Joined: Jul 9, 2020
Posted: Jul 9, 2020 08:46 AM
Msg. 1 of 3
I have following questions concerning Historical Data. Unfortunately I haven't been able to find answers in documentation.
1. Are Corporate Actions (splits, merges, etc) applied to Historical Data? If yes, is there a way to obtain Historical Data without Corporate Actions being applied?
2. How far exactly does Historical Data go back? Does 180 day limitation hold up for any Historical Data request or only for tick data?
Thank you very much in advance.
Joined: Jul 3, 2019
Posted: Jul 9, 2020 04:21 PM
Msg. 2 of 3
In the IQFeed API, daily history is adjusted for stock splits. Minute and tick history is not adjusted for stock splits. For other corporate actions, such as special one-time stock awards, it depends on how they are entered into the data. If they are treated as stock splits, the above applies.
The amount of historical data available varies greatly by symbol and exchange. As you note, tick data is only available for the past 180 days. In general, minute data is available back to about 2007-2008. In some cases, hourly, daily, or monthly data may be available for many years further back. There's no hard-and-fast rule on it; you can try to request any historical data, and the IQFeed API will return whatever is available.
DTN IQFeed Implementation Support Specialist