Truncated Minute Data in new Dataset
Author: chamoun
Creation Date: 2/23/2013 9:11 PM
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chamoun

#1
I installed WL 6.4 on a new system and built my 1 minute Dataset using the Fidelity Historical data provider (S&P500 symbols). I noticed that some symbols like GE, GOOG, Dell and others had data starting only in Nov 2010 instead of April 2004. Deleting the .wl file for a symbol and re-dowloading corrected the problem for some symbols but not all. The symbols in question have data dating to prior than 2004.

Any thoughts on what is going on and how correct the issue?

Thank you.
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Eugene

#2
First thing I'd try is follow this FAQ: I have a problem with Fidelity data.
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Cone

#3
The Fidelity provider requests intraday data in "chunks" whose range varies with the bar interval. The process starts with the most recent data and works backwards until the backend doesn't return data. Presumably, the server you're hitting returned an error or no data for requests prior to Nov 2010 for reasons that we have no ability to determine. However, if the symbols that are failing are close alphabetically or are isolated to a particular exchange, it's often indicative of a backend problem...

I had this problem when accessing data for this machine (many months ago) since the symbols in the range D to I go back only to Nov. 2010. However, I just updated a number of these symbols, including those 3 that you mentioned. All have returned the full history allowable back to April 2004. It took two tries for DELL, however, which made it back only to 9/8/2010 after the first request.
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