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479045 has contributed to 1 posts out of 21244 total posts
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20 Most recent posts:
I use NinjaTrader to analyze stock positions. There appears to be a problem in the way that Daily charts and Minute charts manage Stock Splits (AAPL 4:1). It looks like IQFeed adjust the Daily Data but not Minute data for the split which makes it difficult to use other tools to analyze the stock on a minute level. Any chance of fixing this?
REPLY TO QUERY FROM NINJA SUPPORT
"The root of the discrepancy lies in the fact that IQFeed pre-adjusts the daily data but not the minute data. Thus, when adjusting for splits within NinjaTrader, the intraday data will look normal but the day-based bars will be double-adjusted. The workaround here is to use minute based bars to replicate the daily data, or remove the split within NinjaTrader (I would not recommend this option if you require intraday bars, as it will remove the adjustment). "
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