Here is an actual example for MSFT (1:2 split on 03/29/1999 and 02/18/2003) - this is reported as part of the fundamental message for a symbol ("F" message):Split Factor 1: "0.50 02/18/2003"
Split Factor 2: "0.50 03/29/1999"
This correlates with the latest 2 splits for Microsoft, as reported on https://www.stocksplithistory.com/microsoft/
If there is only a single split in recorded history, Split Factor 2 will be empty.
If there is no split history, both strings will be empty.
Note that for some reason IQFeed reports the split rounded only to 2 digits after the decimal. For example, the GOOGL split on 4/3/2014 (https://www.stocksplithistory.com/google/
) was 1:1.998 but this is reported as "0.50" (instead of the more accurate 0.5005) by IQFeed:Split Factor 1: "0.50 04/03/2014"
Split Factor 2: ""
In other words, the split factor is not a full-accuracy float but a float rounded to 2 decimal places. Hopefully IQFeed will improve this in a future release.
In some cases, splits may be missing or different between different data providers. For example, IQFeed reports only a single split for GOOG (1.00 on 04/27/2015) whereas https://www.stocksplithistory.com/?symbol=GOOG
reports a 1:1.0027455 split on that date as well as a 1:2.002 split on 03/27/2014. This appears to be due to faulty data somewhere.
IQML - IQFeed-MATLAB connector
I am not a DTN employee; my post reflects my personal opinionEdited by altmany on Mar 27, 2019 at 02:45 PM