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Daily AAPL stock chart not plotting properly

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    Daily AAPL stock chart not plotting properly

    Hi,

    I'm having a problem with the Daily AAPL Stock Chart. When compared to the 1440 Min Chart (Correctly Plotted) there is a huge gap that is not representative of the price action.

    I tried REPAIRING THE DATA:
    1. Disconnect from your data provider(s).
    2. Close NT
    3. Open Windows Explorer, navigate to your NinjaTrader 8 folder under Documents (or My Documents in some Windows versions).
    4. Under the NinjaTrader 8, navigate to the db folder. Inside this folder will be several others, and you will want to delete the following:
      [FOLDER]\Documents\NinjaTrader 8\db\cache
      [FOLDER]\Documents\NinjaTrader 8\db\day
      [FOLDER]\Documents\NinjaTrader 8\db\minute
      [FOLDER]\Documents\NinjaTrader 8\db\tick
    5. The folders above contains saved market data which likely contains the errors causing the gaps, and will automatically be created in the next step.
    6. Restart NT
    7. From the NT Control Center, reconnect to your data providers. Once the data is reloaded, check to see that the gap has been filled. If not, move to procedure 3.
    AND
    1. Take note of the instrument which has the gap and the range of dates which have the gap.
    2. Save your workspace. Go to Control Center > Workspaces, then find yours in the list.
    3. The save link will be just to the right of your workspace name. Click it.
    4. Close all open workspaces.
    5. If you are not already connected to your data provider, connect now.
    Neither of the above fixed the problem. Screen images are attached. Any suggestions?

    Thanks
    Attached Files

    #2
    Hello dmking,

    Thank you for your note.

    I believe that this may be due to the recent split that occurred. Who do you connect to for data? Did you recently update splits or manually add a split to the AAPL instrument from Control Center > Tools > Instruments?

    I look forward to your reply.
    Zachary S.NinjaTrader Customer Service

    Comment


      #3
      Thanks Zachary,

      Yes I did adjust for the split and manually adjusted the Instrument - AAPL. If there was a problem wrt the Split then the 1440 min chart should like the Daily chart. Right??

      Comment


        #4
        Zachary,

        I use DTN.

        Comment


          #5
          Hello dmking,

          Thank you for that information.

          The root of the discrepancy lies in the fact that IQFeed pre-adjusts the daily data but not the minute data. Thus, when adjusting for splits within NinjaTrader, the intraday data will look normal but the day-based bars will be double-adjusted. The workaround here is to use minute based bars to replicate the daily data, or remove the split within NinjaTrader (I would not recommend this option if you require intraday bars, as it will remove the adjustment).
          Zachary S.NinjaTrader Customer Service

          Comment


            #6
            Hey Zachary, I fixed it. In the Split & Dividend section for the Instrument there is something called FACTOR. I had that set at 4 because of the 4:1 split. When I set it to 1, the Chart now looks right. The only thing that I can figure is that DTN back adjusted their data some where along the line. Your questions led me to take a shot in the dark and put a factor of 1 in, which I wouldn't have thought of otherwise.

            Again,

            Thanks

            Comment


              #7
              Yeah,

              I see what you mean on the difference between Daily and Intraday with a factor of 1.

              Comment


                #8
                Hello dmking,

                A factor of 4 would be the correct way to configure the split for your intraday charts since it was a 4:1 split. The conflict arises with the daily chart since IQFeed/DTN pre-adjusts the daily bars server-side while the minute based bars are not. Using a 1440 minute chart would be a workaround for creating a 'Day' chart that is not double-adjusted, since it would function as a day chart but is made up of minute data.
                Zachary S.NinjaTrader Customer Service

                Comment


                  #9
                  Sorry to hijack this thread but there really needs to be an option in NT8 to perform splits on intraday data only. Using a 1440min chart is fine if all you need in terms of higher timeframes are daily charts, but what about users that also rely on weekly and monthly charts?

                  Comment


                    #10
                    Hello mkt_anomalies,

                    Thank you for you post.

                    I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

                    Thanks in advance for your patience.
                    Zachary S.NinjaTrader Customer Service

                    Comment

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