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Chart Data - Splits & Dividends with Kinetick

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    Chart Data - Splits & Dividends with Kinetick

    Hi,

    Alright, I've been looking into adjusting the data for splits and dividends and I'm confused as to one issue. Please clarify.

    Checking off adjust for splits and adjust for dividends in the tools --> options --> data tab means that data from the server will be adjusted according to the splits and dividends defined in the instrument manager, manually defined or using the update splits and dividends button under the misc tab. Right?

    If your data provider gives you adjusted data then you shouldn't check off those options in the data tab as your data will be adjusted twice.

    I get data from Kinetick which provides split adjusted daily data and non-adjusted intraday data.

    SO, If I check off adjust for splits, then my intraday data is adjusted but my daily data is adjusted twice. If I don't check off adjust for splits, then my daily data is adjusted from the server but my intraday data is not.

    How can I get both my daily and intraday data adjusted for splits?

    #2
    Hello stockgoblin,

    Thank you for your post.

    You are correct, the Daily data would be double adjusted due to already being adjusted.

    To have your intra-day data adjusted you will have the use 'Adjust for Splits' and 'Adjust for Dividends'.

    If you want to view Daily data as well without the double adjustment, then please use a 1440 minute chart to view a full day with the splits and dividends.

    Please let me know if I may be of further assistance.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Hi, I'm confused now about split adjustment. Here's what I read in NinjaTrader 7 user-guide under "Understanding Splits and Dividends" (all the way at the bottom under the data feed table):
      Adding Splits and Dividends

      You must add splits and dividends per instrument in the Instrument Manager. Please see the Adding Splits and Dividends section of the Help Guide for more information.
      • NinjaTrader stores historical data in it's local data repository in an unadjusted state
      If the data provider provides adjusted data, NinjaTrader will convert the data into its unadjusted state prior to local storage
      So is the Daily stock data that comes from Kinetick converted " into its unadjusted state prior to local storage"? For which data feeds would NinjaTrader 7 do this conversion?

      And what is this about adding splits manually via the Instrument Manager? Is that something I have to do using Kinetick data for stocks? I see yahoo is no longer offered, so the example in the user-guide about doing this manual adjustment is a bit confusing. Does the Google connection work as a proper substitute for Yahoo, now?

      Best,

      Daniel Roe

      Comment


        #4
        Hello TradeThePlan,

        Thank you for your post.

        You can find details on the providers that provide adjusted data at the following link under "Understanding splits and dividends": https://ninjatrader.com/support/help...rical_data.htm

        NinjaTrader will not adjust data from your data provider but any data imported manually will be adjusted if NinjaTrader has definitions for the splits and dividends in the Instrument Manager for your instrument.

        Please let me know if you have any questions.
        Patrick H.NinjaTrader Customer Service

        Comment

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