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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Back Adjustment for VXX?
Author Topic: Back Adjustment for VXX? (4 messages, Page 1 of 1)

clemstar
-Interested User-
Posts: 4
Joined: Jan 18, 2013
Posted: Jan 18, 2013 04:08 PM          Msg. 1 of 4
The ETF VXX had a reverse split back in October which saw the price move from about $8.60 to $34. The data for the ETF shows that gap with the old pricing still visible before October 4th. Why has this stock not been back adjusted in the data feed?

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011
Posted: Jan 18, 2013 04:39 PM          Msg. 2 of 4
Hello Clemstar,

I just checked the daily data on both of our servers and the data before October 5 was adjusted - there was no obvious break. See the enclosed screenshot. You may want to try to refresh the data in your charting software? Or please contact us at Support@IQFeed.net and we will help solve this. Thank you.


File Attached: vxx.png (downloaded 1722 times)

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011
Posted: Jan 18, 2013 04:47 PM          Msg. 3 of 4
Clemstar,

I should also add that, if you are looking at minute data, IQFeed does not adjust for splits in the minute data. Thanks again.

clemstar
-Interested User-
Posts: 4
Joined: Jan 18, 2013
Posted: Jan 18, 2013 10:28 PM          Msg. 4 of 4
Thanks Todd, that's exactly what it was, I was viewing 1min data at the daily level. Thanks for the heads-up.
 

 

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