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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »historic is mixing adjusted and unadjusted values
Author Topic: historic is mixing adjusted and unadjusted values (2 messages, Page 1 of 1)

orbwen
-Interested User-
Posts: 12
Joined: Feb 5, 2011
Posted: Jun 26, 2011 09:37 PM          Msg. 1 of 2
It looks like the historic data I get back from HDT requests is a mix of adjusted and unadjusted values! Please tell me I am making a mistake somewhere and IQFeed isn't doing this!

Take as an example HLF near the 5/18 split. Prices returned are all adjusted, so the split is barely noticeable in HLOC data. But the volume seems to be UNADJUSTED.

5/16 660979 (nasdaq.com shows 1321958)
5/17 760133 (vs 1520266)
5/18 2203055 (equals nasdaq value)

Am I missing something?

Jonathan

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Jun 27, 2011 08:34 AM          Msg. 2 of 2
In daily data, prices are split adjusted but Volumes are not.
 

 

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