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» Dividends and Historical Data
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| Author | Topic: Dividends and Historical Data (10 messages, Page 1 of 1) |
 by123 -Interested User- Posts: 4 Joined: Jan 4, 2012 |
Posted: Jan 4, 2012 03:17 PM
Msg. 1 of 10
It appears to me that historical data is not adjusted for dividends. I just
wanted to confirm this. Thanks, Brook |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Jan 4, 2012 03:20 PM
Msg. 2 of 10
Tick and Minute data is not ever adjusted.
Daily data is also normally not adjusted but our market data team will very rarely adjust it for a dividend if it is a very large adjustment and requested by customers. |
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by123 -Interested User- Posts: 4 Joined: Jan 4, 2012 |
Posted: Jan 4, 2012 03:26 PM
Msg. 3 of 10
What is usually the minimum threshold for adjusting for dividends
when you do? |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jan 6, 2012 03:48 PM
Msg. 4 of 10
Our market data team handles it on a case by case basis only when customers request it be done. As a result, there isn't any set guidelines as to when it will happen.
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traps -Interested User- Posts: 15 Joined: May 24, 2011 |
Posted: Jan 9, 2012 08:18 AM
Msg. 5 of 10
So how are we supposed to know which data we need to adjust, and which has already been adjusted?
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jan 9, 2012 08:50 AM
Msg. 6 of 10
Unfortunately there is no way to know for sure with daily data other than comparing it to minute data for the same day.
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by123 -Interested User- Posts: 4 Joined: Jan 4, 2012 |
Posted: Jan 18, 2012 07:47 AM
Msg. 7 of 10
Can DTN provide a record file of the adjustments that have been made?
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jan 18, 2012 08:49 AM
Msg. 8 of 10
Unfortunately we do not have a way to generate a list.
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jokerjoe -Interested User- Posts: 11 Joined: Jul 4, 2011 |
Posted: Feb 25, 2014 02:00 AM
Msg. 9 of 10
Wow, this seems like a major problem if data is treated in an inconsistent manner. Is this still the case?
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Feb 25, 2014 09:16 AM
Msg. 10 of 10
Good morning,
Our rule is that we don't process dividends, and we haven't done any for a number of years, but on a very rare occasion a dividend will come along that causes a chart to become unusable without historical modification. If that happens, and customer demand dictates, then we will make a manual adjustment of the historical data (daily only), these are the only time dividends are processed. That said, we do not have a place that can be queried against for what dividends were processed when. Though as seldom as we do them, literally years apart, should we do another in the future I will try to make a post to the data and content forums about it. So if you subscribe to those forums, you will be alerted of these changes when they occur going forward, and the thread I create will be available thereafter for historical reference. Hopefully this helps alleviate some of your concerns, but let me know if you have any questions or if I can expand on any points made. Tim |
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