Unable to download End of Day data with NinjaTrader

[mickael28]

Hello,

I'm trying to get the End of Day price for several instruments traded in LSE and getting errors with both, Google and Yahoo finance, even though I can open the symbols in those 2 sites.

For example, I can get to the historical data of the following instrument:

https://www.google.com/finance/historical?q=LSE:MG_JAPA_SMAL_1TWM3YE

http://uk.finance.yahoo.com/q/hp?s=GB0030939002.L

However if then I create a new instrument for the LSE exchange with the symbol MG_JAPA_SMAL_1TWM3YE for Google and GB0030939002.L for Yahoo I get the following problems when I try to download from the Historical Data Manager:

1. For Google (Day/Last): Error on reloading data. Failed to retrieve data from Google (Panic)
2. For Yahoo (Day/Last): it doesn't fail but it doesn't download the correct data, have a look at the file attached, total different prices

Any idea what's the problem and how to fix it or work around it?

Thank you.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please provide a link to the Yahoo and Google finance pages for the two symbols.

[mickael28]

Hi Kyle,

I tried with a couple of examples of some funds that I saw working in Multicharts:

https://www.google.com/finance/historical?q=LSE:MG_JAPA_SMAL_1TWM3YE

http://uk.finance.yahoo.com/q/hp?s=GB0030939002.L

[NinjaTrader_Kyle]

Hello,

Can you please provide the exact symbol you've entered in the Google page? The link you've provided does not resolve itself correctly.

[mickael28]

For checking the charts it's just

https://www.google.com/finance?q=MG_JAPA_SMAL_1TWM3YE

http://uk.finance.yahoo.com/q?s=GB0030939002.L

I got the other links when double checking I could access the historical data.

The symbol for Yahoo is more straight forward, but it doesn't seem to work either...

[NinjaTrader_Kyle]

Hello,

Unfortunately, neither of the links provided will work when I try them here. Please provide the symbols you're using so that I may try to find the correct settings another way here. Please provide just the symbols rather than another link.

[mickael28]

I think that's the problem I was having as well, I was having problems from NT.

The symbols are those provided:

* GB0030939002.L => for Yahoo Financials
* MG_JAPA_SMAL_1TWM3YE => for Google Finance

With those symbols you can access the charts in those 2 websites, access their historical data (with the links provided in the 1st post) and Multicharts can connect and download the data but NT is having some kind of problem and either failing to connect (in Google) or retrieving the wrong information (in Yahoo).

If you try to connect to the Yahoo server it will connect, but it will download something different to what's stored in Yahoo for that symbol :S

[NinjaTrader_Kyle]

Hello,

On which exchange would I find the instrument which Google lists as MG_JAPA_SMAL_1TWM3YE?

[mickael28]

It trades on the London Exchange:

http://www.londonstockexchange.com/exchange/prices-and-markets/funds/company-summary.html?countryId=UK&fundId=551702

[NinjaTrader_Jason]

Hello mickael28,

When I test it on Yahoo, I load data as expected, see screenshot. I have both the Default and Lse exchanges enabled. I use GB0030939002.L as symbol map for Yahoo.

Please proceed as follows. Remove the instrument you created in the Instrument Manager. Shut down NinjaTrader and navigate to the folder below.

C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db

Delete the cache and day folders.

Start NinjaTrader and create a new instrument as per the screenshots. Create a daily chart and check if data is loaded as expected.

[mickael28]

Many thanks for the screenshots Jason!, the problem was that the tick size in my settings was set to 1 rather than 0.01 and that was creating a problem in the data that was being downloaded from Yahoo/Google.

Thanks again!