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

are splits ever handled in dtniq data

Hello,

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

Kind regards,

Sarah
DTN Trading Markets

check mdr and it was split in sept 2007 that was not corrected. i see many symbols that have not beencorrcted.

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

i will post more when i find it

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

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

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

Thanks for that perspective Allen, I will chat with the server team and see what the plans are for implementation.

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

JLP, I have reported this to the market data team.

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=

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.

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.