Updating splits and dividends not working

[rmt81]

I have tried to update dividends and splits using NT8B12 using both Yahoo and Kinetick as data connections.

Neither one seems to load any data. The number of both splits and dividends remains 0, even for stocks for which the yahoo website clearly shows dividends. I have downloaded data for the range I am trying to adjust before requesting the splits and dividends. Charts over that data match only the unadjusted data from the Yahoo website.

Is it just me or is there something broken in the code?

Note that the Yahoo website format has changed since the image in http://ninjatrader.com/support/forum...light=dividend and the label it calls "adjusted close" is really the actual close. The adjusted close is no longer displayed, but is included correctly when data export to a file is requested.

[NinjaTrader_AlanP]

Hello Rmt81,

Have you gone to the Control Center>Tools>Instrument Lists and either selected the instruments, or right clicked on your instrument list and clicked 'Update Splits and Dividends'?

Updating Splits and Dividends section of our Helpguide:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?updating_splits_and_dividends.htm

I look forward to your reply.

[rmt81]

Yes, I have done all of that and selected update dividends and splits in Options.

Does it work for you?

[NinjaTrader_AlanP]

Hell Rmt81,

No it does not. I've learned this data no longer can be pulled by NinjaTrader from Yahoo and I'm not able to update using Kinetick or IQFeed as well.

The option at the moment would be to manually update the dividend information in the instrument manager or use a data provider that automatically adjusts for dividends.

I hope to have more information on this soon.

[rmt81]

AlanP:

Thanks for the update.

Please let me know when you find out whether this is something that could be fixed reasonably soon or whether I should look for a data provider that pre-adjusts.

I hope this will be a high priority to fix, as it would seem to affect most NinjaTrader users who use backtesting, whether they are aware of the problem or not.

[NinjaTrader_AlanP]

Hello Rmt81,

The issue is currently being looked into. I have no estimated time for resolution.

Please let us know if you need further assistance.

[rmt81]

Splits and dividends not being downloaded

AlanP:

Can you tell me whether this is on track to make it into the next build?

Or do I have to start downloading and importing this data manually? That will be a real pain.

Perhaps I misunderstand the situation, but I don't understand how the price discontinuities of ignoring splits and dividends would fail to generate spurious trades in both backtesting and live trading. It seems to me that would have to distort optimizations in backtesting and seriously reduce returns in live trading.

Do I misunderstand this?

[NinjaTrader_AlanP]

Hello Rmt81,

Hello,

For IQFeed and Kinetick Splits will be able to be updated in the next release of NinjaTrader 8. There is currently no automated solution for updating dividends. When updating splits, it will only update the most recent 2 splits. Any older splits would need to be manually added.

Please let us know if you need further assistance.