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)




"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
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"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
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"Everything is working great with the API. I love it." - Comment from Calvin
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
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
Viewing User Profile for: jabowery
About Contact
Joined: Sep 5, 2019 06:25 PM
Last Post: Nov 26, 2019 04:21 PM
Last Visit: Feb 7, 2020 09:34 AM
Website:  
Location:
Occupation:
Interests:
Email: jabowery@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
jabowery has contributed to 4 posts out of 19452 total posts (0.02%) in 217 days (0.02 posts per day).

20 Most recent posts:

Let me explain the use case so you can properly prioritize this data feature (which is available in its entirety at https://www.splithistory.com/):

While backtesting an AlgoTerminal trading strategy, a market buy order is accompanied with a limit order. At the session close (end of day/EOD), the limit order is not reached and no bar update comes in at the end of day to permit the algorithm to sell the position at market. An overnight reverse X:1 split occurs but this is currently undetected by AlgoTerminal so it doesn't adjust the position (#shares/X and limit price*X). Upon resumption of trading the next day, the price is X*closing price > limit price. The limit condition met, AlgoTerminal sells #shares at price*X. Backtesting incorrectly reports a highly successful trading strategy.

If the backtesting stream included split multiples as well as prices, AlgoTerminal could do the adjustments necessary to produce valid backtesting reports.
Edited by jabowery on Nov 26, 2019 at 04:22 PM


Is it then true, as seems to be the implication, that minute aggregated pricing cannot with certitude be relied upon for backtesting prior to the first of the 2 split dates provided in the Fundamental data fields?
Edited by jabowery on Nov 25, 2019 at 02:18 PM


How can one detect when a symbol's price increase is due to a reverse split?

I've recently been bit by a backtest of an algorithmic trade with a ridiculously high yield that, when I tracked it down, was due to a reverse split causing an apparent increase in the stock's price.


Time: Wed April 8, 2020 10:31 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003