Updating splits

[Swing123]

HI I have NT8 and IQFeed data.
I am currently looking at my XES etf chart (XES had a reverse split on Mar 30). The weekly chart is fine. But drop to the daily and it shows a huge gap up from the reverse split. The lowest price seen on the daily chart is down near $1.89, whereas on the weekly it was around $20. I have followed the procedure outlined in the NT8 manual to updatethe splits. Nothing seem to happen so i did this a few times. Not the weekly low is approx $197! What's going on? and how do I fix it?
Thanks
Swing

[NinjaTrader_PatrickG]

I do not see this same symptom on my end.

Can you elaborate on exactly what you did when you say that you "followed the procedure outlined in the NT8 manual to updatethe splits"?

Does this persist if you right-click on your chart and select 'reload all historical data'?

[Swing123]

Ok. to clarify.
1. Before i did anything, they chart for XES was showing a huge gap up on the reverse stock split on the daily chart and the lowest low in price was around $1.89. Whereas on the weekly there was no gap and it was near $20.
2. I followed the following procedure - https://ninjatrader.com/support/helpGuides/nt8/
3. After the first click, it seemed that NT didn't respond. So i click a couple more times.
4. This really screwed the data up on my chart and relading all historical data does not rectify it. Please see atttached screen shot of daily and weekly XES charts.

[NinjaTrader_PatrickG]

The link you provided is to the help guide in general. If you want to link to a specific page, right-click on the title of the page over on the left side in the tree or right-click on the link at the bottom right of any sub-section. Here is an example:

• https://www.screencast.com/t/zy81luPYB

I assume you're referring to this help guide section:

• https://ninjatrader.com/support/help..._dividends.htm

In your step #3, can you clarify that you clicked 'Update' in the 'Splits & Dividends' section multiple times? Here is an example:

• https://www.screencast.com/t/pUXrFZY1gAR

Or did you manually add a split/dividend?

In the Splits & Dividends section, does your amount of splits and dividends look the same as mine (0 dividends, 1 split)? If not, what does yours report?

[Swing123]

HI Patrick
1. Sorry for the delay, i was not at my desk yday afternoon. Also sorry re link and yes you have the correct link i was referring to.
2. Yes, i updated the splits as you suggest. I didn't manually add it.
3. In the Split/Div section, mine also shows 0 Divs and 1 split. So given this, I don't know where this leaves us...
Thanks
Swing

[NinjaTrader_PatrickG]

Does the display of data change if you clear your cache?

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

[Swing123]

Hi
deleted the relevant sub-folder in the cache folder (confirmed this to be the right file, as a new one of the same name was created when i reopened NT and pulled up XES).
It's done nothing. Chart still screwy.

[NinjaTrader_PatrickG]

Let's try resetting your instruments:

1. First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
2. Next, reset your instruments by navigating to the Control Center > Tools > Database Management
3. In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
4. Lastly, restart NinjaTrader for the changes to occur

Please let us know if we may be of further assistance.

Expand 'Other files' and enable 'Database file'.

Please reference the following ticket number in the body of the email: 2491044 ATTN PatrickG

[Swing123]

Hi I had in fact tried that myself. Did it again following your instructions (up to point 4 - after that i think you may have accidentally pasted some text not meant for me). Restarted. Chart still wrong.

[NinjaTrader_PatrickG]

I wanted to follow up here with the 'fix' we found and expand on why it was occurring in the first place and what the consequences of that 'fix' are:

• Kinetick automatically adjusts splits for daily data, but not intraday data
  • https://ninjatrader.com/support/help..._dividends.htm
• The 0.1 split that was applied to XES when you manually updated splits caused the split to effectively be applied twice to daily and larger time frames
  • If you were viewing an intraday chart (like 5 minute), this would have applied the split correctly.
• We removed the 0.1 split which 'fixed' the daily charts, but keep in mind that intraday charts will now not have the split applied. Unfortunately this is a limitation of the Kinetick data feed regarding splits/dividends

[Swing123]

Thanks for the fix. Just to add. If somone has similar problems in future, don't forget to follow Patrick's instructions above to clear your cache.

[total3]

If you are a DTN IQFeed customer (and Kinetick as well):

- as Patrick wrote above"Kinetick automatically adjusts splits for daily data, but not intraday data"

If you want the intraday day data adjusted as well I found this way which seems to work:

- go to Tools => Options => Market Data " => unselect "adjust for splits daily data" and select "Adjust for spilts instraday data"
- then got to Tools => Instruments => select your instrument => go spilts and manually put in the split data
- reload historical data

Now: IQ feed automatically adjusts daily and with the way above the intraday data gets adjusted as well.

Looks like problem solved to me.


Thank you to Patrick because I always had this issue and not until I read his explanation could I find a solution!