DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen

"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email

"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry

"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon

"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »Data Questions »Adjusting Data for Stock Splits

Author	Topic: Adjusting Data for Stock Splits (5 messages, Page 1 of 1)
479045 -Interested User- Posts: 1 Joined: Oct 1, 2020	Posted: Oct 1, 2020 01:41 PM Msg. 1 of 5 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: 453 Joined: Aug 22, 2014	Posted: Oct 1, 2020 02:08 PM Msg. 2 of 5 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
napoleon -Interested User- Posts: 9 Joined: Mar 27, 2021	Posted: Apr 17, 2021 12:14 AM Msg. 3 of 5 If this is ever considered for an enhancement, I would like to suggest that it be an optional change that the user can select through the API. While it may fix issues with Ninja Trader to stop split adjusting the daily data, other users may rely on this behavior and it may break their applications if it were to be changed. I use the ratio between historical daily and minute data to detect splits in historical data. I have found this more reliable than using the last 2 splits that are available in fundamental data, and of course this method allows splits to be calculated for the entire available daily and minute history, not just the last 2 splits. So please don't change this without a way for users to opt out of the change and keep the current behavior.
DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014	Posted: Apr 18, 2021 10:34 PM Msg. 4 of 5 Thank you. We appreciate and welcome enhancement suggestions. Although we have received customer requests to do so, there is currently no plan to split adjust intraday data in IQFeed. If you would like to add your name to the list of others making this request, but with a special caveat of creating an option to enable/disable the adjustment, please email us at support@iqfeed.net, with your account information. Be sure to include the details of your request in the email. Trading Markets Customer Service 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading \| http://www.iqfeed.net
napoleon -Interested User- Posts: 9 Joined: Mar 27, 2021	Posted: Apr 19, 2021 04:29 PM Msg. 5 of 5 Thanks, but I am not interested in this enhancement. My comment was just to suggest that if it is changed, that there is a way to make sure people can opt-out so it doesn't break applications that depend on the current behavior. I am happy with it the way it is now and don't think it is necessary to change anything.