Weekend stock data

[TraderGreg]

How and from where does NinjaTrader get weekend stock data? I had Exclude weekend set to false, and had data show up for today (Saturday) for Sears (SHLD), traded on the Nasdaq. My connection is to Yahoo Finance, but they have the last trade marked for Friday. Where is this other data coming from?

Thanks,

Greg

[NinjaTrader_JoshP]

Any data showing in NinjaTrader will have to come from your data feed. If you happen to have data pop up on the weekend your data feed is providing that data. Maybe you connected to Sim Data Feed and had Store real-time data checked?

[TraderGreg]

No, my only connection is to Yahoo Finance. I really don't know where that data is coming from. Thanks.

[NinjaTrader_JoshP]

You can try deleting your data set and reloading it. Look in the Tools menu for data management things.

[TraderGreg]

I tried unchecking the store data button in the data management options, but otherwise I really don't see anything that can prevent this in data management.

I've tried loading several charts. I get Saturday stock prices on about half of them, with absolutely no correlation with whether or not "exclude weekend" is set to true or false.

The only noticeable thing I get is that most of them seem to have exactly the same volume as friday, but still not all of them do.

Sometimes the chart will load normally, and then saturday data will load randomly a second later. Or it has loaded with that bar and then disappears after a quick refresh.

There is no correlation to the stock either. Not that there would be, but I had it in Sears before and have since tried it on all the blue chips from both the Nasdaq and Nyse, and apparently they all had practically random candlesticks with a carry-over of Friday's volume. What the hell is this?

I appreciate any help.

Best Regards,

Greg

[NinjaTrader_JoshP]

Please try this. Disconnect from data provider. Delete all data for a particular instrument. Then connect and try to load a 1day chart of that instrument. See what happens. If you are still getting weekend data then there is no other possibility besides Yahoo is just happening to spit something out for those dates. Also, ensure you are not running anything else. No strategies and no indicators.

P.S. On my end I tried pulling up MSFT daily chart and all I get is data up to 7/18 which is correct.

[TraderGreg]

Attached is a word document showing a printscreen of a ten day BBBY chart. I have shut down my computer in the past day, so this is an entirely new chart and connection. You can see that there are 11 bars, the same bar that was showing up yesterday for BBBY (the date changed to 7/20 for some reason) showed up a fractional second after the first part of the chart loaded.

If it is a problem with the connection (I have emailed Yahoo support about this), why am I getting 11 bars and not ten? I repeated this with IBM, and the same thing happened.

Thanks,

Greg

I had problems with file size in word. It's now a paint file.

[NinjaTrader_JoshP]

Greg,

I can't reproduce your results on my end. Please try deleting all of your data then reconnecting. You might as well give a shot to removing your Account Connection and recreating it too.

[TraderGreg]

I have tried removing the yahoo connection and then adding it again, but it didn't do anything. How do I wipe my data? I know I can still open old charts without any connection, so this odd data probably is stored somewhere.

I did try unchecking the store real time data box in data management, but I can still open the charts without a connection. I don't really know where else to look (didn't really see anything from the control center).

I am foreseeing that this problem may resolve itself once the market opens again, since the errant stock data did change dates from 7/19 to 7/20. If this is the case, I would still like to try a few more things, since it is likely to occur again (next weekend, maybe?).

I did search a few other data providers, but I'm having some problems signing up for OpenTick. However, I would still like to find the source of the problem first.

Btw, even if these things aren't working, I appreciate your suggestions.

Thanks Again,

Greg

[NinjaTrader_Dierk]

You always could delete historical chart data by Tools->Options->Historical data->Delete.

[TraderGreg]

At 1:57 AM Exxon is down 2.00 on very heavy volume for the day (7/22) according to my chart. This is a problem for me. Do you have any more ideas? I haven't received an answer from Yahoo customer service. I appreciate your efforts.

Best Regards,

Greg

[NinjaTrader_Dierk]

You could try a different data vendor. Apart from that, I would not see other options.

[TraderGreg]

Yahoo is trying to help figure out this problem. What kind of feed is yahoo? RSS? I didn't see it in any of the help files. Thank you for your time.

[NinjaTrader_Dierk]

YAHOO data is pulled from their web site (no RSS).