Yahoo EOD data problem for UK symbols

[techTD]

Hi Support and NT experts!

I am really having problem in setting-up NT 7. I am new NT user and installed NT 7 last week and since then trying to setup it as per my requirement.

The main problem is getting EOD data across. I am using Yahoo data for UK stocks traded in FTSE 100 index. The problem is, in the evening after LSE close, say about 7 PM UK time (LSE close at 4:30), when I open chart or Market Analyzer they still show yesterday's data. I tried downloading data for stocks but that doesn't help. When I go to "historical data management" -> edit I still see yesterday data. I noticed that data doesn't get updated until next day.

Does any one know if this is how it works or is there any problem in setup? I tried creating new session called "UK session" with UK timings but that also doesn't help.

Also, I want to understand how NT download data and what is the role of Session, Exchange settings in downloading data.

does NT uses URL : http://finance.yahoo.com/q?s=BARC.L

or

http://finance.yahoo.com/q/hp?s=BARC.L

for downloading data?

Also which URL used in Market Analyzer? does MA uses same downloaded data (NT database or repository) or it dynamically downloads data without looking into data stored in local system?

Thanks
techTD

[NinjaTrader_Kyle]

Hello techTD,

Thank you for your post.

1.) The Free Yahoo EOD feed is a delayed datafeed. In practice, time at which this feed updates varies. In most cases, the update does not occur immediately after market close.

2.) I don't have information on the specifics of the data download available right now, but could check with development if you'd contact us via a note to Support [AT] NinjaTrader [DOT] com.


That said, I do know that the chart and market analyzer are using the same data source. Data loaded in any window loads from an internal database. NinjaTrader will totally reload the data set in the database whenever a window requests data not already loaded in the database.

[techTD]

The thing is when you load the MA after market close it will show current close price. However Chart will show yesterdays price. This is a clear evidence that data source for MA and chart are not same.

If MT uses http://finance.yahoo.com/q?s=BARC.L then EOD data can be available after market close. However , http://finance.yahoo.com/q/hp?s=BARC.L gets updated only on next day.

Please can you help me in understanding the session, exchange setup -> How, when and where they are used.

Does download utility uses first session and then exchange to look for data through current connection?

Or session is just used in chart and exchange used in download?

Do we have any property or setting files in NT where we can change the download URL?

Thanks
techTD

[NinjaTrader_Kyle]

techTD,

1.) Session Template has no effect on your daily data. Session templates effect intraday data only.

2.) Exchange settings serve to link the instrument as it exists in NinjaTrader to your data provider.

3.) It is not possible to edit the Yahoo connection in any way.

[techTD]

Is it possible to get EOD data after market close or not. Say after 3 hours from market close? If we get data next day then there is no point using it. you can't make trading plans.

Thanks
techTD

[NinjaTrader_Kyle]

Hi techTD,

The only answer I can give is that the data will be displayed in NinjaTrader as soon as it is available. As I mentioned, there is variance to when the data provided by Yahoo is updated.

[TCust]

Ninja 7.0.1000.2 very slow download from Yahoo.

x32 and x64 stop download after > 2000..2500 stock's

IQFeed have same problem.

WLD download 7500 stock, in 12 minutes, Ninja not download, please fix problem

[NinjaTrader_Kyle]

TCust,

2000-2500 instruments could be considered the upper boundary of what the software is able to load in to memory.

[techTD]

We can always check that by going to yahoo website. This is open and free.

BUT the only thing we don't know is which link NT uses to download data. If we can find out which link NT uses then we can know if it is possible or not. As I siad yahoo provides historical data next day (http://finance.yahoo.com/q/hp?s=BARC.L) and quotes same day (http://finance.yahoo.com/q?s=BARC.L)

If NT uses http://finance.yahoo.com/q/hp?s=BARC.L to download data or to display chart then we can not get EOD data same day.

Only you guys can tell which URL is used to download data.

Regards
techTD

[TCust]

NinjaTrader_Kyle how about x64 ? x64 not work too.

[NinjaTrader_Kyle]

TechTD,

As I mentioned in my first reply, I don't have that information available to me at the moment. If you'll contact me via email, I can find out and follow up with you there.

TCust,

The 64 bit version of NinjaTrader is allowed more memory access by the .NET framework. All the same 2000-25000 symbols is the upper limit of what the software can load in most cases.

[techTD]

Thanks Kyle

I will send email.

Please do you know if there are any data providers which provides LSE equity data. Delayed intraday or EOD/ intraday at nominal price.

[NinjaTrader_Kyle]

Hi techTD,

The only provider I could think of which might be worth a try is Google Finance. This is a free connection, just like the Yahoo connection.

The following link will take you to a page that details the steps required for creating a connection to Google.
Click here to take me to the Google Connection Guide

[techTD]

Do you know anyone who can provide delayed intraday data.

thanks
techTD

[NinjaTrader_Kyle]

Hi techTD,

The only party I know of offering this service is Kinetick.

Kinetick offers delayed data free-of-charge for instruments their users are not subscribed to. Note that a full Kinetick account would be required for this type of setup, however.