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»Forums Index »Product Support »DTN.IQ Client Software Support »Adjusting Data for Stock Splits
Author Topic: Adjusting Data for Stock Splits (2 messages, Page 1 of 1)

479045
-Interested User-
Posts: 1
Joined: Oct 1, 2020


Posted: Oct 1, 2020 01:41 PM          Msg. 1 of 2
I use NinjaTrader to analyze stock positions. There appears to be a problem in the way that Daily charts and Minute charts manage Stock Splits (AAPL 4:1). It looks like IQFeed adjust the Daily Data but not Minute data for the split which makes it difficult to use other tools to analyze the stock on a minute level. Any chance of fixing this?

REPLY TO QUERY FROM NINJA SUPPORT

"The root of the discrepancy lies in the fact that IQFeed pre-adjusts the daily data but not the minute data. Thus, when adjusting for splits within NinjaTrader, the intraday data will look normal but the day-based bars will be double-adjusted. The workaround here is to use minute based bars to replicate the daily data, or remove the split within NinjaTrader (I would not recommend this option if you require intraday bars, as it will remove the adjustment). "

DTN_Stephen
-DTN Guru-
Posts: 314
Joined: Aug 22, 2014


Posted: Oct 1, 2020 02:08 PM          Msg. 2 of 2
You can contact us at support@iqfeed.net or 800-475-4755 and we can enter an Customer Request for Enhancement concerning this.

Thank you for your post.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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