Dates in Yahoo data feed

[Peterl]

I'm using the Yahoo EOD feed and the dates and data shown have some funnies:

1. The previous day's data doesn't always show. I can select one instrument from the MA and it does show, while another instrument doesn't.

2. The date shown is the day after the trading day (e.g. Friday's data is shown with Saturday's date) - (that's visible by using the crosshairs cursor)

3. Can the date format be changed to UK? (dd/mm/yyyy)

4. Even though I'm using Yahoo EOD it will add a bar for today's live data which I don't want

Overall I have the weird effect on a Tuesday (for example) of seeing a bar for Friday's data with Saturday's date (point 2 above), no data for Monday (point 1 above), and then today's live data with tomorrow's date (points 3 and 4)

Would I do better with Kinetick?

Peter

[NinjaTrader_Jason]

Hello Peter,

1. Does it load the requested data if you right click in the chart and select 'Reload All Historical Data'?

Do you notice any consistencies when not all requested data is loaded?

Please check if the chart is configured properly to request the desired historical data. Right click in the chart and select 'Data Series'. Check if the settings under 'Data' are configured as you like.

2. Can you please tell me what session template is selected in the Data Series menu when the date displays one day in the future. Please select the 'US Equities RTH' in the Data Series menu and check if the issue remains.

3. Correction - you can change the date format in the chart properties menu (right click chart).

4. NinjaTrader acts like a radio receiver and displays the data it receives. If real-time data is submitted by Yahoo, it will be received in NinjaTrader. You can set 'End date' to yesterday in the Data Series menu to avoid real-time data for the current day.

I suspect you experience the same issue with Kinetick. The date issue is related to the session template that is selected. When the session template spans across midnight as per the local time on your PC clock, it can result in the issue you experience.

[Peterl]

Hello

1. No - no difference when I reload historical data, so I still have instruments which I don't see yesterday's data for, even after midday.

I don't perceive any commonality between those which don't display. All my instruments are LSE with a ".L"

Data Series looks correct. The end date is 22/03/2011 (today) but last data showing (currently looking at MJW.L) is for 03/19/2011 (Saturday's date but Friday's data).

2. Data Series / Session template is "Use instrument settings".
With "US equities RTH" the date against each candle is correct!! - a step forward.
But the last candle showing is still for Friday's data.

3. OK - although in places the format is correct (e.g. in Data Series window)

4. OK - but it wouldn't be practical to go into Data Series every day and change the end date for every instrument I want to look at (or perhaps I'd only do that once?)

Thanks for your help

Peter

[NinjaTrader_Jason]

Hello Peter,

I tested the MJW.L on my end, however I do load historical data up to yesterday, see screenshot. Does it make a difference if you close the current chart and create a brand new chart via Control Center-->File-->New-->Chart?

Good to hear the time stamp is correct when using the 'US Equities RTH' session template. You can always create custom session templates in the Session Manager to cater the UK stocks. Please see the link below for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/using_the_session_manager.htm

Unfortunately you will need to change it each day. I do not see another way to disable the real-time data you receive from Yahoo. I tried setting 'Market Data Request Interval (secs)' to zero, however I still received real-time data when testing the AAPL. The highest value that you can enter is 10,000 seconds, however you will still receive data about every 3 hours (166 minutes).

[Peterl]

Hmmm - at some point this afternoon MJW.L acquired yesterday's data. However another one still hasn't - JFJ.L - and it is still missing if I do File / New / Chart.

[NinjaTrader_Kyle]

Peterl,

Can you provide me with images of the instrument settings you're using for JFJ.L so that I can test on my end to confirm that I'm seeing the same result?

[Peterl]

Aha - If you right click on a chart and select Properties you can change "Date label format for daily bars" to UK format.

[Peterl]

Peterl,

Can you provide me with images of the instrument settings you're using for JFJ.L so that I can test on my end to confirm that I'm seeing the same result?

Do you mean in the Instrument Editor or where?

[NinjaTrader_Kyle]

Hi Peterl,

Yes, that's correct - instrument editor settings is what I'm looking for.

[Peterl]

Attached (I hope)

Peter

[NinjaTrader_Jason]

Hello Peter,

I tested the instrument on my end and I experience the same outcome. The last bar in the chart dates from 3/18. I do not load any data for this week.

Please note that NinjaTrader acts like a radio receiver and displays the data it receives. It seems there is no historical data available at Yahoo as per the JFJ.L this week.

When I test the JFJ.L using the free Google connection, I did receive historical daily data for 3/21 and 3/22. Please enter JFJ.L next to Google under the Misc-tab as well.

Restart NinjaTrader and check if you receive data when connected to Google. You can find a Google connection guide at the link below.

http://www.ninjatrader.com/ConnectionGuides/Google-Connection-Guide.php

[Peterl]

Yes - Google seems to be OK (although I had to use JFJ against Google in the Instrument Editor because JFJ.L gave me "Invalid Symbol" when loading on the chart).

Thanks for your help.
Peter