Split Factor

[dclark0803]

Trying to add a 3:2 split in the instrument manager. What is the correct factor for this? Thanks

[NinjaTrader_Matthew]

A 3:2 split would be a factor of 1.5

Some market data providers provide already adjusted data while others do not. Please see the Adding Splits and Dividends page of the help guide for more information on adding split and dividend data to an instruments:

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

[mickael28]

Please see the Adding Splits and Dividends page of the help guide for more information on adding split and dividend data to an instruments:

http://www.ninjatrader.com/support/h..._dividends.htm

Hello,

I'm using version 7.0.1000.16 and when I am connected to Yahoo servers, go to the Instrument Editor as detailed in the help page, but when I click on 'Update splits & dividends' for a couple of stocks I've tried like:
* COH
* TSCO.L

NinjaTrader just hangs forever, I've waited like 15mins and tried like 5 times but I just need to kill the task without any split or dividend information being updated.

The log doesn't capture any information either as it just hangs.

Can you please try in your end and see if this is an actual bug in this version?

Many thanks...

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please shut down NinjaTrader then update to the current 7.0.1000.26 release of the software via this link: http://ninjatrader.com/download-registration.php

After installing please restart NinjaTrader. Before connecting to any data source please open the Options menu. (Tools > Options) In the Data tab, click the 'Reset Instruments' button then restart NinjaTrader. Finally, reconnect to your data source and try updating splits and dividends again.

[mickael28]

Hi Kyle, thanks.

This new version managed to retrieve some data, however, I've noticed that the logic to calculate the splits is doing something really strange, for example, attached the chart for Rolls-Royce (RR.L). When the stock split happened it seems that NT is creating some negative values for the price of the stock.

Any idea what could be happening?

Thanks...

[NinjaTrader_Kyle]

Hello,

Which values do you see used for the most recent split/dividend for the instrument within NinjaTrader's Instrument Editor? Do these values match the values which you see reported for the split/dividend at Yahoo Finance?

[mickael28]

Something pretty strange. Attaching a couple of screenshots:

1st- the stock split values, which seem ok, ie, aligned with Yahoo

2nd- a comparison of the stock prices from yahoo with NT without applying stock splits (in which case we can see already a problem form the days straight after the split - Apr 24, 2013 until May 14,2013 (all these days have the same value for whatever reason?) - and then with NT with stock split applied, where we can see the negative values starting on May 14, 2013 (which were the values that didn't look correct just by importing the data from Yahoo)

Could you see something that could cause this problem?

[NinjaTrader_Brandon]

Hello Michael,

Thanks for your reply.

Please disconnect and go to Tools> Options> Data
Select Reset Instruments and RepairDB
Exit NinjaTrader
Open the following directory in Windows
Documents\NinjaTrader 7\db\day
Delete the AAPL data in this folder
Open the following directory in Windows
Documents\NinjaTrader 7\db\cache
Delete the contents within this folder
Start NinjaTrader and follow the steps in order from the following video on AAPL

https://www.youtube.com/watch?v=JUiD2wK8MKM&index=9&list=PL82A14C398CA140D7

[mickael28]

Hi,

I tried resetting the instrument, repearing DB, deleting data and cache in windows and still something strange in the way the date is imported.

Not sure if it's for this particular ticker only though, if you can have a look at your end in case there is a bug pls?

The ticker in Yahoo is RR.L, just create a chart from let's say 2000 to see the strange output (or check the details for 2013 and 2012 of historical prices to see the negative values).

I think I'll try to do the split manually in the next few days and just import the data file instead...

Thank you!!

[NinjaTrader_Brandon]

Hello mickael28,

Thanks for your reply.

I have verified this data is incorrect/incorrectly adjusted by Yahoo resulting in the large spike mid 2013.

[mickael28]

I see, thank you Brandon. I'll have a look manually then...