However, I'm attempting to test the adjusted price which should equal the amount listed in Yahoo under 'adjusted'. Your platform's data appears inaccurate for multiple securities when testing adjusted close prices. Any other suggestions?
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NinjaTrader
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Hi, Yes, the unadjusted data is accurate in NT.
However, I'm attempting to test the adjusted price which should equal the amount listed in Yahoo under 'adjusted'. Your platform's data appears inaccurate for multiple securities when testing adjusted close prices. Any other suggestions?
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Unfortunately I have no other suggestions.
However, I do not follow the 'adj close' price by Yahoo either.
19 March 1993
unadjusted price: 45.03
adjusted price: 34.03
However, if I apply the dividend of 0.337 to the unadjusted price, I do not have the adjusted price of 34.03 as outcome.
Could it be their adjusted data somehow includes all dividends throughout its history?JasonNinjaTrader Customer Service
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Yes, that is the point of the adjusted data, to adjust for all dividends starting from today going back in time. Even if you go back just a few months on SPY, NT starts to skew the adjusted close price by a few pennies and it gradually gets more skewed the further back you go.
Why is NT's adjusted price for March 93 so much lower then Yahoo's? How is NT calculating the adjusted close?
Would it be possible for you to forward this to a developer? I'd really like to feature your software on my site but need to sort out this adjusted close issue first to make sure the information is accurate.
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