Hi,

Questions related to splits from fundamental messages:

I see who split factors in Fundamental messages (dev api):



1. How can I use them... I mean what type of information is present; an example can help dramatically.
2. When can I expect this information?
3. Are there any third party data providers that can provide this info... should I add any other service ontop of IQFeed for this info?

thanks,

Here is an actual example for MSFT (1:2 split on 03/29/1999 and 02/18/2003) - this is reported as part of the fundamental message for a symbol ("F" message):

Split Factor 1: "0.50 02/18/2003"
Split Factor 2: "0.50 03/29/1999"

This correlates with the latest 2 splits for Microsoft, as reported on https://www.stocksplithistory.com/microsoft/

If there is only a single split in recorded history, Split Factor 2 will be empty.
If there is no split history, both strings will be empty.

Note that for some reason IQFeed reports the split rounded only to 2 digits after the decimal. For example, the GOOGL split on 4/3/2014 (https://www.stocksplithistory.com/google/) was 1:1.998 but this is reported as "0.50" (instead of the more accurate 0.5005) by IQFeed:

Split Factor 1: "0.50 04/03/2014"
Split Factor 2: ""

In other words, the split factor is not a full-accuracy float but a float rounded to 2 decimal places. Hopefully IQFeed will improve this in a future release.

In some cases, splits may be missing or different between different data providers. For example, IQFeed reports only a single split for GOOG (1.00 on 04/27/2015) whereas https://www.stocksplithistory.com/?symbol=GOOG reports a 1:1.0027455 split on that date as well as a 1:2.002 split on 03/27/2014. This appears to be due to faulty data somewhere.

---

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion
Edited by altmany on Mar 27, 2019 at 02:45 PM

Thanks appreciate it. This helps.

So technically, I can assume that if a stock XYZ splits tomorrow for the first time (3/30/2019), IQFeed shall include this info in its split factor 1 field starting from tomorrow?

I create a lot of meta data around the stock price; I don't want to recreate all this info whenever a split happens and so all this.

thanks,