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»Forums Index »Product Support »IQFeed 3rd Party Software Support »IQ Feed for NeuroSheel Trader
Author Topic: IQ Feed for NeuroSheel Trader (4 messages, Page 1 of 1)

daddyolle
-Interested User-
Posts: 10
Joined: Aug 20, 2009


Posted: Aug 20, 2009 02:36 PM          Msg. 1 of 4
It seems that there may be some ETFs that don't have their stock splits taken into account. Several splits took place on 24-Jul-2008:

FXI 3:1 Stock Split 24-Jul-2008
ILF 5:1 Stock Split 24-Jul-2008
EEM 3:1 Stock Split 24-Jul-2008
FXI 3:1 Stock Split 24-Jul-2008

Am I right in assuming the stream from DTN is split adjusted? IB had trouble with these splits as well. Maybe ETF's use a different notify mechanism than stocks even though they are listed stocks. I am sure there are other ETF splits, I just ran accross these.

Since this (for Neuroshell) is a new feed product for DTN I thought I would put it here. I checked FXI in Ninja Trader with the IQfeed and it seems to be correctly split adjusted so I am guessing then that the split is in the IQ data. Possibly it isn't applied in the new Neuroshell interface version.

How do they get fixed?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Aug 20, 2009 02:42 PM          Msg. 2 of 4
Thanks for the post. We don't split adjust Intraday data, but the daily data is split adjusted. It is possible that some other 3rd party applications, such as NinjaTrader are using our split adjustment fields to adjust the data in their software, but there is no method of sending this into NeuroShell Trader. This would require us to manipulate the data within the plugin we wrote. I will have to get this on a development list. Unfortunately it likely isn't something we will be able to get to quickly. I will keep you posted.

Jay Froscheiser
DTN

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Aug 20, 2009 02:44 PM          Msg. 3 of 4
Hi Daddyolle,

We do split adjust the historical data, ie the daily, weekly, & monthly charts. But not the intraday data. If you use a 60 min chart & scroll back to 7-24-2008 you will see the split starting that day's data. But if you scroll a daily chart back to the same day you will have an adjusted chart, therefore your studies will work correctly on the historical charts.

Stan S

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daddyolle
-Interested User-
Posts: 10
Joined: Aug 20, 2009


Posted: Aug 20, 2009 03:10 PM          Msg. 4 of 4
OK, yes it is split adjusted in the daily charts. Also, when I checked Ninja Trader they did the same thing... the daily was correct, but the 1 hr chart was not split adjusted for example.
 

 

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