One of the things I do with a C# strategy (called Get_All_Data_For_A_Symbol) for a specified data range, is to open two text files and write all distributions (dividends) to one of the files and all of the closing prices to the other file. This works fine for V6. I converted to V7, and I can write the files just fine. the problem is that the historical closing price data is wrong. The distributions are correct.
If I do this for a symbol with no distributions, like ^DJI or SLV, then the historical closing prices are correct. If the symbol has distributions, however, then the most recent closing prices are correct but become more and more incorrect the farther back in time you go. I've tried this with the Yahoo and WLD providers with the same result. Obviously, some adjustment is being made for the distributions. On the "Event Providers" tab, I have tried both checking and unchecking the "Dividend" box but it does not have any effect on this issue. I can provide the C# code (I am using the syntax "String.Format("{0:#0.000}", Bars.Close[IDate])" ) and/or I can provide the output files if that would help, but this seems like some sort of setting that I have not found. I just need to know how to access raw closing prices.
Any help will be appreciated.
If I do this for a symbol with no distributions, like ^DJI or SLV, then the historical closing prices are correct. If the symbol has distributions, however, then the most recent closing prices are correct but become more and more incorrect the farther back in time you go. I've tried this with the Yahoo and WLD providers with the same result. Obviously, some adjustment is being made for the distributions. On the "Event Providers" tab, I have tried both checking and unchecking the "Dividend" box but it does not have any effect on this issue. I can provide the C# code (I am using the syntax "String.Format("{0:#0.000}", Bars.Close[IDate])" ) and/or I can provide the output files if that would help, but this seems like some sort of setting that I have not found. I just need to know how to access raw closing prices.
Any help will be appreciated.
Rename
Let's see a test case for what you think may be incorrect (symbol, data range, what data is WL6 using and what providers are checked in WL7, code etc.)
Answer: Totally expected.
Wealth-Data is adjusted for special dividends (not regular dividends) and other corporate actions like mergers and spinoffs. See https://www.wealth-data.com for all the details.
Wealth-Data is adjusted for special dividends (not regular dividends) and other corporate actions like mergers and spinoffs. See https://www.wealth-data.com for all the details.
Thank you for your reply.
First, is there a way I can upload an Excel file to you? I can provide side-by-side comparisons of the data I am getting.
To directly answer your question, I have been testing with ^DJI, FAGIX, and FNMIX (also some others, but more detailed examination with these.) The date range I am using is 2/6/2009 to 6/18/2021. I have downloaded daily closing price and distribution data using the V7 WealthLab data provider, the V7 Yahoo data provider, and the V6 Yahoo data provider (Note: third party websites that provide historical prices agree with the V6 Yahoo price data, and third party websites where I can access distribution data seem to agree with the data provided by the V7 providers). If I can send you an Excel file, you can see all of this side-by-side.
To summarize, a) For ^DJI, which has no distributions, all three data providers yield exactly the same closing prices; b) For FAGIX, the closing prices for the two V7 data providers differ from one another but only slightly. However, both V7 sets of prices differ substantially from the V6 prices. The farther you go back in time, the greater the differences become. For distributions, the V7 distributions are almost identical for each provider. The sums of all the distributions for the whole time period for the two providers differs by only $0.026 per share. c) For FNMIX, the closing prices for both of the V7 providers agree completely, but, again, they differ substantially from the V6 Yahoo data. The two totals for the V7 distributions agree exactly for the two providers, but there are minor variations in amounts and dates.
The only setting that I have found that seems to address how dividends are handled is the "Dividend" box on the "Event Providers" tab, and I have tried checking and unchecking the box with no apparent effect.
I appreciate your help. Thank you.
First, is there a way I can upload an Excel file to you? I can provide side-by-side comparisons of the data I am getting.
To directly answer your question, I have been testing with ^DJI, FAGIX, and FNMIX (also some others, but more detailed examination with these.) The date range I am using is 2/6/2009 to 6/18/2021. I have downloaded daily closing price and distribution data using the V7 WealthLab data provider, the V7 Yahoo data provider, and the V6 Yahoo data provider (Note: third party websites that provide historical prices agree with the V6 Yahoo price data, and third party websites where I can access distribution data seem to agree with the data provided by the V7 providers). If I can send you an Excel file, you can see all of this side-by-side.
To summarize, a) For ^DJI, which has no distributions, all three data providers yield exactly the same closing prices; b) For FAGIX, the closing prices for the two V7 data providers differ from one another but only slightly. However, both V7 sets of prices differ substantially from the V6 prices. The farther you go back in time, the greater the differences become. For distributions, the V7 distributions are almost identical for each provider. The sums of all the distributions for the whole time period for the two providers differs by only $0.026 per share. c) For FNMIX, the closing prices for both of the V7 providers agree completely, but, again, they differ substantially from the V6 Yahoo data. The two totals for the V7 distributions agree exactly for the two providers, but there are minor variations in amounts and dates.
The only setting that I have found that seems to address how dividends are handled is the "Dividend" box on the "Event Providers" tab, and I have tried checking and unchecking the box with no apparent effect.
I appreciate your help. Thank you.
Comparing Yahoo to Wealth-Data should not be performed, there's no objective to match them as Yahoo's data is beyond our control.
Unlike WL6, there is no option in WL7 to disable dividend adjustment on demand (Data Manager > Yahoo! Data tab > Perform div. adjustment). The WL7 Yahoo provider always adjusts for dividends so to make a correct comparison you would enable said checkbox in WL6. Could you check your settings?
Unlike WL6, there is no option in WL7 to disable dividend adjustment on demand (Data Manager > Yahoo! Data tab > Perform div. adjustment). The WL7 Yahoo provider always adjusts for dividends so to make a correct comparison you would enable said checkbox in WL6. Could you check your settings?
Re: "Dividend" box on the "Event Providers" tab
In WL7 these selections determine which events are available to strategies and chart display. They're not applied to price data - but you can do that yourself in strategy code.
Since Wealth-Data shouldn't be compared to Yahoo! and it doesn't cover the 2 fund symbols you mentioned, all this boils down to comparing the Yahoo! provider data from v6 and v7 using the same data options, right?
In WL7 these selections determine which events are available to strategies and chart display. They're not applied to price data - but you can do that yourself in strategy code.
Since Wealth-Data shouldn't be compared to Yahoo! and it doesn't cover the 2 fund symbols you mentioned, all this boils down to comparing the Yahoo! provider data from v6 and v7 using the same data options, right?
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