Is there a way to truncate data before a specified date from Fidelity data?
Author: bobydesi123
Creation Date: 4/12/2014 2:08 PM
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bobydesi123

#1
Hi,
I have many symbols with 1min, 5min data. The problem is they take up lots of space. Is there an easy way to keep the data from a past date forward. e.g. keep 5min data for AAPL for past 6 month -to- today and discard the rest.The DataTool has a neat feature that allows one to truncate data for the past x-bars/days. So the capability is there to do the data manipulation. I suppose I can write a script that selects the data for numbers of bars/days for a give symbol and save it as ascii under a new symbol, but it seems like a messy solution
Q:
Is there way to have fidelity only down load data starting from a certain date?
Q:
Is the fundamental data and price data synchronized? i.e. if you have more data in fundamental data than the price data, will there be any problem while displaying the fundamental data on a chart?

-thanks in advance.
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Eugene

#2
Truncating the data before a specified date is not planned for the Data Tool because I find this idea suboptimal. Why not get a spacier HDD/SSD or install a 2nd one and relocate the data there?

Answers:

1 - No, and it is not planned. This is the design. In our experience, allowing a start date in the Yahoo provider, the only one with that feature, turned out so buggy and confusing that later we had to revert it, making the provider collect all available data.

EDIT: Actually, there was one more with starting date: the MSN provider.

2 - Yes. No problem.
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bobydesi123

#3
Eugene,
Thanks for your quick reply. Unfortunately, i have space issue on a giant HP HDX 18+ inch laptop which has a SSD c: drive and 500G HD as data drive. On my desktop i have installed a new SSD with larger capacity. I guess, easiest way for me is to keep two separate data folders, one on HD and truncated one (as an ascii) on SSD. Hopefully, i will gain enough data access speed using SDD that i can load the clicked/current symbol's bar data (about 500 to 1000) with the ascii data and partial values to make streaming possible.
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Eugene

#4
I digged in the Data Tool thread and we've got 3 requests for "Truncate Before Date" including your. I will add this option in upcoming release of the extension (ETA - early May), so you won't have to develop workarounds. Please stay tuned.

P.S. Meanwhile, have you performed the optimizations as per this thread? The Windows folder could definitely be cut in half, the SWSetup folder could be deleted or relocated etc.
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