Hi,

I was comparing daily vs minute bars for BIDU and there is major differences for example

2008-03-03 Open is 251.74 on first few minute bars but daily says 25.34, is there a reason for this, split adjustment or something?

Thanks

Hello Markmm, I believe that this is the result of BIDU having a split occur however I have forwarded your question onto our Market Data Services dept. for further investigation to know for sure. As soon as we hear back from them we will update this post.

Thanks.

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Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614

Hello Markmm, here is what I have received from our Market Data Services dept. in regards to the BIDU.

"BIDU had a 10-for-1 stock split on 5/12/10. Daily/weekly/monthly history is split adjusted on IQ, but minute data is not."

If you have any other problems or questions please let us know.

Thanks.

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Curtis Thompson
support@iqfeed.net
support@dtniq.com
support@prophetx.com
Trading Markets Customer Service
1-800-397-7000

OK thanks for the response. I use daily data to quickly look back n days, but use minute data for my backtesting. I guess I can just ditch the daily data and use intraday exclusively. This leads to my next question, is there a feed for split info for a symbol?

Hello Markmm,

We have two data fields in IQFeed that carry this information - split factor 1 and split factor 2. I have attached a screenshot of a DTN Snap Quote that shows the information (near the bottom). If your software requests these data fields, they are available in IQFeed. Thank you.

Ok thanks, I am only going back as far as 2007 so can I assume the majority of the big NASDAQ stocks have not had more than 2 splits since then?

In general, that is probably fair to say, but if you have any questions about a specific company, let us know at Support@IQFeed.net and we can look into it.