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Automatic Split Adjustment

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    Automatic Split Adjustment

    Hello,

    As several others have already suggested in the past (see link to thread below), it would be awesome if NT could automatically adjust for stock splits and dividends once the user has ticked the corresponding boxes in Control Center/Tools/Options/Data tab.

    Generally speaking, I find that plenty of invaluable time is spent doing really tedious tasks on NT's Instrument Manager that should be automated...

    Thanks for listening!

    Stopped

    http://www.ninjatrader.com/support/f...end+adjustment

    #2
    Hello,

    Thank you for your suggestion.

    I will send this into development.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

    Comment


      #3
      Hello,

      Also, Please see the following page for data feed providers that already provide split adjusted data.

      http://www.ninjatrader.com/support/h...rical_data.htm

      Let me know if I can be of further assistance.
      BrettNinjaTrader Product Management

      Comment


        #4
        I have two questions:

        1) Is there any news on this front with NT7 or do we still have to go manually to the instrument manager for all hundreds of shares to update the stocksplits and dividends?

        2) If this is still the case, are you aware of any external scripts that could perform this task in the mean time?

        3) Suppose I want to do stocksplits but NOT dividend adjustments. Is that possible in an easy way? Or do I have to do splits+dividends and then manually remove all dividend adjustments for every instrument?

        Cheers

        Comment


          #5
          Hello,

          This is the case in NinjaTrader 7.

          Please see my previous post on this as it shows data feed providers that already have this done on there side in the data feed. Please sign up for one of these data feed providers.

          Not possible on your third question.

          Let me know if I can be of further assistance.
          BrettNinjaTrader Product Management

          Comment


            #6
            OK, I'll have a look to see if I can use the Google feed then.

            Thanks

            Comment


              #7
              Originally posted by NinjaTrader_Brett View Post

              Not possible on your third question.
              Maybe I misunderstood your answer. I read it as: you can NOT do just a correction for stocksplit without doing also an adjustment on dividends at the same time. However, I just found under Tools->Options->Data the option to adjust for splits, dividends or both. And as far as I can see, this works perfectly with the Yahoo feed!

              So, problem solved!

              Btw: I still hope you guys make the update automatic, as suggested in the openingspost of this thread.
              Last edited by FireFly; 01-08-2011, 02:55 PM.

              Comment


                #8
                Today I went through the long task of manually pressing the "Update Splits and Dividends" button for about all the S&P500 shares. I came across two problems (using the Yahoo feed):

                1) If a symbol does not exist in Yahoo it seems NT7 hangs (or waits forever). Is this a bug or is there a (very long) timeout that I can manually set somewhere?

                2) The symbols BF.B, BRK.B and VIA.B don't exist in Yahoo so I have to manually change them for the Yahoo feed to BF-B, BRK-B and VIA-B. After that the data loads fine but unfortunately the "Update Splits and Dividends" makes NT hangup.

                Comment


                  #9
                  Hello,

                  1) How long a hang are we talking here? Can you give me an example of a stock this occured on?

                  2) is these instruments the same as 1?

                  I look forward to assisting you further.
                  BrettNinjaTrader Product Management

                  Comment


                    #10
                    Originally posted by NinjaTrader_Brett View Post
                    Hello,

                    1) How long a hang are we talking here? Can you give me an example of a stock this occured on?
                    I have not waited longer than about 1-2 minutes since the dividends/splits update usually only takes a few seconds. This occurred on the instruments that I mentioned or any symbol that is not available (anymore).

                    2) is these instruments the same as 1?
                    Yes, and also with any invalid symbol.
                    Last edited by FireFly; 01-10-2011, 07:53 AM.

                    Comment


                      #11
                      Hello,

                      Thanks,

                      I was able to duplicate and have sent into development.
                      BrettNinjaTrader Product Management

                      Comment


                        #12
                        Originally posted by NinjaTrader_Brett View Post
                        Hello,

                        Thanks,

                        I was able to duplicate and have sent into development.
                        Thanks!

                        Please note that there seem to be TWO issues here:

                        1) Updating dividends/ splits hangs when attempted on INVALID symbols

                        2) BRK-B, VIA-B, BF-B are VALID symbols in Yahoo but their dividends/ splits are not updated (but price data works fine)

                        Comment


                          #13
                          Hello,

                          I got the number 2 issue. However can you give me an example of 1.

                          I look forward to assisting you further.
                          BrettNinjaTrader Product Management

                          Comment


                            #14
                            Originally posted by NinjaTrader_Brett View Post
                            Hello,

                            I got the number 2 issue. However can you give me an example of 1.
                            .
                            For example: BEAS which is not a valid symbol anymore or MEDI

                            Comment


                              #15
                              Hello,

                              Thanks for this we are look into.
                              BrettNinjaTrader Product Management

                              Comment

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