Not getting all data for external symbol with Synchronize
Author: traderray
Creation Date: 1/28/2012 8:48 AM
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traderray

#1
I copied this script from the Synchronize section of the programming guide. I changed the symbol and ran the script. When I run the script, I do not get all of the data for the secondary symbol at the beginning of the series. What do I not have set up correctly?

CODE:
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Eugene

#2
This might happen because your unnamed primary symbol has more bars than LBY. Is this the case (see Data Manager > Symbol Details)?
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traderray

#3
When I look at each individually, they have exactly the same number of bars for the period I am looking at and the first bar displayed is for the same date.

Also, isn't synchronize designed to handle the situations where the number of bars is different?
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Cone

#4
Sure it can handle those situations. Be more specific. What is the primary symbol, the data provider, the data range, and scale.
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traderray

#5
I am using 60 minute charts, data range is 2500, Fidelity data and the primary symbol is AA.
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Cone

#6
Hmm, this looks like a bug in the Fidelity Provider for 60-minute bars (only), which I suspect is related to the way the provider forms the 60-minute bars by combining the 30-minute bars. It's really amazing to me how many problems 60-Minute bars have given us over the years.. and mostly for the fact that the U.S. stock market opens at 09:30 and not at 09:00 or 10:00.

Please create a support ticket, tia!

By the way, the solution for now is to not use "Fixed Bars" for Fidelity 60-minute charts. Use Most Recent 18 Months (for about 2500 60-min bars) and then you won't see the problem.
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Eugene

#7
Well, not just Fidelity. :(

I can see the same effect on IQFeed data (x64), 2500 bars, 60 minute, the primary symbol is AA (15236 bars total) and with LBY being the external symbol (less bars i.e. 8145).

P.S. Added to the Open Issues list.
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traderray

#8
Using "most recent" does appear to get around the problem.

Since this has already been added to the Open Issues list, do you still want a support ticket created?

Thanks for your help.
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Cone

#9
We already done the background work, so it's not required. If you create one, though, you can get a notification when it is fixed in a future build. Either way, thanks for spotting it!
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