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Adjusted Historical Data does not seem to be supported

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    Adjusted Historical Data does not seem to be supported

    Hi,

    I want to use historical data that is adjusted. In one case, I am using TLT from 2002. I can import unadjusted data fine but NT seems to only support imports with the following fields: Date;O;H;L;C;V (no field for adjusted prices). I thought I would simply substitute the adjusted prices in the Close column. That doesn't work because the adjusted price on an early date is lower than the Low of that day.

    The log error is:
    Default TLTA: Illegal close value in line 0 at 7/26/2002. Close value needs to be greater/equal low value: 20020726;82.67;82.8;82.42;44.7504;316300

    How do I work with adjusted data in NT8?

    I have attached the file I'm trying to import.

    Thanks!
    Attached Files

    #2
    Hello DoctorGM,

    Thank you for your post.

    All of the Close prices from this file are much lower than the Low prices. You would need to edit the file such that all of the low prices that are greater than the adjusted close price become that adjusted close.

    Please let me know if I can assist further.
    Chris L.NinjaTrader Customer Service

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