Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »Data Questions »Spinoff Adjustments
Author Topic: Spinoff Adjustments (6 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 53
Joined: Mar 26, 2008


Posted: Apr 9, 2024 11:11 AM          Msg. 1 of 6
We all know that Daily data is split-adjusted but Intraday is not. Following a couple recent large spinoffs (GE > GEV and MMM > SOLV), I noticed that IQFeed had applied a split-type adjustment for these that matched my adjustment that I apply for intraday data. I continued investigating S&P 500 and Nasdaq 100 stock histories and found that adjustments for Spinoffs have been applied in about 30 cases.

I attached a spreadsheet with my spinoff findings. This isn't an exhaustive study but I've been following the S&P 100, 500, and Nasdaq 100 stocks. With a few exceptions that I can't quite reconcile the workbook has 3 spreadsheets:

1. The first are the spinoffs for which IQFeed has already applied the adjustment. Nothing needs to be done here, it's just for reference.
2. The next sheet is a list of about 65 other spinoff that I request to be applied to the Daily data. If its not possible to apply these corrections, then I want to know that, and I'll just do it myself for all of our customers.
3. The last sheet of "Errors" is a short list of spinoff that IQFeed may have applied an adjustment for, but they don't match my calculation. More investigation required.

Mainly, I'm looking for action on #2.



File Attached: IQFeed_Spinoffs.zip (downloaded 106 times)

Roberts
-Interested User-
Posts: 53
Joined: Mar 26, 2008


Posted: Apr 11, 2024 10:21 AM          Msg. 2 of 6
To be clear, I'm only talking about adjustments for Daily data. (Just forget that I even mentioned Intraday.)

It's been a few days. Can someone reply?

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Apr 15, 2024 10:29 AM          Msg. 3 of 6
I have sent your findings to our data team for review. I should have let you know this sooner, I apologize for that.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Roberts
-Interested User-
Posts: 53
Joined: Mar 26, 2008


Posted: Apr 17, 2024 12:53 PM          Msg. 4 of 6
Great. I'll wait for the good news!

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Apr 30, 2024 12:40 PM          Msg. 5 of 6
This is still being researched by our data team. There was a lot of data so it will take some time to fully investigate. I will post here when there is an update.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Roberts
-Interested User-
Posts: 53
Joined: Mar 26, 2008


Posted: Apr 30, 2024 02:04 PM          Msg. 6 of 6
Roger that.
 

 

Time: Fri May 3, 2024 11:31 PM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003