incorrect data coming thru on charts

[Almsoo7]

Incorrect SGX chart data from Yahoo

I also noticed that the candlestick data (daily) is wrong when I compared with ChartNexus data. I have already checked the options for splits and dividends, as well as adjusted the session time zone to be in sync with my computer clock but the problem persists. Is this got to do with the coding of the calculations itself?

[NinjaTrader_RyanL]

Hello Almsoo7,


Thank you for your forum post and welcome to the support forums!


Please let me know which instrument are you testing on SGX also please link me to the data you are comparing to so I can test on my end.


This may have something to do with Yahoo providing daily price data versus ChartNexus providing settlement daily data or visa versa.


I look forward to assisting you further.

[Almsoo7]

I am looking at R07.SI. I think the problem is that the historical prices in Yahoo Finance are rounded to 2 decimal places whereas ChartNexus uses the exact figures. Is this the daily settlement price issue you mentioned?

[NinjaTrader_RyanL]

Hello Almsoo7,


Thank you for the follow up.


As I test on my end, I get a current price of .73


The daily settlement price situation is when connecting to a data provider, you will be forced to use the session start and end times for that data provider on daily charts.


If the start and ending times that your data provider are not going to work for you then you can work around this for example, by creating a 1440 minute chart (1440 minutes in a day) and applying the session template that would apply to the start/end times for the instrument (Either an RTH or ETH session template)


The session template on daily bars will only effect what date is shown and will effect none of the other data as it is provided directly from the data provider as a settlement price.




In this case, you cannot workaround the Yahoo connection with a 1440 minute chart as the Yahoo connection does not support minute data.

[Almsoo7]

So is there an alternative data provider for SGX that I can use? I tried Google Finance but it says error downloading the prices as the stock doesn't exist.

[NinjaTrader_RyanL]

Hello Almsoo7,


Thank you for the follow up.


You can obtain real-time data for SGX from Interactive Brokers as well as eSignal.

[Almsoo7]

Thanks but do they require subscription fees? Both require accounts to be set up.

[NinjaTrader_Brandon]

Hello Almsoo7,

Thanks for your reply.

Yes, they do have fees. You would need to contact them for details.