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Daily prices 1 day late?

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    Daily prices 1 day late?

    I wrote a strategy to compute some stats on a list of stocks. When I run the strategy with the end date set to today's date (6/20) I get results up to 6/18. I do not get results from 6/19.

    Is this because the 6/19 daily bar will not be closed until Monday at the open? If so, how can I get data from Friday? If I get my data one day late then it's not going to be useful for me.

    #2
    cunparis, which datafeed / broker are you using to get this data?

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      #3
      Originally posted by NinjaTrader_Bertrand View Post
      cunparis, which datafeed / broker are you using to get this data?
      I've tried both yahoo & iqfeed.

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        #4
        This is strange, for example when you check some DOW stock using Yahoo today, you would also get today's 'in progress' candle. Habe you tried to reload the needed historical data before starting the strategy?

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          #5
          Originally posted by NinjaTrader_Bertrand View Post
          This is strange, for example when you check some DOW stock using Yahoo today, you would also get today's 'in progress' candle. Habe you tried to reload the needed historical data before starting the strategy?
          I believe the problem is that the daily candle is not closed until the next day's open. This is certainly the case with minute bars, but it seems to be true with daily bars as well. In both cases I think it's bothersome but I've been told this is by design (at least for the minute bars).

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            #6
            cunparis,

            You are correct in the behavior. All bars only close when the next bar begins building. If you are using the Strategy Analyzer however it should still close on the last bar.
            Josh P.NinjaTrader Customer Service

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