Some data from Yahoo is shifted by 1 day

[Alvantage]

Hello,

I downloaded all daily data from Yahoo.

When I pull into a chart, I realized that some stock has time stamp recorded correctly at 16:00PM. However, for some other stock, the time stamp is actually 00:00AM and the day shifted by 1 day to the next. I understand that the downloaded daily data from Yahoo does not have time stamp. Therefore, some time stamping must be done in NT.

This causes problem for my programs because I need correct day information.



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I attach the chart for AAPL which has proper time stamp and PANL which has wrong time stamp. Notice that the price jump in PANL actually occurred on March 16. However, the chart shows the price jump on March 17.

[Alvantage]

The problematic stocks appear to be those which I added the symbols while the proper stocks seem to be those which are already in the list.

[NinjaTrader_RyanO]

Hi Alvantage,

Thank you for your post.

In testing this I am seeing the same behavior and the reason it is showing for the added stocks is based on the Session Template for added stocks, which will use the Default 24/7, and thus the bar close time is at Midnight. However, the stocks that are pre-loaded have a defined template of US Equities RTH

If you right-click on the chart and then select Data Series please change the Session Template to US Equities RTH for PANL to match AAPL's pre-defined settings and then please let me know the value of the most current bar since in my tests this did change the close time.

[Alvantage]

Yes, I just discovered the same problem, i.e. the session template.

Now, when I uploaded the symbols to the instrument manager, I selected all default 24/7, not the Equities RTH. When I changed the session template for PANL manually in the instrument manager, the time stamp is proper now.

One way to solve my problem is of course to manually change the session template one by one. But I have thousands of stocks in my list. Any way to do it in batch?

I tried to re-import the same stocks, but this time with Equities RTH session. However, it did not replace the old ones!

[Alvantage]

Btw, is there a way to remove stocks from the Instrument manager in batch?

[NinjaTrader_RyanO]

Hi Alvantage,

Rather than changing the individual Session Templates you could change the Session Template that is applied by Default in NinjaTrader within the Session Manager so that the time stamping matches the pre-loaded instruments, but this would end up modifying your default 24/7 template for all instruments.

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

As for the removing of instruments you can go to Tools > Instrument Manager and then highlight the instrument you wish to delete and then hit the Delete button.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?manage_database.htm

[Alvantage]

Could you please show me step by step how to change the default session template for all?

As for deleting stocks, I know I can do it one by one the way you suggested. Is there a lot more efficient way since I have thousands of stocks?

[NinjaTrader_Kyle]

Hello Alvantage,

Default session template is an instrument-by-instrument setting. Unfortunately, there's not a method by which to apply a template to all instruments.

Deleting instruments also must occur on an instrument-by-instrument basis.

Sorry for any inconvenience this may cause.