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historical data not adjusted after split

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    historical data not adjusted after split

    Hi there,

    I've just discovered that some of my stocks historical data has not been adjusted after a split!

    For example DHT had a 1/12 reverse split on July 16 and everything before that data has not been adjusted (see image capture).

    I've used the historical data manager to reload the DHT data but it does not change the pre-split data.

    My data provider is TD Ameritrade.

    Any ideas how to ensure that your historical are always adjusted when there is a split? Should I reload everything regularly?

    Many thanks for the help,
    chris
    Attached Files

    #2
    Hello Chris,

    You can update equity data as per splits and dividens as per the instructions below
    http://www.ninjatrader.com/support/h..._dividends.htm
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason, thank you for the quick reply and the solution. I've nearly 2000 instruments in my list, is there any way to update this automatically and not manually?

      Should I reload all historical data on a regular basis? Will it overwrite the old historical data or just add the new ones?

      Comment


        #4
        Unfortunately there is no method to update multiple instruments at once - you will need to update each individual stock instrument.

        You do not have to reload historical data on a regular basis. Please see the link below under 'When does NinjaTrader load historical data?' for information how NinjaTrader loads historical data.
        http://www.ninjatrader.com/support/h...rical_data.htm
        JasonNinjaTrader Customer Service

        Comment


          #5
          So far my historical data for DHT have not been adjusted using Yahoo and your procedure.

          by reading the table "Enabling Splits and Dividends" on the page you've sent me, it seems only Google does that. Should I reload everything using Google?

          Comment


            #6
            Google will not allow you to update splits and dividends in NinjaTrader, only Yahoo.

            You could manually enter a split if it does not load from Yahoo.
            JasonNinjaTrader Customer Service

            Comment


              #7
              I'll have to further investigate how to do it because so far the data are not adjusted. Is there a quick way to delete all the historical data and reload everything?

              Comment


                #8
                Can you please go to Control Center-->Tools-->Historical Data Manager-->Reload and click Reload All. Check if the data is updated as per the splits you loaded.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  I don't know what I did but now the historical data have been adjusted on the chart (not when you look at the historical data editor).

                  The reload function doesn't seem to do anything so I am not sure what solved the issue now?
                  Last edited by ch9090; 09-24-2012, 08:14 AM.

                  Comment


                    #10
                    Good to hear the data is adjusted.

                    You need to reload the data after the split is loaded if data is not updated automatically. Likely the reload fixed the issue. When performing a reload from the Historical Data Manager, it seems nothing happens. However you can check the status at the lower right corner of the Control Center.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      The reload seems to do the trick but it seems to be instantaneous. I don't see anything in the control center "status bar".

                      So far I've to adjust each stock individually. Any chance to do something automatic? If I reload everything from Yahoo will it includes all the splits and dividends?

                      Thank you Jason.

                      Comment


                        #12
                        Good to hear it works.

                        Unfortunately it is not supported to update multiple stocks for splits and dividends at once. You will need to do it for each instrument individually as per the instructions at the link below
                        http://www.ninjatrader.com/support/h..._dividends.htm
                        JasonNinjaTrader Customer Service

                        Comment


                          #13
                          I am having a similar problem but I have made the adjustments in Instrument Manager but the data that is loaded when connected to YAHOO is not adjusted... please advise how to proceede

                          thanks

                          Comment


                            #14
                            got it to work ....

                            Comment


                              #15
                              I am coming back to this issue since I started a new optimization campaign on 2000 stocks and Yahoo daily data seems of higher quality than Google (many splits are not taken into account).

                              I understand that Yahoo historical daily data are not pre-adjusted for splits and dividends. However if I select the option (under options > data > "historical chart data") for "Adjust for splits" and "Adjust for dividends" in NT and I download all historical data from Yahoo directly I was wondering if this data I'll use for backtesting and optimizing will be "post" adjusted for splits and dividends?

                              Thank you for your help.

                              chris

                              Comment

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