Roberts
-Interested User-
Posts: 52
Joined: Mar 26, 2008
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Posted: Apr 9, 2024 11:11 AM
Msg. 1 of 4
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 37 times)
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Roberts
-Interested User-
Posts: 52
Joined: Mar 26, 2008
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Posted: Apr 11, 2024 10:21 AM
Msg. 2 of 4
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?
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DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019
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Posted: Apr 15, 2024 10:29 AM
Msg. 3 of 4
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
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