Split history bug in NT8

[mic414]

I found a bug (or undocumented feature) in how split history is applied.


I'm using NT 8 v14, with a Kinetick data connection.
I was having problems with instruments that had many splits, e.g. VXX.



1st issue: whereever NT is pulling split history currently in the Instruments settings, it is not complete. E.g. for VXX, it only brings up the 2 most recent splits.



2nd issue: you can add the additional splits manually, and if you do that, by default these additional split dates get added at the end of the split history list. To use VXX as an example, NT only populated the 2016 and 2017 splits, and when you start adding the 2013, 2012 etc. splits manually, these would get added after the 2016 and 2017 entry.

And here is the bug: if the dates are not listed in chronological order correctly, NT will NOT apply the splits in the chart at all.

You need to manually reorder the dates for this function to work properly.


NT8 Devs: I think this worked in NT7, incorrect chronological order didn't break the feature. Can you please fix this?

[NinjaTrader_PatrickH]

Hello mic414,

Thank you for your post.

On the first item; the Splits downloaded are those from the data provider you are connected to. The number of Splits and their information are solely from the data provider.

The second item I will report to development as well as the splits not being applied.

[NinjaTrader_PatrickH]

Hello mic414,

Thank you for your patience.

Development has the request to add the option to sort the Splits.

However, on the Splits being out of order and then not applying correctly; I was unable to reproduce this. Can you attach a screenshot of the chart with the Splits out of order and then one with the Splits in order for the VXX that clearly shows the difference?

I look forward to your response.

[mic414]

Hi Patrick, sure, I attached 2 bitmaps.I didn't mention, but I observed the problem on intraday charts, did you try these or daily? I didn't check daily charts.

Anyhow, the 1st screenshort shows the chart when the the split history is not correct chronologically and chart data is not back-adjusted. The second bitmap shows the correct behavior. The only change between these two was the split history.

Additional info:
- data feed is IQFeed
- in the data feed properties, the "Use back-adjusted data' option is checked
- in NT Option\Market data, both "Adjust for splits - daily" and "Adjust for split - intraday" is checked.

[NinjaTrader_PatrickH]

Hello mic414,

Thank you for your response.

I am able to recreate this with the information from your screenshots and I have reported this to development.

[NinjaTrader_PatrickH]

Hello mic414,

Thank you for your patience.

A fix for this behavior is expected for implementation in the next release of NinjaTrader 8 but I cannot guarantee implementation. Please refer to the Release Notes at the following link with the id NTEIGHT-12866 when the new release is provided to the public.

Release Notes: https://ninjatrader.com/support/help...ease_notes.htm

Please let me know if you have any questions.