Recently, I discovered a disconcerting peculiarity with Kinetick's historical stock data.
Daily bars are split adjusted, but intraday data (minute, tick, etc) is NOT.
That means that if, like me, you're running a strategy / indicator off a multi timeframe chart that uses both intra-day and daily data (for example, referencing the SMA(14) of the daily bar in your 30-minute chart), you'll get wildly inaccurate numbers.
More details here: http://www.ninjatrader.com/support/f...851#post324851
The folks at NT have been very helpful in suggesting workarounds to this problem (i.e. using 1440-minute chart to simulate a day bar), and as a band-aid, it'll do for now.
However, I'm looking for a permanent solution with a data feed that pre-adjusted for splits intra-day. With Kinetick, since the intra-day data is unadjusted, it's a pain in the butt having to manually adjust for splits for EACH stock through Instrument Manager ( and my stock universe is close to 4000 stocks!).
Can anyone recommend a data provider that already accounts for splits? I've read somewhere that BarChart's data do so. Would appreciate any comments or suggestions!
Thanks.
-Nick
Daily bars are split adjusted, but intraday data (minute, tick, etc) is NOT.
That means that if, like me, you're running a strategy / indicator off a multi timeframe chart that uses both intra-day and daily data (for example, referencing the SMA(14) of the daily bar in your 30-minute chart), you'll get wildly inaccurate numbers.
More details here: http://www.ninjatrader.com/support/f...851#post324851
The folks at NT have been very helpful in suggesting workarounds to this problem (i.e. using 1440-minute chart to simulate a day bar), and as a band-aid, it'll do for now.
However, I'm looking for a permanent solution with a data feed that pre-adjusted for splits intra-day. With Kinetick, since the intra-day data is unadjusted, it's a pain in the butt having to manually adjust for splits for EACH stock through Instrument Manager ( and my stock universe is close to 4000 stocks!).
Can anyone recommend a data provider that already accounts for splits? I've read somewhere that BarChart's data do so. Would appreciate any comments or suggestions!
Thanks.
-Nick
