Note: You may try your update even if this blog does not indicate that the download is ready. Our notice posting is imperfect.
|
| Index Family | Date(s) | Reason | Spreadsheet Link |
|---|---|---|---|
| Direxion Indexes | Thursday, November 10, 2011 | Due to New York Stock Exchange (NYSE) technical issues at the market close, Interactive Data Corporation (IDC) and other third party index calculators have recalculated the closing values for its indexes. |
Restated IDC-calculated index values
Restated 3rd party-calculated index values |
| Russell Indexes | |||
| Wilshire Indexes | |||
| CRSP Indexes | |||
| NASDAQ OMX Global | Thursday, November 3, 2011 - Thursday, November 10, 2011 | Due to a missed corporate action issue by the third party calculator, NASDAQ OMX® is restating the start-of-day and end-of-day values for two indexes (QWND, QWNX). | Restated QWND and QWNX index values |
| Russell Indexes | Tuesday, November 1, 2011 - Wednesday, November 9, 2011 | Based on vendor requests, NASDAQ OMX is posting a file with end-of-day values for all Russell indexes for the month of November. | Russell index values |
NASDAQ OMX requests that data recipients and market data vendors manually update historical databases to reflect the proper index values.
Please contact NASDAQ OMX Global Data Products at +1 301 978 5307 (Option 4) if you have any questions.
We received this email from Interactive Data Corp.
"Data Services has confirmed with Nasdaq Mutual Fund support, this fund had updated the NAV today for 11/10/2011. Therefore, we will receive yesterday's NAV in tonight's Mutual fund file. Some mutual funds did not price last night due to the NYSE problem.
Interpretation: NASDAQ is going to resend last night's (Nov 10 close) mutual fund corrected data, with tonight's download. FastTrack will post those corrections and the try to determine Monday if further corrections are required. With your evening download tonight you will get all We deeply regret and apologize for these problems. The data services industry (NASDAQ especially) is far too mature and spends far too much money to be having this kind of problem. This lack of attention to detail creates lack of confidence in investors. This service industry needs better leadership.
No status was posted last night. We did not understand how to deal with the problems. The evening crew did notice a lot of discrepancies and were unable to resolved them. We did post an update with many estimated prices. This morning we are uncovering the underlying problems. Here is the original problem http://usequities.nyx.com/nyse/market-status/view/10357 .
The NYSE posted delayed, missing, or incorrect evening prices for many stocks. They claim to have resolved the problem about 7:19 PM Eastern. HOWEVER, the big problem is that the delay caused many mutual funds to miss their 8:00PM deadline for submitting closing prices to NASDAQ for distribution to the world. We are currently working a sample of incorrect prices with
- IDC Corp: The largest service that prices fund portfolios. IDC is scrambling, and uncertain at this time asking us for a list of errors.
- NASDAQ: It is unclear if they are going to post corrections is some form.
- Fund companies: Some do have an "official" price, and we are collecting these by hand. However, even those had incorrect pricing on their web sites. There is some question in our mind as to how official, their official prices actually are given that they depend on IDC.
- Morningstar has picked up some of the "official" prices from the fund companies and has these on line on their website, but, as noted, these are suspect
- Yahoo does not have correct prices for the sample of 10 that we are checking by hand.
This type of problem is problem is difficult for all the parties source to correct since the time has come and gone for normal price postings and corrections. People and systems are all involved in preparing today's data. There may never be satisfactory prices for all funds available.
We will be posting morning corrections for FastTrackers by 10:00AM Central.
Do a regular FTComm Update data, or an FTComm Online Integrity Check. We will also post more corrections later today (obtain with FTCOMM Update data). All corrections will be included in tonight's data download.
More details later. . .
The data is available.
The data is available.
The data is available.
The data is available.
The data is available.
The data is available. This message was posted at 8:46AM November 3rd.
The data is available.
The data is available.
The data is available.
Last night NYSE had a problem. They sent extended trading session prices as if they were 4:00PM closing prices. This DID NOT affect FastTrack. We picked up closing prices BEFORE NYSE made the mistake. It did affect Quotron, Bloomberg, and Yahoo real-time prices which are not "sanity" checked before posting prices.
This notice was posted by the NYSE at about 2:00PM Central time http://www.nyse.com/pdfs/NOTICE_Duplicated_Extended_Session_Prints_on_October_27_2011.pdf
The closing prices posted the evening of 10/27/11 by FastTrack are correct and were correct as of last night's download.
In the morning we usually make hand corrections, download corrections from the exchange and corrections sent by fund companies. However, we did not post corrections this morning as our processes detected far more changes than normal. This set off alarms. It took most of the morning to determine that we, in fact, had the correct prices, and that the erroneous prices should NOT be posted as corrections. We were the first to alert several ETF sponsors of the problem. The subsequent NYSE posting (above) confirmed what we had already uncovered ourselves.
The data is available.
The data is available.
However, we expect updates to be unaffected and up at regular times.
The data update is available.
The data update is available.
A program that prepares the evening data failed unexpectedly. This will delay tonight's update until about 8:00PM. A programmer is at work on the problem.
This comment will be revised if we miss the 8:00PM expected time.
A number of Profunds appear to have had a 10 for 1 reverse
split today. These include
UFPSX,UFPIX,UVPIX,UVPSX,WCPIX,WCPSX,UCPSX,UCPIX,USPIX,USPSX.
We will research the actual splits or pricing errors tomorrow
and post corrections in the morning
The data update is available.
The data update is available.
The data update is available.
The data update is available. This notice was not posted until 10/13/11 8:30 due to a procedure error yesterday evening.
The data update is available. An OLIC will find many changes, but this are mostly categorical data used internally by FT4Web, but not visible to users directly.
The data update is available.
The data update is available.
The FT4Web spreadsheet Shares Out field is not yet producing usable data. We will continue working on this fix next week.
The data update is available.
Server UpdateB problems were resolved today. UpdateA continues working just fine. The problem had no net impact on FastTrackers.
If you do an OLIC tonight you will get an unusual number of changes. Shares Outstanding will be loaded into into the databases by the OLIC and will be visible in the SharesOut spreadsheet column. By itself, the number has little meaning except for perhaps ETFs. We are working toward the computation of Total Asset as a column. We will also have to scale the SharesOut to thousands instead of millions since so many issues (especially ETFs) have a million or fewer shares.
Server UpdateB seems to have been failing while doing the OLIC for several days. UpdateA is working just fine. We have taken down UpdateB until this issue can be resolve. This should have no impact on your ability to use FTComm normally.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
4:00PM We placed a new FTFAMTREE.OCX in the FTComm's upgrade versions. This fixed a problem introduced by a change on 9/22/11. The problem was Families whose name started with a digit instead of an alpha character would not drag/drop properly (and other problems).
The data for this evening is now available.
The data became available before 7:30PM, but this notice was not posted until 9/27/11.
The data became available before 7:30PM, but this notice was not posted until 9/25/11.
The data for this evening is now available.
The data for this evening is now available.
The data became available before 7:30PM, but this notice was not posted until 9/21/11.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The servers are down at 7:29PM to copy several files missing
from the Upgrade Versions folder.
They will be back up at about 7:34PM
At 7:18PM The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available. We had a minor
problem with the servers this evening.
If your update or OLIC did not seem to work correctly, please try again.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
A year or so ago NASDAQ gave mutual funds an extra hour (until 7:00PM Central) to report their prices. Consequently, we delayed our data release to 6:30PM Central. This worked because most funds reported early or did not push their reporting time back very far.
Recently, with turmoil in the markets. Many more funds are reporting later. Consequently, we have lately been delaying our release until about 7:20PM Central . . . and this likely is a permanent situation. Having more time is just too tempting for the folks who have to publish open-end fund prices under great pressure.
However, some funds continue to report earlier than 7:00PM Central, and FastTrackers can see a few Yahoo fund prices as early as about 6:00PM. Unfortunately, we are not able to use legally use Yahoo's data, and having a direct real-time connection to NASDAQ (like Yahoo) is out of the question costwise.
We are working on finding a licensable supplementary source to our primary feed from Interactive Data Corp. We are also working on breaking out the ETF and Stocks downloads earlier. We could probably have those out by 6:00PM Eastern . . . however, FastTrackers updating earlier would have to update again later to get the open-end funds. We can perceive many tech support calls about not getting the mutual fund download.
For the moment, FastTrackers should expect not to be able to get any evening download until about 7:20PM Central each evening. We regret the delays.
The data for this evening is now available.
Many funds have not yet reported today's price. We hope to be up by 7:30 PM CDT.
The data for this evening is now available.
Many funds have not yet reported today's price. We hope to be up by 7:30 PM CDT.
The data for this evening is now available.
Many funds have not yet reported today's price. We hope to be up by 7:30 PM CDT.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
Due to technical issues, the data was not available until 8:45 PM.
The data for this evening is now available.
The data for this evening is now available.
We are operating on backup communications. This has some affect on subscriber updates and installs, but more impact on voice communications. Our phones were down from about 2-hours this morning.
Background
We normally operate via AT&T U-Verse connection through
fiber optic lines. As a backup we have an AT&T DSL. Our phone
service is provided by Vonage via our Internet connection. Our
primary server is at Godaddy in Arizona (it has huge bandwidth).
The AZ server feeds as much as 70% of our data to FastTrack
subscribers. Our in-house, secondary sever feeds about 30% of
our data to subscribers.
We are having to feed the morning updates to GoDaddy via the much slower DSL upload this morning. However our in-house server as this morning corrections available. The AZ server should be online about noon when the upload to it is complete.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The promised update is now available. Do an OLIC, run charting, then select the Index SubTab, right-click. and select rebuild Index. This will ensure that the original tickers are available to you. We will have to rebuild the IndexFam which will be send with tonight's data download.
8:30AM: Last night NYC-N and CDN-X ticker symbols were changed. This was an editorial judgment mistake. There are no industry standard ticker symbols for indexes. Therefore, the symbol we assign never needs to be changed to match some other source. The indexes will revert to their original tickers about 10:30AM Central today. Do an OLIC to get the changes into your data base.
The data for this evening is now available.
We are having in house programming problems. We are uncertain about the time at which we will be up. We remain at the office working on the problem.More later.
The data for this evening is now available. There was an overnight problem after midnight with our DNS services. This prevented updates/upgrades and web site access from about midnight to 7:30AM Central. Everything is now restored and working normally.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
Last night's fund data had a problem. The C:\ft\FTF61.DAT file expanded to over 200MB instead of being about 104MB. We know what caused the error. The error has been unnoticed by most FastTrackers, as it does not affect FT4Win in anyway. However, users of FastTools noticed the problem.
For most, no fix is needed. Doing an OIC and/or a update will not fix the file size. If this incorrect file size is affecting you, then
- Do an upgrade versions to get the latest FTComm
- Delete C:\FT\FTF61.DAT
- Do a data update. A fresh funds1 database will automatically be installed and updated.
We are working on a version of FTComm that will adjust sizes, and that may be out in a few weeks.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available. WPSGX appears to be missing a 10 for 1 split today. We will review in the morning.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
8:30AM - Overnight there were no surprises. All ran well. All servers remained up. No calls in the support queue overnight. We will be running the morning process today, Good Friday. The office, however, is closed in observance of the market holiday.
Also in the news, several FastTrackers have reported problem saving personal families. If may also be responsible for problems with Amibroker/FastTrack (unconfirmed and untested). We have a cure suggested by FastTrackers Bruce Robinson and tested by Brian Stocks. From a Dos prompt (start button/Run/type CMD), do....
- cd\windows
- cd system32 (this line had a typo before 4/25/11 5:30 PM)
- regsvr32 scrrun.dll
This above will be introduced into FTComm's Upgrade Versions
process, by lunch time today.
More than you ever wanted to know: This problem was
caused by changes in FastTrack's family-handling FTFamRed.DLL
program, followed by erroneous inclusion of the scrrun.dll in
the FTComm Upgrade Versions, then finally the (4/15/11)
correcting removal of the scrrun.dll from C:\FT\FT4Win without
reregistering the Windows-supplied scrrun.dll. Only those who
did an FTComm Upgrade Versions between the evening of
4/15/11-4/19/11 would have experienced these problems.
6:33 PM The data for this evening is now available.
5:30PM We will monitor the servers through the Easter holidays. Your message s to tech support at 866-295-0166 will alert us to problems. We do check on the count of support calls over the weekends and look to those to alert us to a potential systematic problem.
3:41PM - Things have been stable for the last three hours.
11:20AM - The main server is down for the next 20-minutes. Download from the secondary server will be slow.
8:00AM - There is no unusual traffic on either server. There are no calls overnight in the tech support queue.
11:30PM - No traffic on either server. No tech support calls were received this evening due to the difficulties updating. There may be another surge in the morning, and again Thursday evening. We appreciate your patience.
9:40PM - Both servers are online at full capacity. Limits have been removed.
8:52 - We have limited the number of users on each server to 10. This means, at this time, it will be unreasonably difficult to connect to us. However, those connected are getting reasonable, although slow, service.
8:20PM Central - We are struggling with the long download. We shortcut the process to get the main server up faster, but that was a limited success. Many users did get the updates, but others frustrated with the unusually long downloads, are reinstalling FTComm creating even more overhead. We will continue monitoring the servers till the load slacks.
6:50PM The data for this evening is now available. Tonight is a lengthy download. We are doing an internal reorganize of the funds database. You should expect no changes to the way you use FT4Web.
Our major server will not be online until about 8PM Central time. This will cause significant delays on the download of our secondary server between 7pm and 8PM.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The SP-DA daily prices are adjusted using historical the dividend amounts paid in the same quarter last year. At the end of the quarter (well... about 2 weeks into the next quarter), the back history of SP-DA is revised (by S&P and IDC (our source)) to reflect the actual dividends paid last quarter.
What happened last night is that last quarter's historical adjustment occurred yesterday at the market close . . . so last night's price from IDC was an adjusted price. We received our notice of the adjustment about lunch time today. So we didn't download the adjusted history until after the today's morning process. Therefore, the FT database showed single adjusted price merged with the unadjusted historical prices.
This caused the apparent incorrect one-day change. The Prior history was too low. Corporate profits have been above last year and the dividends have been higher as well. The FT chart below shows that The red Vanguard VFINX has outperformed green SP-DA for the past 4-months. VFINX posts the real dividends as received making it a more accurate representation the S&P 500 than the SP-DA. What you should see after tonight's data update is that the SP-DA's recent 3-4 months of daily prices will be adjusted to about the same to a little better performance than VFINX.
The 4-month uptrend in the R chart should smooth out. You'll note the sharp one-day drop in VFINX/SP-DA relative strength due to last night's posting of an adjusted price bringing SP-DA back to parity with VFINX.
We don't like this kind data back adjusting, but it is standard for the industry. if you want to have the best and fairest representation of dividend-adjusted data, use quality index funds INSTEAD of the back-adjusted indexes published by S&P and other industry sources.
We just want you to know that we care very much about the quality of the data we serve you. We appreciate the sharp-eyed FastTrackers who brought this one-day discrepancy to our attention. Thank you.
-Paul Charbonnet, Founding Partner
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
12:03PM - The servers are back up. They are no longer sending extra files.
However, we haven't found a way to automatically delete the extra files that were sent to about 20 users who FTComm Upgraded this morning. The only solution (with the current FTComm 4.0.15 version) is to manually delete as indicated below. If you do nothing, then you will get an error message about families being in the wrong folder when you start FT4Web. The error is annoying, but harmless. If you wish to call tech support at 866-295-0166, we will help you to do the deletions suggested below.
11:45AM - The temporary solution to the extra family file error message is to delete the erroneous folders
C:\FT\SFTDEF
C:\FT\FT4WIN\SFTDEF\FT4WIN
10:45AM - We are having problems with extra files in the FTComm Upgrade versions and in new installs. Our servers are down while we fix the problem.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening was delayed due to technical difficulties. It is now available.
We supplied new families with this evenings update to resolve issues reported by FastTools users. The recent family rebuilds had a blank symbol included in the family. This was ignored by FT4Web, but caused FTools users problems.
The data for this evening is now available.
The data for this evening is now available.
For the first time in many years we have uncovered an algorithm problem that produces incorrect trading signal. This was reported by FastTracker Richard Hollum.
When using a trading delay of more than 1 day, then the red/green line of the 2 Chart trades one day too early. This is a minor problem when using long average with a few trades per year. However, it is a significant issue when making short-term trades with more than one day delay.
There will be a new version of Ft4Web released within the next few weeks to correct this problem. Having accurate data and algorithms is very important to all of us here at FastTrack. This problem will get immediate attention. Do not use trading delays longer that one to back test until further notice. Documentation of this feature has been changed.
The data for this evening is now available.
The data for this evening is now available.
We have become aware that we were having technical support
phone problems.
The problem likely began about 2:00PM yesterday and continued
through 11:00AM today.
We regret the inconvenience. Please call again.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
We resolved the issues with Objective families and reworked
the download. Use FTComm to
"Upgrade Versions" to get the latest families which include the
deleted Objective families.
These families will also be included in the morning
corrections data update by doing a
another "Data update".
The data for this evening is now available. We made a
thousand new families and packed them into tonight's download.
We took extra time to ensure the quality of the download and
upgrades.
9:00PMS Some objective families like Energy and BD-Junk were
removed. We are working late to ensure that these families
are available in the online upgrade and in the morning update.
The data for this evening is now available.
The data for this evening is now available.
One of our servers last night did not get updated with fresh data
properly. Instead it fed just the Friday's corrections, and no new data.
Currently, this server has been taken off line. Our second server is
online and is feeding correct data since Monday evening.
Another update, now, will get the latest data. We appreciate your patience.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The promised corrections are now available albeit 24-hours later than promised. Friday evening's notice was misdated. Thursday's notice was not posted until today.
If this log serves no other purpose, it keeps us humble about our short-comings.
The data for this evening is now available.
SJL, One of the ProFund UltraShort funds has a reverse split that is not properly priced. The correct price is approximately 53.48. This will be corrected tomorrow, Saturday, in a morning corrections run. You can do another update tomorrow morning after about 10AM Central to get the correction
The data for this evening is now available.
FastTrack System Status-February 23, 2011 6:41 PM Central timeThe data for this evening is now available.
This evening we received erroneous reverse splits for several Direxion 3x bear funds. They are also reported incorrectly on Direxion's web site, and their office is closed. We will post corrections in the morning.
The data for this evening is now available. We pushed hard to get this out earlier. This is about a early as it can get.
The data for this evening is now available. This message was not posted until 2/23/11, 8:00AM.
The data for this evening is now available.
The data for this evening is now available. Processing was delayed while we
checked the
results of a new server to ensure it's output matched the old server . . .
it did.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data corrections have been posted for last night are no available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
The data for this evening is now available.
There was a delay while we hand edited a pricing file that had become
corrupted
during the day, and which escaped our early testing.
The data for this evening is now available.
The data for this evening is now available.
The morning data updates were posted more than an hour ago, however, feed to our Arizona based server (Godaddy) is running considerably more slowly than normal. This has been the case for the past two days. We are not sure why this is happening. The AZ server is our fast server. Our local server is adequate for normal situations, but the current situation is not normal. We are investigating.
We are up and functioning, and appreciate your patience.
The data for this evening is now available.
The data for this evening is now available.
There were even more families missing. We have posted the missing families in
the "Upgrade Versions".
These will be available at about 12:45PM Central time.
There were many funds reporting prices late last night. Also, we downloaded many new families.
The bottom line is that from about 9:30AM to 11:30AM your FTComm was running very slowly.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available. This notice was delayed until 11:16 PM.
The evening update is now available.
The evening update is now available.
This is a market holiday. There will be no update tonight.
The data from the 14th has been corrected. We normally do this the next market day, but due to the three-day holiday, more fund prices than normal arrived too late on Friday.
The evening update is now available.
Our servers are back online and the updated data for January 13, 2011 is now available. We apologize for any inconvenience.
OUR SERVERS ARE CURRENTLY OFFLINE AND USERS ARE UNABLE TO DOWNLOAD DATA AT THIS TIME THIS MESSAGE WILL BE UPDATED ONCE OUR SERVERS ARE BACKUP AND DATA UPDATES ARE AVAILABLE. THANK YOU FOR YOUR PATIENCE
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
The evening update is now available.
We have posted the morning updates that add missing prices that came in late from the fund companies. There are several PIMCO funds that need a big dividend and the Ave Maria fund seems to have an incorrect dividend, These will be reviewed and corrected Monday.