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Barchart data not adjusted for dividends

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    Barchart data not adjusted for dividends

    The NT8 User manual and Barchart.com concur that a data connection to Barchart should provide price data that is adjusted for splits and dividends.

    I subscribed to Barchart, but the data I get back is not adjusted for dividends when displayed on a chart, is stored as actual prices when viewed in the Historical Data Manager, and does not show any dividends in the Instrument Manager.

    In Tools\Options\Market Data, I have "Adjust for splits - daily data", "Adjust for splits - intraday data", and "Adjust for dividends" checked. Is there some other option I need to specify?

    I tried XOM and KMI. I did not try to verify a known split.

    I am using NT8B13 (RC1).

    #2
    mt81, thank you for your post!

    The BarChart's connection for NinjaTrader doesn't support updates on splits and dividends.

    The connections that we support that provide splits and dividends are Kinetick and IQFeed.

    To update splits and dividends, you would have to navigate to the Control Center -> Tools -> Instruments -> Right-click on an instrument you would like to update and select Update Splits & Dividends. If the option is grayed-out, then the connection you're connected to doesn't support this for NinjaTrader 8.
    Riley S.NinjaTrader Customer Service

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      #3
      Riley:

      Thanks for your response.

      I understood that "Update Splits and Dividends" would not be available from Barchart, although it would be nice if it was.

      What I asked about was using the Barchart data service to get data that is already adjusted for splits and dividends. The NT manual states very clearly that data provided by Barchart is preadjusted.

      Barchart says they have either adjusted or unadjusted data available; which is delivered depends on the query NT uses in the software for the connection to Barchart.

      Has NT changed the type of data requested from Barchart or has the manual been wrong for years?

      It would be really nice if the dialog for configuring a connection to Barchart had a checkbox to specify whether the data should be adjusted or not.

      Please submit this as a feature request. The recent inability to get adjusted data from NT makes it almost useless for trading.

      Comment


        #4
        Hello rmt81, thank you for posting back.

        Just to clear some items up from the research I have done -- the BarChart connection does support splits and dividends and you're exactly right, it comes in pre-adjusted meaning when you open a chart they should be automatically updated with the Splits and Dividends, however, if the adjustment is not occurring, you would need to contact BarChart to make the adjustment on their end.

        I will submit a feature request to our product management team to see about including a checkbox to specify whether the data should be adjusted or not when configuring a connection.
        Riley S.NinjaTrader Customer Service

        Comment


          #5
          I just check this again in NT8B14 and data from Barchart is still coming in unadjusted for dividends, although it is adjusted for splits. The NT manual clearly says it is supposed to be adjusted for dividends as well.

          I have checked with Barchart and they say that they can provide the data either adjusted or unadjusted. They also say that it is NT that is responsible for writing the software to pull the data from their site and that is responsible for selecting whether it is adjusted or unadjusted.

          I suggest that NT and Barchart should talk to one another and figure this out. It should not be so difficult.

          Comment


            #6
            Hi,

            Thanks for bringing this to our attention. We did reach out to BarChart and learned that their equity data is sent non-adjust for dividends by default (although it is adjusted for splits). There was a misunderstanding which meant the help guide was incorrect for NT7 and NT8. Although it is possible to request dividends adjustments through BarChart, we will not be changing the default behavior since this is the way it has worked for years - but we will have changed the help guide to reflect the correct behavior.

            An enhancement request was generated from this ticket in regards to changing the default behavior. You can vote on this enhancement using SFT-1708
            MatthewNinjaTrader Product Management

            Comment

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