View Full Version : Is Yahoo data split adjusted?
04-26-2007, 02:15 PM
I am using yahoo data and just brought up a weekly chart of AAPL. The data is not split adjusted (check Mar 4, 2006) and I was wondering where or how that adjustment can be made.
04-26-2007, 05:30 PM
Yes you can split adjust your data. Please read more here: http://www.ninjatrader-support.com/HelpGuideV6/AddingSplitsAndDividends.html
Or just search for "split" to find more references.
04-27-2007, 02:47 AM
After editing the symbol and clicking on the "Update splits & dividends" button, I exited and restarted NT but I still get a chart of APPL that does NOT account for the split in March 2005. Any ideas?
04-27-2007, 02:53 AM
I suppose you have checked Tools->Options->Data->Split adjust historical data, no?
I suggest starting of a simple as possible scenario and only adding one fake split (e.g. 1:2) and proceed as documented. Please compare chart before and after applying the split. Charts should look different. I suggest doing an NT restart in between just to be save.
If there still is not change in displayed data, then please provide exact steps to reproduce.
04-27-2007, 08:48 AM
As you can see from the attached picture, even though there are 3 splits defined within the Ninja Trader database, they are not being applied. I checked all 3 dates and none of them were applied.
My process was to go into the Instrument editor, as seen in the attached picture and enter the split date and ratio. I, then, clicked the "Update splits and dividends" button, then clicked OK, and OK, again, to close all dialog boxes. I then closed NT and re-opened it, and re-connected to the yahoo feed. As you can see, the process did NOT change the chart. I also tried creating a completely new chart of AAPL, after restarting NT, by clicking File|New|Chart and setting the following:
Type = <default> (I also tried Type = Stock)
Name = AAPLStart Data = 4/27/1985
Interval setting = 1 Day
None of this created a split adjusted chart.
04-27-2007, 08:59 AM
Please see below: I suppose you have checked Tools->Options->Data->Split adjust historical data, no?
I just retested with this option checked and it works as expected.
04-27-2007, 09:11 AM
Well, that was the problem. the "Tools->Options->Data->Split adjust historical data" was not checked. When I checked the split and dividend boxes and reloaded the data, everything was fine.
This brings up another question. Now that I have checked these boxes, am I correct in assuming that splits and dividends will now be automatically be applied to all stocks that I open from yahoo? Or must I manually adjust them the first timeI open them within NT?
04-27-2007, 09:43 AM
You have to manually download the split and dividend information from Yahoo from within the Instrument Manager.
04-27-2007, 09:55 AM
Does yahoo only apply NON-split adjusted data? Because when you get data from their web page, you can download split adjusted data, I think. Can NT be set up to automatically adjust for splits and dividends rather than force the user to perform this data maintenance task?
04-27-2007, 05:11 PM
There is not maintenance task: Just check this option if you want to have split-adjusted data and download data from a provider which supports non-split adjusted data + split dates (like YAHOO).
08-31-2010, 11:58 AM
I have a stock that won't adjust for splits and dividends. When I try to use the function in the instrument manager, NT holds up and I can't do anything. If I reload the chart (ctrl+shift+r), nothing changes despite the fact that I have the right options checked under data.
08-31-2010, 12:24 PM
Thanks for your post.
Are you using 220.127.116.11? (Help > About)
08-31-2010, 12:28 PM
yes i'm using 7.20
08-31-2010, 12:28 PM
By the way, I was using yahoo finance, which I assumed had split adjustment. I switched to kinetick and now it's ok.
08-31-2010, 12:30 PM
Glad to hear you've got it sorted out. Let us know if anything else comes up.