Fidelity Fundamental Providers do not update after upgrade to 6.9.20.7
Author: LenMoz
Creation Date: 8/14/2019 11:19 AM
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LenMoz

#1
Fidelity Fundamental Data providers end immediately after launch. This started with upgrade to WLP 6.9.20.7. Historical Data Providers work normally. Loader ends in under a second giving no message. Results are identical when any of the checked providers is attempted individually,





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Eugene

#2
Currently I don't think it's 6.9.20 specific. Apparently something is wrong with the cached data. Let's reset it:

1. Enable hidden file/folder visibility, if not already
2. Navigate to: "c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabPro\1.0.0.0\Data\
3. Delete all Fidelity*Fundamental*Provider folders.
4. Repeat update

As an alternative you might want to start by deleting some folders (like the Analyst Ratings provider's).

P.S. Do you always have the historical data providers unchecked? If there are no symbols in DataSets (and the option "update symbols not contained in DataSets" is unchecked) there wouldn't be much work for fundamental providers left to do, so they'd quit immediately.
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LenMoz

#3
QUOTE:
Currently I don't think it's 6.9.20 specific.
I disagree. It never failed before and I upgraded to 6.9.20.7 yesterday. This is the first data load since.

Deleting folders (after backup) yielded the same result. Noteworthy that the folders got recreated.

QUOTE:
P.S. ... historical data providers unchecked?
No, only for this test to simplify the log. Usually "CBOE", "Fidelity Investments", and "Custom Indices" are also checked.

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Eugene

#4
Hmm, it gets interesting.

1. I'd uncheck that Analyst Ratings provider and delete its data folder, then retry update. Would the other providers start working then or is it a deadlock?

2. What about the ESS provider, does it work?
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LenMoz

#5
I get the same result checking each of the Fundamental providers individually. Notice that it ends (always now) in under a second.

Same result for ESS, which didn't work under 6.9.19 either, but with different symptoms then.

Non-Fidelity providers work.

QUOTE:
Hmm, it gets interesting.

It's more than just interesting to me!
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Cone

#6
You have to select/check a Historical Data Provider for a symbol reference.

Alternatively, select a DataSet from the other view and click "Update DataSet" - not "Update DataSet (Pricing)" - to update the selected Fund. Providers.
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LenMoz

#7
QUOTE:
You have to select/check a Historical Data Provider for a symbol reference

When I check ""Fidelity Investments" (under Historical) and "Fidelity Fundamental Data For Securities", I get this log...
CODE:
Please log in to see this code.
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LenMoz

#8
QUOTE:
Alternatively, select a DataSet from the other view and click "Update DataSet" -


This seemed to work for all Fidelity "Fundamental Data Providers", producing a normal log. At least I have a workaround (Phew!). Note that I have 1,189 symbols in 20 to 30 Fidelity datasets. Is there (now under 6.9.20) a limit? There was no change to datasets.
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Eugene

#9
If you restart WLP will "Update All Data" work again?
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LenMoz

#10
QUOTE:
If you restart WLP
No, same result.
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Eugene

#11
QUOTE:
Note that I have 1,189 symbols in 20 to 30 Fidelity datasets.

At least you can group them into one either directly (with copy/paste) or with the WatchList provider to make update easier.

QUOTE:
Is there (now under 6.9.20) a limit?

No, haven't heard about a limit.

QUOTE:
Notice that it ends (always now) in under a second.

I see, that's why I asked to restart WLP. There was an issue running Update All Data right after creating a (static) DataSet the first time but it worked OK after WL restarted. I remember having fixed it across affected MS123 data providers. Not sure if it still exists and/or affected the Fidelity provider(s).
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LenMoz

#12
I'd rather not take that on that accounting task. The Datasets are themed, "Large Tech", "Small Tech", "Russel2000 Services" for example. Strategies target a Dataset. Neural Networks are similarly tuned. I've had no luck coming up with a strategy for all seasons, stopped trying years ago.

It worked just fine before 6.9.20. Please fix it.
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Cone

#13
Hmmm. The "non-Provider update" (when no historical provider is checked) actually works for me. It appears to send all symbols for all providers for the fundamental update - that's probably not the greatest of ideas. Anyway, I'll keep an eye on it... we're already wrapping up the next build with a bunch of fixes.. one of them for the ESS update, which is currently only updating the first of 10 symbols in the request.
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Eugene

#14
QUOTE:
I'd rather not take that on that accounting task. The Datasets are themed

You just have to copy/paste all the symbols into a new dummy DataSet only for the "Update DataSet" workaround (that Robert suggested above) to work. That's it. Updating 20-30 DataSets manually is a pain in the back.
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superticker

#15
QUOTE:
Currently I don't think it's 6.9.20 specific.

QUOTE:
I disagree. It never failed before and I upgraded to 6.9.20.7 yesterday.
We may be talking about two different problems with earnings data. My earnings data problems started with 6.9.19.X when I unchecked "Fidelity Fundamental Data for Securities". That cause static "earnings per share" data to stop downloading, which is expected.

1) The actual problem is when you re-check "Fidelity Fundamental Data for Securities", the static "earnings per share" data does not restart downloading again. Can everyone reproduce this problem? This problem existed in 6.9.19.

2) However, on-demand "earning per share" still works. But it has a different problem. On-demand earnings data shows up late by a couple weeks. Can everyone reproduce this problem okay? I see it most with small and micro cap stocks.

There may be other earnings data problems too, but these two problems above affect me most. And both of these problems existed in WL 6.9.19.X. The second one is probably a server side issue.
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LenMoz

#16
It will work short term.

Hint for anyone else encountering the problem...
To make a comprehensive symbol list, I just ran the "Historical Data Provider" twice. There in the log was a list of "Symbols already up-to-date", my comprehensive symbol list.
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LenMoz

#17
Superticker,
Regarding your problem 1., I use a script to check the age of fundamental data. When I ran it just now it against my new 1,189 symbol dataset, it showed only 6 symbols out of date (over 107 days), with some earnings as recent as yesterday.
QUOTE:
Checking earnings per share
Oldest, dated 4/18/2017->AABA
Most current, dated 8/13/2019->AAP, AVYA, EAT, IIVI
Late? (6 symbols > 107 days): AABA ABB CCU PCMI SMCI USAT


Given this, I don't think I'm seeing your problem 2. I don't use on-demand, as a rule.
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KGo

#18
QUOTE:
earnings data shows up late by a couple weeks


Superticker,
My experience is some Fidelity fundamental data routinely shows up late. It has been this way for over 10 years. As a result back tests and current signals cannot be reliably reproduced months later. The data shown with the bar date may not represent when that data became available in WL.

I can't comment on the differences between 6.9.20.7 and prior versions but know that the late appearance of data has been a very long term issue.
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Cone

#19
@LenMoz Post #16
QUOTE:
To make a comprehensive symbol list...
Hey! Good thinking! :)

@KGo
- Agreed: it's a matter of data availability on the servers and this has always been the case. You can't assume that a company's earnings will be available the day after the earnings report.. I think on average you can expect it to be 1 week late, and in some cases we've seen 4 weeks late.

However... there is a possibility that the data are not requested. I vaguely recall that since fundamental data is available quarterly, logic exists to "not request" data for around 4 weeks following the last earnings report.

For example, AAPL reported earnings on 7/30/2019. Once this is cached locally, I would not expect the Data Manager to send a fundamental data request until after 8/30/2019.

On the other hand, if you enable on-demand, as Superticker reports, I would expect WLP to always request fundamental data items regardless of the last cached earnings date. The difference between the Data Manager and On-Demand logic could be a clue to the problem he's reporting.

Anyway, it seems we need to look at it in more depth.

Edit:
I just looked at the last update for AABA on 4/18/2017. This particular problem I suspect has something to do with the YHOO > AABA symbol change that occurred on 6/19/2017. So we probably need to call that in to AT Services.
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superticker

#20
QUOTE:
if you enable on-demand, as Superticker reports, I would expect WLP to always request fundamental data items regardless of the last cached earnings date.
That's not happening with on-demand earnings data. On-demand earnings data can still be weeks late. If there's a way to get on-demand data to refresh so it's current (or only a couple days behind), please suggest it.

What's strange, is the Quotes page on the Fidelity website always has the latest earnings. So on-demand earnings data just isn't being queried by WL like it should be.

QUOTE:
My experience is some Fidelity fundamental data routinely shows up late.
But for "earnings data," that's a problem if your model is relying on the P/E ratios. And earnings data is always up to date on the Fidelity website, so the data is available at Fidelity. It's just not getting to WL very quickly. And late earnings data seems to be most pronounced for the small and micro cap stocks. I'm not sure why that's a factor.

I'm thinking this wasn't much of a problem when I was using static "earnings per share" data instead of on-demand earnings data. I can't remember when static earnings data was weeks late.
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Cone

#21
Got the ball rolling on fixing AABA. A fix should be forthcoming - but I'm not sure when.

QUOTE:
If there's a way to get on-demand data to refresh
The WLPro client can't control that. Since it's available on the website but not in WLPro, I'll ask some questions and see what I can find out.

QUOTE:
What's strange, is the Quotes page on the Fidelity website always has the latest earnings. So on-demand earnings data just isn't being queried by WL like it should be.
@superticker, Can you please create a Support Ticket and give me some specific symbols and details so that I can check into it.
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