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»Forums Index »Product Support »Data and Content Support »will splits be corrected
Author Topic: will splits be corrected (15 messages, Page 1 of 1)

junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007


Posted: Sep 15, 2007 02:25 PM          Msg. 1 of 15
From what i can see, RIMM data was not corrected after the split on the intraday data that i recieve. is it normal or is something yet to be done about it.

seede

junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007


Posted: Apr 10, 2008 11:53 AM          Msg. 2 of 15
are splits ever handled in dtniq data

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Apr 10, 2008 12:04 PM          Msg. 3 of 15
Hello,

Splits are automatically done, and corrected if needed. Is there anything specific you had a question about?

Kind regards,

Sarah
DTN Trading Markets

junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007


Posted: Apr 10, 2008 12:08 PM          Msg. 4 of 15
check mdr and it was split in sept 2007 that was not corrected. i see many symbols that have not beencorrcted.

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Apr 10, 2008 01:23 PM          Msg. 5 of 15
I will have the market data group look into this, is it possible for you to list the other symbols you have seen problems with?

Thanks,

Sarah

junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007


Posted: Apr 10, 2008 01:32 PM          Msg. 6 of 15
i will post more when i find it

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Apr 10, 2008 01:47 PM          Msg. 7 of 15
There does not appear to be a problem with the MDR daily chart. It is worth noting that we do not split adjust the intraday data.

If you were comparing the MDR daily chart to one on Yahoo, it does not appear that their chart was corrected for the split.

Please let me know if you have further questions or concerns.

Sarah

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Apr 11, 2008 08:06 AM          Msg. 8 of 15
Just to reiterate what Sarah said and provide a bit more insight.

IQFeed has never adjusted historical tick or minute (intraday) data for splits/dividends. Previously, when we only maintained a few months of tick data, this was not a "big deal" since the problem naturally corrected itself and as a result, was a very low priority to fix. Now that we have upgraded our history system to provide literally years of minute data, this issue has become more of a problem and will be fixed. I cannot provide an ETA but I just wanted to let you know that we do understand this is a problem and that we are working on it.

Edited by DTN_Steve_S on Apr 11, 2008 at 08:07 AM

taa_dtn
-DTN Evangelist-
Posts: 120
Joined: May 7, 2004


Posted: Apr 11, 2008 02:28 PM          Msg. 9 of 15
Quote: ...this issue has become more of a problem and will be fixed...

This would be a nice new feature, but please implement it in an upward-compatible way -- apps shouldn't see a sudden incompatible change in behavior unless they explicitly request it.

Also, note that when the historical data for a day differs from the real-time data (warts and all) that was transmitted on that day, the historical data can no longer be used for back-testing trading systems. Obviously this applies to things like tick corrections as well as pricing around splits.

Allen

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Apr 11, 2008 02:33 PM          Msg. 10 of 15
Thanks for that perspective Allen, I will chat with the server team and see what the plans are for implementation.

jlp
-Interested User-
Posts: 45
Joined: Dec 10, 2007


Posted: Apr 16, 2008 02:27 PM          Msg. 11 of 15
Hello,

I also see the JAVA daily and weekly historical data is not adjusted for the 1:4 split that occurred back in nov 07.

Is that something that can be fixed since it get difficult to chart and calculate indicators as a result

Thanks
JLP

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Apr 17, 2008 08:25 AM          Msg. 12 of 15
JLP, I have reported this to the market data team.

mttxn12
-Interested User-
Posts: 7
Joined: Jun 12, 2008


Posted: Jun 12, 2008 09:53 AM          Msg. 13 of 15
Hi, I'm having problems with RBA. There was a 3:1 stock split around April 23, 2008. I waited several months for you guys to correct it but I have failed to see any changes. Thanks for your help.


References:

Ritchie Bros Auctioneers announces 3-for-1 stock split and new director and chair appointments

http://www.prnewswire.com/cgi-bin/stories.pl?ACCT=104&STORY=/www/story/04-14-2008/0004791701&EDATE=

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Jun 12, 2008 10:08 AM          Msg. 14 of 15
mttxn12, as stated in this thread, currently IQFeed only split adjusts daily/weekly/monthly data. RBA has been adjusted.

We have not yet implemented any sort of tick/minute data split adjustment.

mttxn12
-Interested User-
Posts: 7
Joined: Jun 12, 2008


Posted: Jun 13, 2008 01:15 PM          Msg. 15 of 15
Ok, I was able to resolve this. For anyone using QuoteTracker with DTN's datafeed, you need to go into the historical data and delete all the old data before the split. Then backfill with the new data.

Right click on the chart
Select Historical Data ....
Select all the old data and delete.
Backfill with DTN's feed.

For some reason the old data would remain behind.


If you try right clicking on the symbol from the Watchlist and select clear [symbols] data, it doesn't work for some odd reason. The above method worked for me.
 

 

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