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Update Splits and Dividends not working

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    Update Splits and Dividends not working

    Hi Members,

    I knew this question was coming. It was just a matter of time before I stumbled upon it.

    I loaded a Daily historical chart for Hewlett-Packard (ticker: HPQ) and noticed something that conflicts with another chart which I brought up in www.BigCharts.com both are using 1 day bars and both charts are using the same data which is 1/1/1993 to 8/5/2009

    The HIGH on the NinjaTrader chart during this time frame is approximately $160. and the LOW is around $11
    On the www.bigcharts chart utilizing the same time frame the HIGH is around $70 and the LOW is around $7.

    I understand and was kindly informed that data vendors build data bars quite differently but the price differences between both charts are huge.

    For example, I clicked on the Instrument Editor in NinjaTrader and clicked on "update splits and dividends and completed the task for Hewlett Packard stock (ticker:HPQ). I reloaded the chart but it had no effect. I am successfully connected to Yahoo historical data.

    On Hewlett Packards web site they have a link for historical lookup. They had a total of 8 splits since their initial public offering in 11/6/1957. BUT after clicking on "Update Splits and Dividends" in the Instrument Manager window and scrolling down to where it says, Splits and Dividends in the Misc tab and under splits it only shows 7 splits.

    I wouldn't mind if the two charts I mentioned previously were off by just a little but the chart I built in NinjaTrader is way off as oppose to the chart at www.bigcharts.com.

    For example on 4/4/2000 Hewlett Packard closed at 53.90 as per Hewlett Packards historical lookup link http://h30261.www3.hp.com/phoenix.zh...ol-stockLookup

    And the chart I built at www.bigcharts.com is also showing that on 4/4/2000 Hewlett Packard closed at 53.90 yet on the chart I built in NinjaTrader it is showing the stock closed at around 138.00 on 4/4/2000. This is a huge discrepancy.

    Ironically both charts agreed on the closing price for yesterday's close.

    Please tell me how to correct this.

    Thank you for your time.

    #2
    Ok, support kindly informed me of the following:
    >>>To get the data to show correctly please go to Tools-->Options-->Data. Check the boxes that read split adjust historical data and Dividend adjust historical data.

    Ok, I put check marks in the boxes support indicated above. My chart now shows something much closer to where the stock actually closed on 4/4/2000

    NijaTrader chart shows that it closed at $50.56 on 4/4/2000 But both www.bigcharts.com and at Hewlett Packards historical lookup
    http://h30261.www3.hp.com/phoenix.zh...ol-stockLookup both show it closed at 53.90 on 4/4/2000. This is a difference on $3.39

    Is there any way to get a closer match?

    Thank you

    Comment


      #3
      Hi Helicopter,

      Thank you for your posts.

      I suggest contacting your data provider to determine why they are sending these price values.

      NinjaTrader will present only the data provided by your data feed.

      As an aside, no two data stream is 100% identical and thus can cause subtle differences in charts.
      KyleNinjaTrader Customer Service

      Comment


        #4
        NT handling of Splits

        I think what the OP was trying to get at is that NT is not handling splits correctly from Yahoo data. If I load 30yrs of daily data from HPQ, i run into the same problem he's having. For instance on 10/27/2000 the stock closes at $87.19 and the next day opens at $46.50. Did the stock fall 50%? No, it split 2 for 1 and was actually *up* on the day.

        Is there a way to manually correct these data issues or is this a problem on yahoo's end of things?

        Comment


          #5
          Hello slyng,

          You can add splits and dividends manually as well. Highlight the instrument in the 'Available master instruments' section in the Instrument Manager and click Edit. Select the Misc-tab and enter splits and dividends manually by clicking the "..."-button when the 'Dividends' or ' Splits' row is selected. Make sure to be connected to a data feed as well.
          JasonNinjaTrader Customer Service

          Comment


            #6
            Originally posted by Helicopter View Post
            Ok, support kindly informed me of the following:
            >>>To get the data to show correctly please go to Tools-->Options-->Data. Check the boxes that read split adjust historical data and Dividend adjust historical data.
            I have done this with my account a few weeks ago and I thought the problem was solved. But now I see there are still stock splits in the data which aren't copied by Ninjatrader.

            I can do these manually, but isn't their a way NT automatically performs all the stock splits?

            E.g. XOM stock split on June 1981.

            Comment


              #7
              Hello Savatage,

              Unfortunately, you will need to add this split manually if it does not populate automatically when the data is loaded.
              KyleNinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_Kyle View Post
                Hello Savatage,

                Unfortunately, you will need to add this split manually if it does not populate automatically when the data is loaded.
                Thanks for your answer.

                Is there a way to get around this process? I mean, doing this for over 1000 stocks will take quite a long time ..

                Comment


                  #9
                  Hi Savatage,

                  Unfortunately, there is not.

                  As I mentioned, if these do not populate automatically when loading the data, you will need to add them manually.
                  KyleNinjaTrader Customer Service

                  Comment

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