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16:10 missing EOD data for today (delayed?) Rate this Topic:
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shevkoplyas
Posted : Saturday, April 3, 2010 11:59:37 AM

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Joined: 11/26/2009
Posts: 16
Hi Gurus,

I do "Export to text" at 4:10pm and see that there's no data for today. Is there any intentional delay here? If yes, then why and what is the value of the delay (should I wait 15-20minutes before export?).


I've got "Worden Gold". On April 1st, 2010 16:10 I did:
1. Open TC
2. Hit [Update] button on "Update TeleChart Databank" dialog
3. Wait about 2 minutes for update to complete
4. File -> Exit
-------- at this point I expect my local Databank has all the prices including today prices -------
5. Start VB6 app, which export 5 days data for some of the symbols
6. Open one of exported files and saw:
QUOTE
20100325,34.10,34.75,34.07,34.55,49652
20100326,34.65,34.70,34.11,34.31,33661
20100329,34.31,34.70,34.28,34.40,38467
20100330,34.46,34.70,34.45,34.62,42778
20100331,34.55,34.58,34.29,34.36,34170


As you can see I got prices only till 31-Mar-2010 (including), though expected to have last line 01-Apr-2010.

Please suggest.
Thank you.
StockGuy
Posted : Saturday, April 3, 2010 1:11:59 PM

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Joined: 9/30/2004
Posts: 9,187
Do you see the data if you view a chart in TeleChart?
shevkoplyas
Posted : Sunday, April 4, 2010 1:50:13 PM

Registered User
Joined: 11/26/2009
Posts: 16
QUOTE (StockGuy)
Do you see the data if you view a chart in TeleChart?

Well, right now (04-Apr-2010) I see the data in TeleChart with last tick 01-Apr-2010 (as expected). Have I seen this exact tick at the time of mentioned export (done on Apr 1st) - I don't know. Need couple more trading days to experiment.

Actually TC was started by AutoIt (kind of "human emulator" software, allowing us to automate some simple actions, like Update prices).  AutoIt started TC for me, then after 60 sec. hit Alt-U, which correspond to Update button, then waited 180sec for update to finish (usually 1 minute is ehough). Then AutoIt sends Alt-F X, which is File->Exit (to close TeleChart). Only then it started my VB6 app, responsible for export to text part.

Could it be the case when TC was closed too fast? Or data is ready as soon as I see TC gui after update is done?

Anyways, next Monday-Tuesday I will watch closely at this process and will report later.
Thanks!
shevkoplyas
Posted : Tuesday, April 6, 2010 9:04:49 PM

Registered User
Joined: 11/26/2009
Posts: 16
QUOTE (StockGuy)
Do you see the data if you view a chart in TeleChart?

ok, today I repeated the test with data export twice. 1st time it was 16:07, 2nd time 16:25.
Surprisingly I've got two different sets of data in my txt files.

Both times I started TC, then click Update, then saw in GUI today's tick on a chart (which was a good sign that update procedure completed ok). Then I did export 5 days of all available symbols.

---------A.txt (exported on 20100406 16:07)------
20100329,34.31,34.70,34.28,34.40,38467
20100330,34.46,34.70,34.45,34.62,42778
20100331,34.55,34.58,34.29,34.39,37864
20100401,34.54,34.87,34.25,34.55,22211
20100405,34.59,34.84,34.54,34.82,26694
---------A.txt (exported on 20100406 16:07)------

you can see last line in exported file is for yesterday, not today (as one would expect). And only after 16-17 minutes:

---------A.txt (exported on 20100406 16:25)------
20100330,34.46,34.70,34.45,34.62,42778
20100331,34.55,34.58,34.29,34.39,37864
20100401,34.54,34.87,34.25,34.55,22211
20100405,34.59,34.84,34.54,34.82,26694
20100406,34.64,34.69,34.42,34.54,22389
---------A.txt (exported on 20100406 16:25)------

All other symbols (there are several thousand files here) have similar 1st column (date). 1st export - all symbols are missing today's data, and only 2nd group has one.

So we obviously see that export routine has some "magic featrue", which does not allow export today's data right after market close. It would be nice to have this feature documented,  so everyone knows what is the delay and when today's data can be reliably extracted from TC. As well as it would be nice to heare  some reasoning behind this feature.
StockGuy
Posted : Wednesday, April 7, 2010 8:56:01 AM

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Joined: 9/30/2004
Posts: 9,187

StockFinder Gold does not update for the current day until around 4:30pm ET.  4:15pm ET would be the absolute earliest we could update it and still include closing data (which has to be delayed by at least 15 minutes).  We wait for prices to settle and then post the daily update file around 4:30pm ET.

shevkoplyas
Posted : Wednesday, April 7, 2010 9:31:36 AM

Registered User
Joined: 11/26/2009
Posts: 16
QUOTE (StockGuy)

StockFinder Gold does not update for the current day until around 4:30pm ET.  4:15pm ET would be the absolute earliest we could update it and still include closing data (which has to be delayed by at least 15 minutes).  We wait for prices to settle and then post the daily update file around 4:30pm ET.


Thank you, StockGuy,

That explains it. Probably one should wait till 4:35-4:40pm before trying to export today's data to external ascii files. Will adjust my export scheduler right now and see how it goes.

Thanks!
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