Trouble loading historical data from Yahoo

[RonnyKeller]

Connecting to data provider "Yahoo" in NT7 and opening a new chart of Dow-Index with time frame "1 month" (monthly) and range such as "2000 bars", I get a chart going back to the big crash of 1929. The same also works fine when I switch to time frame "3 months" (quarter years)

Doing exact the same In NT8 I get data only back to somewhere in the 1980's for monthly charts, and an empty chart when switching to quarterly.

At the beginning I had the same issue with the S&P 500-Index; chart in NT8 only started to populate after I reduced the number of bars to show significantly, changing the setting from 2000 or 5000 bars down to 800 or so. Additional problem here is that not all monthly bars are loaded completely. Behavior is like:
- open chart for 800 bars, let "all" data be loaded
- click on [Home] button on keyboard to jump to the beginning of the data
- chart will jump only back to 1986 or so
- more data will start to load NOW
- click [home] again, chart will jump back to 1960
- more data will start to load NOW
- click [home] again and you get to earliest available S&P-index data from Yahoo (mid 1950'ies)

So, to summarize:
- Dow-Index monthly chart shows only about 30 years while almost 90 years of data would be available from Yahoo
- Quarterly charts fail to show anything at all for the Dow-Index
- monthly charts for S&P 500-index load in parts, slowing down each time

All of this works fine and flawless in NT7

[NinjaTrader_RyanM]

Hello RonnyKeller,
Can you please clarify which instrument you are currently using for the Dow-Index?

[RonnyKeller]

I'm charting the index - NT-Symbol ^DJIA, Yahoo-Symbol ^DJI. Please compare attached screenshots.
Btw - I can't reproduce the issue with empty quartely charts - as it seems to use cached data from the monthly chart, NT8 indeed is now able to display quarterly charts, but also only back to 1985 instead of 1928 as like as in NT7.

[NinjaTrader_RyanM]

Hello RonnyKeller,
Thank you for your response. When I follow the steps you have provided me I am only able to receive data until January 1985. Can you please clarify if you have received this data from another source or provider? Can you please send me a screen shot verifying the date on NinjaTrader 7? You may use the Data Box (click on the Data Box icon at the top of the chart) or the mini data box (middle mouse click over the bar, this may be the scroll wheel on your mouse).

[RonnyKeller]

Hi RyanM

The screenshot named "DOW_monthly_NT7.jpg"is a screenshot of NinjaTrader 7, of the SAME instrument, using connection "Yahoo" as well.

The screenshot itself shows data back to late 1928 (check the horizontal time scale at the bottom or the blue title bar, saying "10/1928 - 10/1935").

Could it be that I received all this old data from some other data provider one day in the past, and NT7 is only displaying what was cached then while NT8 does not have access to that cached data of NT7 anymore? Though, I don't remember to have ever charted this with another provider, but I couldn't rule it out either.

If I understand you correctly you're getting monthly data from Yahoo only back to 1986 in both, Ninja 7 as well as Ninja 8?

[NinjaTrader_RyanM]

Hello RonnyKeller,
Can you please write in to platformsupport[at]ninjatrader[dot]com and provide me with this data from NinjaTrader 7 so I may test further. Please follow the directions below to create a .zip folder to attach to your email.

-Open your NinjaTrader folder under Documents.
-Right click on the "db" folder and select Send To> Compressed (zipped) Folder.
-Send the compressed folder as an attachment to the email.
-Once complete, you can delete these compressed folders.

[RonnyKeller]

Ryan, the zipped db-file is still a little more than 2GB. You might rather want to tell me what to look for?
Or is it okay if I add everything to a .zip except for the folder ..\db\data\*.* since there are more than 4GB of downloaded ES-replay data?

btw:
-..\db\minute\^DJIA shows 30 files created 15-Nov-2015
-..\db\tick does not contain files for ^DJIA
-..\db\day\^DJIA contains 89 files, one for each year since 1928 ("1928.Last.ntd", "1929.Last.ntd" and so on until "2016.Last.ntd").
Most of these files were created February 2016, and all of them have a modified date from 2 days ago.
Not sure whether this helps to assess?
Maybe it might be enough to send those "..\db\day\^DJIA*.ntd" files only - if still necessary?

[NinjaTrader_RyanM]

Hello RonnyKeller,
Can you attempt to send me just the ^DJIA data? It will be located in Documents > NinjaTrader 7 > db > Day > DJIA.
Please send an email to platformsupport[at]ninjatrader[dot]com with the requested folder and ATTN RyanM within the body of the email.

[flyguy767]

Hello,
I checked Yahoo's website and it looks like the historical date stops at Jan 29, 1985 for ^DJI and Jan 03, 1950 for ^GSPC(SP500 Cash).

[NinjaTrader_RyanM]

Hello flyguy767,
The tests that I have conducted on my end have shown the same results from Yahoo's data servers.

[RonnyKeller]

I did send a mail with the requested data from my NT7 now, but I think there's a very high chance I received this older data from another data provider one day, so likely the case can be closed.