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)




"It’s so nice to be working with real professionals!" - Comment from Len
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"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
"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
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »DTNIQ Client Software Wish List »Intraday split-adjusted data for stocks
Author Topic: Intraday split-adjusted data for stocks (3 messages, Page 1 of 1)

peterd
-Interested User-
Posts: 1
Joined: Feb 9, 2023


Posted: Feb 9, 2023 05:04 PM          Msg. 1 of 3
It would be great to have real-time intraday split-adjusted data for stocks, because when a stock splits, I need the charts to be split-adjusted so that my moving averages and indicators work properly.

Without real-time split-adjusted intraday data, I basically can't trade a stock that split until the old data eventually scrolls off the chart and a bit further because of indicator lookback.

I love DTN's futures data but sadly I'm going to have to switch to eSignal (they provide real-time split-adjusted intraday prices) unless you're willing to make the change.

Is there anyone else that needs this or am I the only one?

DTN_Gary_Stephen
-DTN Guru-
Posts: 379
Joined: Jul 3, 2019


Posted: Feb 10, 2023 07:09 AM          Msg. 2 of 3
I can submit a customer request, but it wouldn't be an instant change.

Historical tick and minute data isn't split-adjusted; only daily data is. The SnapQuote app tells you the time/ratio (to two decimal places) of the most recent two changes.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



File Attached: post7072-1.png (downloaded 509 times)

taa_dtn
-DTN Evangelist-
Posts: 154
Joined: May 7, 2004


Posted: Feb 22, 2023 11:24 AM          Msg. 3 of 3
For some indicators you want the split-adjusted prices, for others you want the historical prices and volumes exactly as transmitted on that day. There's no one-size-fits-all solution.

I like the current IQFeed approach, where I can get the tick data as-transmitted, plus the splits. I store both so I can construct split-adjusted data when I need it.

That said, it's often the case that splits are described incorrectly either as to date or as to ratio. This problem is not unique to IQFeed; you can observe it on practically any online source of split history. As a consequence I run a sanity-check on splits in my database every night. Things to watch for include multiple splits within a few days of one another, splits with implausibly large or small ratios, and split information that's delivered for the first time after the date of the split.

My split-adjustment code includes a table of known corrections that are applied automatically when split-adjusting. That table has to be maintained manually, though.

If anyone has a better solution, I'd love to hear about it!
 

 

Time: Mon December 4, 2023 8:03 PM CFBB v1.2.0 14 ms.
© AderSoftware 2002-2003