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»Forums Index »Archive (2017 and earlier) »Data and Content Support »The volume data is wrong after stock split
Author Topic: The volume data is wrong after stock split (3 messages, Page 1 of 1)

Lai96278
-Interested User-
Posts: 1
Joined: Aug 21, 2022


Posted: Aug 21, 2022 12:30 PM          Msg. 1 of 3
I have many indicator calculations that depends on correct volume either before or after split. If the price is split but volume is not, how do I get to correct calculations based on the not-split volume you provide? The period volume, total volume obviously needs to be split for the historical volume before the split date.

For example, to calculate OBV (On Balance Volume) I need the price and the volume. If the volume after split stays the same as the old volume before split, the calculation result definitely is wrong. Because the old price before the split date is split, but the old volume before the split is still the same as the old number. Any work around available for now?

Thanks.

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


Posted: Aug 22, 2022 06:20 AM          Msg. 2 of 3
Please indicate a symbol date/timestamps and type of data you are looking at tick, minute daily?

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

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


Posted: Aug 22, 2022 07:00 AM          Msg. 3 of 3
(1) Please keep in mind we do not adjust intraday data for splits.

(2) I also confirmed that we do not adjust volume on Daily data for splits.

We can reivew to see if we can make this change to our data; please contact us at support@iqfeed.net with your 6 digit login ID and we can enter a Customer Request for Enhancement.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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