Unable to get Data on Demand in Strategy Monitor in 6.4 with Fidelity data and GetExternalSymbol
Author: giorgos
Creation Date: 10/23/2012 1:46 PM
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giorgos

#1
For 6.4 Strategy Monitor is not working for those strategies that use GetExternalSymbol. The following error comes up. Was working fine in 6.3. I am using it with Fidelity data. The problem is not only with .VIX

"The process cannot access the file C:\Documents and Settings\GT\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityStaticProvider\5 minute\%2EVIX.WL because its being used by another process.
Unable to get Data on Demand for Symbol: .VIX"
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Cone

#2
I'll leave it run until the end of the day, but I'm not seeing the problem with this statement in the script:

CODE:
Please log in to see this code.
If you have more details about your environment, script, or even the symbols in the DataSet, it may help.
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Eugene

#3
I don't work with Fidelity data but a strategy using GetExternalSymbol ("ActiveTrader 2010-7 | Improved R2 Strategy") runs just fine for me with different providers, such as Yahoo EOD and Google intraday.

Could you give this a try, making sure the external symbol resides in a non-Fidelity DataSet, e.g. is exclusive to Yahoo - like ^NDX, for instance? We need to be understand whether it's a Fidelity provider issue or a Wealth-Lab client error.
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Eugene

#4
I'll run it for an hour too.
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giorgos

#5
I am running 40 scripts on a 30 minute time frame and 8 scripts on a 5 minute time frame. Fidelity is the only intraday data provider I have. The same scripts run okay in Combination strategy as a group.
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Cone

#6
Now that's a "use case" for you!

A Combo Strategy runs serially. Each item in the S. Monitor runs on it's own thread, essentially in parallel with the other items. There's no comparison there.

Concentrating on .VIX, 5-Min, I'm interested in which of those 8 scripts are accessing .VIX as a secondary symbol and the symbols in their DataSets.


Incidentally, if you were breaking up DataSets into smaller groups of symbols for faster data acquisition, this is no longer required in 6.4!
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Eugene

#7
If that matters, concurrent runs of same Strategy in the SM (i.e. accessing same external data) seems OK.
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Cone

#8
I was able to duplicate this (once). We're working on it, but please create a support ticket for tracking.
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BigE

#9
Is it possible to roll back to 6.3+?
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Eugene

#10
Yes, Cone has described the procedure on the forums. For example, here: Problem with Symbol Info Manager causing program to fail (10/11/2011 9:08 AM)
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Cone

#11
A 6.4 patch fix planned for this and an auto trading issue; it's likely to be deployed inside of 2 weeks.

For WL Pro customers who have upgraded from 6.3, you can downgrade like this:

1. First, uninstall 6.4 with the Control Panel.
2. Then, find the msi installation file in this path: C:\Users\YOU\AppData\Local\Downloaded Installations\..

{5C9559AF-0DFF-4C8C-9D8B-644A23EC87E8} contains Wealth-Lab Pro 6.3.msi
{A3F4A552-23D3-47FB-BFD8-130C6EA37EB5} contains Wealth-Lab Pro 6.3 (64-bit).msi

Double click the msi to install. You can also call Fidelity support for a download link.
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