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»Forums Index »Archive (2017 and earlier) »Data and Content Support »UVXY - split in May 2015
Author Topic: UVXY - split in May 2015 (5 messages, Page 1 of 1)

Cyberjoe
-Interested User-
Posts: 19
Joined: Aug 18, 2016
Posted: Jan 30, 2017 07:52 AM          Msg. 1 of 5
Can you please check the ETF UVXY in May 2015? It looks as if a reverse split was not reflected correctly.

I use NT8, and refreshing the downloaded data does not help.

Thanks in advance!

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
Posted: Jan 30, 2017 07:54 AM          Msg. 2 of 5
Are you looking at daily data or intraday data on UVXY?
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

Cyberjoe
-Interested User-
Posts: 19
Joined: Aug 18, 2016
Posted: Jan 30, 2017 08:47 AM          Msg. 3 of 5
Daily.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
Posted: Jan 31, 2017 12:15 PM          Msg. 4 of 5
We have verified that a 5X reverse split was indeed done in May 2015.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net


File Attached: UVXY.png (downloaded 1235 times)

Cyberjoe
-Interested User-
Posts: 19
Joined: Aug 18, 2016
Posted: Jan 31, 2017 01:23 PM          Msg. 5 of 5
Stephen,

Thanks for checking. Based on your confirmation, I realized that I had been confused by NinjaTrader 8's option settings.

As I wanted back-adjusted daily data, I had ticked the corresponding option box. However, somewhere deep in the NinjaTrader online help, there is a warning that one should not select this option, if the historical data is delivered adjusted.

In a nutshell, unchecking the box "adjust for splits - daily data" results in the correct (adjusted) chart.

Thanks again for your help.


File Attached: NT8-options.PNG (downloaded 1221 times)
 

 

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