YAHOO data does not match

[fx_pete]

Hi,

I have downloaded & displayed udjusted ETF data from Yahoo and after some number of bars I am seeing a difference between the udjusted close as displayed on Yahoo and the close given by the chart (ie for SPY, March 15 2012: Yahoo adj. close=138.64 but NT chart adj. close=137.83).

could someone please explain why this is happening?

Thanks ...

Peter

[NinjaTrader_JC]

Hello Peter,

What chart interval are you using on your charts? 5 Minute, 1 Day, ect...

Happy to be of further assistance.

[fx_pete]

sorry, I am looking at daily charts ....

[NinjaTrader_JC]

Hello Peter,

Could you try to delete your historical data using the instructions provided at the following page of the NinjaTrader Help Guide:

Removing Historical Data

* Once the data has been deleted close NinjaTrader.
* Open the (My) Documents\NinjaTrader7\db\cache folder.
* Select all files then right mouse click and select “delete.”
* Open NinjaTrader and connect to your data provider.
* Open an new chart.

If the issue still persists could you attach a screenshot of the chart that you are view. See also attached images.

Happy to be of further assistance.

[fx_pete]

Deleted all data as described, restarted and reloaded but no change. Screenshot below. I have the adjust for splits and dividends checked in Options->Data. It seems that the closes prior to the last dividend on Sept. 21 2012 are good but the further we go back the worse it gets.

[NinjaTrader_JC]

Hello Peter,

Thanks for the information.

You may try to only connect to Yahoo and then follow the steps in the link below to Update the splits and Dividents by using the "Update splits & dividents" button.

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

Restart NinjaTrader, and load up the chart.

Let us know if the issue persists.

[fx_pete]

I have done that and problem still persists ... please advise
thanks

[sledge]

I have done that and problem still persists ... please advise
thanks

Does it go away if you remove the option for splits and dividends?

Even the Yahoo chart is correct.

I think the data is already adjusted and you don't need to have the option enabled..

http://finance.yahoo.com/echarts?s=SPY+Interactive#symbol=spy;range=20120312,20120319;compare=;indicator=dividend+volume;charttype=candlestick;crosshair=on;ohlcvalues=0;logscale=off;source=undefined;

Even my TDA chart matches the data in the sheet on the right of your image.

[fx_pete]

thanks for your help but the 140.72 close is not adjusted for splits and dividends. See
http://ca.finance.yahoo.com/q/hp?s=S...g=d&z=66&y=132

the adjusted close should be 138.64.

My understanding is that I can use "Update splits and dividends" option in Instrument Manager to download the splits/dividend data from a connection provider that supports it, which Yahoo does. Then if you have the adjust for splits & dividends option checked under Options->Data the chart should display the updated prices.

[fx_pete]

ok got it to work ... for some reason when I changed the <Instrument Settings> session template in the Instrument Manager to US Equities RTH, the change did not stick and when I was displaying the chart the default session template (24/7) was used and I was in effect looking at the wrong day. Though something is still bothering me about this because I don't recall seeing 138.64 anywhere close by. Anyway it looks ok for now ... thanks everyone for your input!

[sledge]

ok got it to work ... for some reason when I changed the <Instrument Settings> session template in the Instrument Manager to US Equities RTH, the change did not stick and when I was displaying the chart the default session template (24/7) was used and I was in effect looking at the wrong day. Though something is still bothering me about this because I don't recall seeing 138.64 anywhere close by. Anyway it looks ok for now ... thanks everyone for your input!

I was about to ask if NT was subtracting too much out for more recent dividends. lol


I wasn't sure, but your NT chart did look 1 day off with my TDA chart...