data Manager/Symbol Details on each Dataset to identify last date a symbol updated. Then manually deleted every symbol (that ceased updating) in every Dataset. Then went to 1.0.0.0/Data/FidelityStaticProvider and deleted the .WL file for aforementioned symbols.

Now simulations run fine on all Datasets again.

Did not realize my problem was a Build 6.2 bug that everyone shared. So I'll stick with 6.2 & use my workaround.
Unfortuneatly, this introduces 'Survivorship Bias' ,which cannot be helped. silver lining in this cloud is that I only trade very liquid stocks & 80% of liquid stocks that cease trading are 'Takeovers/Mergers'(nearly always favorable outcomes), only 10% Bankruptcies && 10% symbol changes (for variety of reasons).
Thanks for your insight.
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Cone

#11
QUOTE:
When running simulations on Datasets containing symbols that have ceased updating, the 'Performance Tab', has a completely blank page,
Is there a public strategy that you can point to that does this? Give me some details about your failed simulation, because this one is not a 6.2 bug or a bug that I can even duplicate.
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tedclimo

#12
Sorry I cannot reproduce the problem since I deleted all non-updating symbols in DataManager & 1.0.0.0/Data/FidelityStaticProvider.

Previously, it occurred w several strategies.... including one that was my interpretation of the ATmag Oct issue strategy 'Active Dip Buying System'. See Below.
CODE:
Please log in to see this code.


Hope this helps, but as I said, problem vanished after I deleted troubled symbols.
I cannot offer anymore failed simulation details, since I can no longer reproduce.
Sorry. Good news is, all my scripts simulate fine post... deleting troubled symbols.
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Cone

#13
Every single day I run Strategies on a non-updated S&P 500 list that has several symbols that no longer update. I'm surprised with the symptoms that you're reporting because I have never experienced them. Please create a support ticket next time you do.
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tedclimo

#14
Be glad to.
For what it's worth, I run most of my strategies on the Russell 1000,2000,3000.
Perhaps, there was a corrupt file in there causing the anomaly????
All the best,
T!
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tedclimo

#15
Cone,
You asked for support ticket next time I witnessed problem described above. Will do so after this thread update.
This time I created dataset of 275 Fidelity Mutual funds. Turns out 11 symbols were not updating resulting in blank Performance Tab (& no error msg).
As soon as I removed the 11 non updating symbols from dataset, script worked fine again......
Here are 264 symbols that are updating:
QUOTE:
FAGIX FAMRX FASGX FASIX FASMX FBALX FBCVX FBGRX FBIDX FBIOX FBMAX FBMPX FBNDX FBSOX FCBFX FCFXX FCMXX FCNTX FCNVX FCONX FCPEX FCPGX FCPVX FCSSX FCSTX FCTFX FCVSX FCYIX FDCAX FDCPX FDEEX FDEGX FDEQX FDESX FDETX FDFAX FDFFX FDGFX FDGRX FDIVX FDLSX FDLXX FDMMX FDMXX FDRXX FDSCX FDSSX FDSVX FDTOX FDTTX FDVLX FDYSX FECAX FEMEX FEMKX FEMSX FEQIX FEQTX FEXPX FFANX FFFAX FFFBX FFFCX FFFDX FFFEX FFFFX FFFGX FFFHX FFFVX FFGCX FFIDX FFNOX FFRHX FFTHX FFTWX FFTYX FFVFX FFXSX FGBLX FGHNX FGMNX FGMXX FGOVX FGRIX FGRTX FGRXX FHIFX FHIGX FHKCX FIBAX FIBIX FICDX FICNX FIDSX FIDXX FIENX FIEUX FIGFX FIGRX FIGSX FIGXX FIMIX FIMXX FINPX FINVX FIPXX FIREX FISMX FISXX FIUIX FIVFX FIVLX FJPNX FJSCX FLATX FLBAX FLBIX FLCEX FLCSX FLGEX FLPSX FLTMX FLVCX FLVEX FLVSX FMAGX FMAXX FMCFX FMCSX FMEIX FMHTX FMIFX FMILX FMIXX FMLCX FMOXX FMPXX FMSFX FMSXX FNARX FNCMX FNJHX FNJXX FNKXX FNMIX FNORX FNSXX FNYXX FOCFX FOCPX FOHFX FOHIX FOMXX FOSFX FOTTX FPBFX FPCIX FPEMX FPHAX FPIOX FPMAX FPTXX FPURX FPXTX FRESX FRIFX FRTXX FRXIX FSAEX FSAGX FSAIX FSANX FSAVX FSAXX FSAZX FSBAX FSBIX FSBXX FSCGX FSCHX FSCKX FSCLX FSCOX FSCPX FSCRX FSCSX FSDAX FSDCX FSDIX FSDPX FSEAX FSELX FSEMX FSENX FSESX FSEVX FSGDX FSGUX FSHBX FSHCX FSHNX FSHOX FSICX FSIGX FSIIX FSIPX FSITX FSIVX FSIXX FSJXX FSKXX FSLBX FSLCX FSLEX FSLGX FSLSX FSLVX FSLXX FSMEX FSMGX FSMVX FSNGX FSNXX FSOPX FSPCX FSPHX FSPTX FSPXX FSRBX FSRFX FSRPX FSRRX FSRVX FSSPX FSSVX FSTCX FSTFX FSTGX FSTMX FSTSX FSTVX FSUTX FSVLX FTABX FTANX FTBFX FTCXX FTEXX FTFMX FTHRX FTIEX FTQGX FTRNX FTXMX FUSEX FUSFX FUSVX FVDFX FWRLX FWWFX SMDMX SPAXX SPHIX SPRXX

Here are 11 symbols that are not updating:
QUOTE:
CNGRX FDLEX FEDCX FFLIX FGNMX FNINX FSEKX FSIBX FSMKX FSPFX SPGVX

Here is script (very simple):
CODE:
Please log in to see this code.

OK, will repeat this msg in support ticket now.
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