DataSet won't update unless some bars truncated
Author: kazuna
Creation Date: 2/8/2013 1:19 AM
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kazuna

#1
After the market closed and before the end of the day, in Data Manager, do "Update DataSet" on a DataSet says the update completed but it actually doesn't pull the latest data of the day.

If I truncate more than one bars then do "Update DataSet" successfully updates the data including the latest data of the day.

Why you just cannot update the DataSet without truncating the bars?
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Eugene

#2
An important fact is missing: it happens for you with the Fidelity data. Looks like some known issue with their static data provider. I'm sure that Cone knows a workaround.
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kazuna

#3
Yes, it is with Fidelity static data provider.
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Cone

#4
It sounds like you're discussing the findings of this thread.
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kazuna

#5
Yes, that exactly is my findings.

So looks like Fidelity data provider is intentionally not updating the data until after the correction is applied.
It looks to me it is some time after midnight in PST and 3AM in EST.

Any update on that behavior since then?
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Cone

#6
Once the Fidelity Provider has updated an EOD symbol for a market session, it won't try to update it again until the end of the next session. When the next update takes place, the provider always requests a few extra days of history in order to apply corrections to previous days.

The message is that (for the time being) if you want immutable EOD Fidelity data for the next session, be sure to update after corrections have been applied; 6am is the cutoff time I've heard advertised. I don't know if they've been able to move the correction processing earlier, but I'll ask.
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