I have a Fidelity 15 mins data set. I was looking at the charts for some stocks and also at the exported ASCII files for same stocks and realized that some of them have a lot of missing data. For example A and AA have data missing between 2009/04/30 and 2010/06/22. Others have a month missing such as CCU which has all of 2008/08 missing. If I look these stocks up in Google the data is there.

I have done several data updates over several dates to no avail. How can I get this missing data? Is there a way to check symbols to see if they have significant data gaps like this?

To attempt fixing it yourself, try refreshing the affected symbols (right click on chart, select "Reload chart history").

If it didn't help, see here: FAQ | Data and Data Providers > I have a problem with Fidelity data

Reload chart history did the trick. Is there a way to do Reload Chart history automatically for a a group of symbols at once instead of doing it one by one?

Again the FAQ comes to rescue: How to delete (e.g. broken) data files?

Also be sure to download the Bad History Data Check [Rev. A] strategy ("Open Strategy" dialog, click "Download", check "Download Public Strategies" and uncheck "Published since" just to be on the safe side).

To follow up on Eugene's last post, Bad History Data Check [Rev. A] gives you the option to physically delete data files in which gaps or other problems are detected. After deleting the files, you simply perform a data update to refresh the data. Make sure to read the Strategy Summary for details on how to use the script.

Robert/Eugene,

Yesterday Fidelity stopped getting data for TNA & TZA after 2:10pm. The data stream was again coming in this morning but the data after 10/3/11 2:10pm was missing. I spent a lot of time on the phone with Fidelity and they are aware of the problem but did not leave me with much hope that the missing data would be added.

I am using 3 min bars and managed to get the missing data from another source. I created an “AsciiFilesStaticProvider” data set and can see the missing data on a non-streaming chart. When I turn the streaming on, the chart uses the Fidelity Static data with the missing bars. There does not seem to be any way to merge the Ascii data with the Fidelity Static data other than to manually add one bar at a time (36 bars for each symbol) using the “Bar Editor”.

Is there some method/utility that will let me quickly add many bars of missing data to the Fidelity Static data?

Thanks.

Here's a dilemma, what would take more time?

1. Insert 36 x2 = 72 bars manually
2. Code a brand new C# routine that would parse the ASCII file, do looping through the Bars objects, and sync the files by filling the gaps, save the Bars into a .WL file

Eugene,

Inserting the bars manually will have to be done again and again in the future until Fidelity makes the commitment to provide complete data.

Coding a routine will take time but would only be done once and will provide a tool that can be used in the future.

I have used WL for three years and feel that it is a great program. Fidelity does not seem to understand that garbage in equals’ garbage out. Their rep told me that they would also have to manually enter the missing data to their servers. If this is true I can understand why this would get a low priority. I cannot understand why they have not developed a program that would automate the task.