More on Splits & FAS

[tooearly]

I have done the following:

1) adjusted Splits & Dividends through Instrument Manager connecting to Yahoo;
2) selected Tools > Options > Data > Split Adjust Historical Data; and finally
3) waited several days after the reverse split of FAS, but still my NT charts do not update. The same is true for FAZ.

All other charts I use, Metastock, eSignal, TradeStation have updated.

I use eSignal as my primary feed.

What am I doing wrong?

Also, could someone kindly check FAS data in the chart for January 29, 2009. My chart shows a collapse of 4,705 1/29 to 444 1/30, and yet there is no record of a split adjustment on that date.

On a related question, these splits seem to wreak havoc with backtesting producing windfalls where shares number do not adjust for price changes.

Thanks in advance.

[NinjaTrader_Bertrand]

tooearly, just checked my eSignal charts, FAS seems to be ok, while FAZ looks like the split gaps exists in the historical data. On that I would suggest contacting eSignal directly.

For the split info, please check into the Yahoo Finance pages for FAS and FAZ if this is updading properly after the most recent split.

[tooearly]

OK, Will do.

BTW, did you happen to check FAS/FAZ on NT charts for Jan 29/30 2009?

Does this look normal?

Thanks

[NinjaTrader_Bertrand]

No, the splits do not appear to worked in the Yahoo data, my eSignal data looked correct so I think they work the splits in directly, but best would be to confirm with them.

[tooearly]

My NT chart shows a price for FAZ closes Jan 29 at $4649; but Yahoo's price at EOD Jan 29 is $469.

The following day, in NT, FAZ open at $453, nearly a tenth of the previous day's price. On Yahoo the price has gone up to 504.

Is this how it appears to you? If so, wouldn't Yahoo have adjusted for a split while NT has not?

I checked with eSignal a couple of weeks ago and they confirmed adjustment for the July 9th split of both FAZ & FAS.

Best regards,

[NinjaTrader_Bertrand]

tooearly, forgot to ask you one thing earlier, did you check to 'dividend and split adjust' your data under Tools > Options > Data?

[tooearly]

Yes, that's point 2) in my initial posting.

[NinjaTrader_Bertrand]

Thanks tooearly, my FAS Yahoo chart does not show the gap you see - have you tried reloading historical data for this chart (just right click in it > reload historical data).

[tooearly]

Yes, I reloaded historical data and still have the same gap.

Here is a screen shot of the gap to illustrate the point.

[NinjaTrader_Bertrand]

Tooearly, with which connection was this chart created - for Yahoo you can only access daily historical data. If this was created with eSignal, please connect live, right click on the chart and select > Reload Historical data. If this does not fix the gap, I would suggest deleting a present FAS (Tools > Historical Data > Delete) and reload this completely fresh.

[tooearly]

This chart was created with eSignal. I will turn to them to ask about this odd gap. The FAS gap I had asked about a couple of weeks ago concerned the July split. But this is a gap in Jan without any split (that i know of).

I'll also recreate the file after market close.

Thanks,

Tooearly

[NinjaTrader_Bertrand]

Ok, for January then this could mean you would miss simply historical data which the reload option should take care of if it's present on the servers.