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»Forums Index »Product Support »DTNIQ Client Software Wish List »Adjustments
Author Topic: Adjustments (2 messages, Page 1 of 1)

assert0
-Interested User-
Posts: 1
Joined: Aug 22, 2020


Posted: Aug 22, 2020 09:01 PM          Msg. 1 of 2
It seems that a very common request is for historical data to be adjusted for splits and dividends, and DTN seems to have refrained from adjusting intraday data due to fears of breaking backwards compatibility.

I propose that instead of directly adjusting data, DTN add a new command to their API that allows the user to download a list of adjustments. Each entry in the list would have two values, (1) a date, and (2) a multiplier that all prices before the date should be multiplied by. Alternatively, DTN could have separate entry types for dividends and splits and allow the user to calculate multipliers from those (which would be easy).

This won't break existing software, because users can simply choose to ignore the adjustment list. This makes it very easy for users who want to adjust data to manually adjust it (simply multiply all values before each given date by each given multiplier). This list would be very small, so it would take minimal bandwidth and be very easy for DTN to maintain. All DTN has to do is create a list of all dividends and splits in chronological order for each stock, which, although may take a while at first, would greatly increase user satisfaction and would be fairly easy to update and maintain.

Even if DTN only maintained this list for stocks in the S&P 500 and popular ETFs like SPY (probably around 550 tickers total), that would greatly help while taking very little time on DTN's part.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Aug 24, 2020 06:36 AM          Msg. 2 of 2
Please contact support@iqfeed.net with your 6 digit IQ Login ID.

We will enter a Customer Request for Enhancement of the data feed to our Product Management team for review.

Thank you.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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