Yahoo Connection NT7 vs NT6.5

[abc1974]

Hi,
I'm currently using NT7 beta15 with the Yahoo connection.
While the market is open, the current day prices (Open, High, Low, Last) are plotted in the chart correctly, but once the market closes the last date data disappear from the chart and I only get data from 2 days ago.

But with NT6.5 you were able to plot in the chart the last date price even when the market had been closed. And even with NT7 you are able to get these data in the market analyzer screen, but it does not plot in the chart.

Kind regards

[NinjaTrader_Josh]

abc1974,

Please be sure to go to Tools>Options>Data and check "Save chart data as historical". Then you will have the real-time data in your data repository for charting.

[abc1974]

Hi,
I do have the "Save chart data as historical" box checked, but I do not get the last date data plotted on the chart once the market has been closed, though I do get it in the market analyzer screen and also with NT6.5.

Kind regards

[jatubio]

Helo abc1974,

I once had a similar problem and was due to a flag that was a mistake.

Have you looked in the log (Control Center, Log tab)? Have you tried to remove all indicators of the chart?

Best Regards

[NinjaTrader_ChristopherJ]

Please use the steps I have provided below to delete your historical data:

Disconnect
Tools
Historical Data Manager
Edit tab
Select your instrument-->Right mouse click-->Delete
Close NinjaTrader
Documents
NinjaTrader 7
Open the db folder
Open the cache folder
Select all files-->Right mouse click-->Delete
Open NinjaTrader
Connect
Open a new chart with no template or indicator applied

Please let me know if the issue persists after this procedure.

[abc1974]

Hi,
After your instructions I have solved partly the problem, but I do still get mixed results.

I have deleted all history data for my instruments and after that NT7 plots the last day data on the chart for most of the stocks, but not for all of them.

I have identified two issues:

1) The last day does not plot on the chart if I have selected previously the stock on the Control Center or the Market Analyzer (where I still can see correctly the last day Open / High / Low / Close prices). This does not happen on NT6.5.

2) For the rest of stocks (the ones not selected previously on the Control Center or the Market Analyzer) NT7 plots the last day data on the chart. But I have detected that the Last / Close price on the chart is incorrect and different from the one shown on the Market Analyzer.
As far as I can see, it looks that on the chart the Last price has been calculated as (Open + High + Low) / 3. And it that take the information from the last price shown on the market analyzer (and on the Yahoo website).

Regards and thanks for your help

[NinjaTrader_ChristopherJ]

I have tested this on my end and with the Market Analyzer window and chart linked I am able to toggle between instruments and everything updates on the chart as expected. Does the data not display the last days data for a specific instrument or all?

[abc1974]

Hi,
These issues happen for all instruments, but only after the market has closed. While the market is open everything is ok.

Right now, the European markets have just closed. So you can test it with a European stock during the following hours. Use for example this symbol from Yahoo: BBVA.MC. I have just tested it and these are the results I’ve got.

After creating the instrument, I open a new chart and the last day data that load are:
Date 13-May-2010 / Open 9.74 / High 9.75 / Low 9.36 / Close 9.62

Then I select the instrument in the Control Center and the data that I see are:
Open 9.74 / High 9.75 / Low 9.36 / Close 9.50

As you can see the close price on the chart is different from the close price in the Control Center. So I went to Yahoo (http://finance.yahoo.com/q?s=BBVA.MC) and checked that the correct close price for today was 9.50 and not 9.62. So the price on the chart is not right.

Then I close the first chart and open a new chart for the same instrument. But in this case, today’s bar is not plotted on the chart and I only see until yesterday data.

Date 12-May-2010 / Open 9,36 / High 9,77 / Low 9,21 / Close 9,60
(And in this case, the close price is correct)

Regards

[NinjaTrader_Kyle]

Hi abc1974,

Can you tell me what exchanges you are setting for this instrument so that I may test on my end?

[abc1974]

Im using Meff and Default exchanges.

[NinjaTrader_Kyle]

Hi abc1974,

I am able to replicate this behavior on my end and will be following up with my development team. I will update this thread as more information becomes available.

Thank you for reporting.

[NinjaTrader_Kyle]

Hi abc1974,

This behavior can be expected.


NinjaTrader is awaiting the close of the bar - this only occurs when the next bar is created.

[abc1974]

Sorry Kyle,
I did not understand your answer. What is supposed to be expected?

Sometimes I`m able to see the latest bar and other times I'm not. Is this supposed to be OK? This does not happen on NT6.5

And why am I able to see on the Control Center the correct close price and not on the chart?

Regards and thanks for your help.

[NinjaTrader_Josh]

abc1974,

What was happening is that Yahoo had not published their daily bar yet and as such there is no daily bar seen on the chart. You were looking at yesterday's daily bar instead of the current day's on the chart and comparing that against real-time data as seen in the Control Center.

[abc1974]

Hi Josh,
I believe that the problem is something different. I’m pretty sure of what I’m seeing. I do understand that Yahoo does not update their historical EOD files until several hours after that the market has closed. Probably not even until the next day opening.

But the NT script that plots the charts from Yahoo must be taken data from two different sources, the EOD historical files and the last date data (delay real time) that anyone can see in yahoo finance.

That is the reason that while the market is open you see today’s prices update periodically on the chart until the market closes. And you also can see that information in the Control Center and in the Market Analyzer even when the market has closed.


Can you please test at your end the following steps and check with me that the last bar is seen in the first chart and it disappears on the second one.

1/ Please create a new instrument with Yahoo quote TEF.MC (Spanish market is closed right now). You can use any exchange (ex: Meff and Default).

2/ Open a new chart an plot this instrument. Look and the two last bars and write down their date and close price.

3/ Go to Market Analyzer and add a row with this instrument or go to Control Center and select this instrument.

4/ Close the first chart

5/ Open a new chart for the same instrument. You will see that now you have lost the last bar from the previous chart. ¿? The question is why, if it did appear just a few seconds before when opening the chart for the first time?

If you do the same thing in NT6.5, you will be able to see that this did not happen before. This is the issue I’m trying to report.

Thank you very much for your time.
Regards

[NinjaTrader_Josh]

abc1974,

Unfortunately this is expected. It behaves the same on 6.5 and 7 for me. The last bar shown will be removed as this is actually the 5/14 bar. When Yahoo pushes daily data is outside of our control, but if you leave that second open chart open for awhile you will see it appear again when Yahoo pushes data. The price on it may not necessarily match anything as the bar is not necessarily accurate until Yahoo publishes it to their historical data server.

[abc1974]

Well I guess that I was not able to explain myself.

I cannot understand why NT7 shows the Correct Data on the Control Center / Market Analyzer and it is not able to do the same and plot it on the chart. In both cases the data are being read from Yahoo. An application should show the same data in all its windows. Mistery to me.

I cannot see the code, but for me this should be a pretty easy issue to solve. Just by using the same code to read the prices in the Control Center and in the chart window.

Thanks for your time.

Regards

[NinjaTrader_Josh]

abc1974,

As mentioned, Yahoo does not publish their daily bar till after the session. What you see in Control Center and MA is just whatever the last tick was. When you receive such a tick you will also get such a bar on your charts. When you reopen/reload your charts you will not see said bar because its not provided by Yahoo's data servers. When another tick comes in again you will see the bar again.

When there are no ticks the Control Center and the MA will not show anything new and will just persist in showing whatever it displayed last.

[abc1974]

Hope you do not solve every issue like this. I cannot understand why I can see the last tick in Control Center and MA but not on your charts. From a user perspective it does not make sense.

If yahoo push wrong or delay data is not the issue. But if it push any data that can be seen in the control center a user should also be able to see it on the chart also. The application should be able to plot the same data on every screen.

Guess this is not a priority to you. But please send the query to the development team to review the code.

[NinjaTrader_Josh]

abc1974,

Let me explain it this way.

-When you connect to Yahoo you pull historical daily data into your charts.
-This is NOT the same data as tick data.
-Control Center and MA see tick data which may/may not be updating based on the delayed feed.
-Your daily chart is not going to show you tick data. It is going to show you daily data. You will not see daily data till Yahoo puts out their daily data information.

This is expected behavior when using EOD data providers.

[ferdinand]

Hi guys,

I’m sorry, but I have to agree with abc1974, this issue doesn’t happen in NT6.5, it is new. I cannot see the present day bar using a yahoo connection. I followed the instructions above and I still don’t see it. Just recently installed this version and before I installed it I was able to see the present day bar, even when the market was closed.

Anyway, I understand if there’s no immediate solution to this matter at the time.


Fer.-

[Tarkus11]

I have looked at a few charts using Yahoo for daily data and I find that Yahoo(?) does not fill the last daily bar until into the evening of the day. However, if I disconnect from Yahoo and connect to Google Finance, I can see the last daily bar a bit earlier than Yahoo provides.

[NinjaTrader_Kyle]

Hello ferdinand,

The behavior you are seeing in NinjaTrader 7's Yahoo powered daily charts is expected. Please see NinjaTrader_Josh's reply in post #20 for clarification.

Hello Tarkus11,

I see similar results on my end. It seems that Google simply updates a bit earlier than Yahoo.