Trouble with FINRA prices

[quercus]

Anybody know what's up with the FINRA quote server? Fund Manager says the status is "working, 408 or later". But my price retrieves started failing about a week ago. FM gives me a window that says "could not update any investments". The log says "WARNING: Server did not update any prices."

If you need an example, try the US Treasury with CUSIP 912828QR4.

Thanks
Bill

[Mark]

Hi Bill,

I see this same problem. We'll investigate, and probably need to release an updated quote module. I'll post back here when I know more.

[Mark]

Hi Bill,

We've released an update to address this problem. This server is slightly different now though unfortunately. It does not seem to be giving a price for that CUSIP. For details on the changes, and how to use it now, see:

viewtopic.php?f=2&t=2748

If you have any suggestions on a better data source for treasuries and/or bonds, please let us know.

[alpappy]

hi try finanzen.ch seems to have most bonds on the server
alan

[Mark]

Hi alan,

Thanks for the suggestion. I tried looking up the CUSIP originally mentioned in this topic, but this server doesn't seem to offer it either. Does this have some bonds not available on the current FINRA - Bonds quote server?

[alpappy]

Hi yes it does eg
AU3CB0209229
this and others I have come up on this site only
alan

[Mark]

Hi alan,

Thanks, I see this. We can consider adding support for this server.

[atrooper0005]

I'm also having trouble with retrieving bond prices from the FINRA site receiving the following log entry from FM:
Retrieve Starting
Quote Module Version = 449
Retrieving from server: (FINRA)
Requesting: BAC.BP
Could not update any investments
WARNING: Server did not update any prices.

The bond in question is found on the FINERA site here:
http://finra-markets.morningstar.com/Bo ... bol=BAC.BP

Also, I noticed some unusual behavior in the "Retrieve Selected Historical Prices" option (right click the bond in the investment list).
In the investment properties, if I select the <Default Server> as the Historical Quote Server then "Retrieve Selected Historical Prices" requests a date range for the search but uses Yahoo-Historical for the search and fails to find any historical data (expected).
However, if Finra - Bonds is selected as the Historical Quote Server, a date range for the search is not requested and the search is launched immediately. This search fails as well. This appears to be errant behavior as a date range for the search is anticipated prior to the historical retrieve function.

I have randomly attempted to lookup ETR.LW with the same FM results as above.

Thanks for your help
Ted

[Mark]

Hi Ted,

Unfortunately, this server recently changed, and you now need to determine the "ticker" (not "symbol") as reported by this site. For details, see:

http://www.fundmanagersoftware.com/intr ... FinraBonds

For example, your bond with the symbol of BAC.BP has a "ticker" value of:

C525291

Which you can see in the URL of that bond's page on their site. If you change the symbol of your investment in FM to this ticker value, you can then retrieve the bond's price from Finra - Bonds.

On the historical issue... Only some quote servers are "historical", and you'll only be prompted for a date range when using one of these historical servers. You can assign a non-historical server to the historical server setting, but it doesn't make it a historical server. Only the one's with "historical" in the name are historical servers, like "Yahoo (Historical)". There is no historical server for bond prices equivalent to Finra - Bonds, which is only a current quote server. Maybe a better name for this setting would be "Secondary" server, but it is usually used as a historical server, thus the name. The prompting/not prompting for a date range is based off the server being used.

[quercus]

Any chance a new "quote server" could be created using data from the US Treasury? Seems like they would be the authoritative source. That would cover US Treasury bills, notes, bonds & TIPS. (The TIPS data would be the closing price without the inflation factor, which is the same thing that FINRA used to display.)

For example, all of today's US Treasury prices are available at the link below - including the CUSIP I originally asked about:
https://www.treasurydirect.gov/GA-FI/Fe ... ceDate.htm

Historical prices are also available. They prompt you for a single date, then they display the prices of all US Treasury products:
https://www.treasurydirect.gov/GA-FI/Fe ... ceDate.htm

The data is also available in CSV and XML formats.

- Bill

[atrooper0005]

Thanks Mark, you did say that in one of the explanations above, and it did not connect with me until your example. Thanks!

[Mark]

Any chance a new "quote server" could be created using data from the US Treasury?

- Bill

Hi Bill,

Thanks for the idea and information. Yes, this seems like a good one to add. In looking on that page, it seems there are maybe only 200 or so items listed. You don't get the opportunity to enter a CUSIP, it just lists all available. Is there really only 200 or so Treasury securities? Does that list contain all the treasuries you're interested in? I do see it contains the one you mentioned previously.

[quercus]

Hi Mark,

I have 10 or so that I'm following (a mix of regular treasuries and TIPS), and they're all listed on the link I gave.

I'm no expert, but I did a little digging and I believe the total number of CUSIPs you're seeing passes the sniff test. I checked using the query page for historical auctions: http://www.treasurydirect.gov/RI/OFAuctions

Toward the bottom, I used "security type to download" for each of the 5 security types, and dumped the data into Excel. Filtered the data to show only maturity dates greater than 9/24. Then looked at the number of unique CUSIPs (there are duplicates because a CUSIP can get auctioned more than once, which they call a "reopening"). Here are the numbers:

Bills - 59 auctions, 34 unique CUSIPs
Notes - 279 auctions, 215 unique CUSIPs
Bonds - 121 auctions, 65 unique CUSIPs
TIPS Notes - 58 auctions, 25 unique CUSIPs
TIPS Bonds - 27 auctions, 12 unique CUSIPs
TOTAL - 544 auctions, 351 unique CUSIPs

For comparison, the links I sent earlier found 346 prices for 9/24. That's very close, only missing 5. Just a guess - maybe those 5 are from recently created CUSIPs that don't yet exist on the secondary market.

- Bill

[Mark]

Hi Bill,

Nice analysis, thanks for the effort/information. I would like to see us add this server, so we'll see what we can do.

[Mark]

Hi Bill,

We've just released an update to add support for retrieving from this server. It required a change to the main program, so you'll need to be using version 12.6 with quote module 450 or later. You can download 12.6 from our site now. You can read about how to use this new "US Treasury" quote server here:

http://www.fundmanagersoftware.com/intr ... USTreasury