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» Spinoff Adjustments
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| Author | Topic: Spinoff Adjustments (10 messages, Page 1 of 1) |
 Roberts -Interested User- Posts: 54 Joined: Mar 26, 2008 
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Posted: Apr 9, 2024 11:11 AM
Msg. 1 of 10
We all know that Daily data is split-adjusted but Intraday is not. Following a couple recent large spinoffs (GE > GEV and MMM > SOLV), I noticed that IQFeed had applied a split-type adjustment for these that matched my adjustment that I apply for intraday data. I continued investigating S&P 500 and Nasdaq 100 stock histories and found that adjustments for Spinoffs have been applied in about 30 cases.
I attached a spreadsheet with my spinoff findings. This isn't an exhaustive study but I've been following the S&P 100, 500, and Nasdaq 100 stocks. With a few exceptions that I can't quite reconcile the workbook has 3 spreadsheets: 1. The first are the spinoffs for which IQFeed has already applied the adjustment. Nothing needs to be done here, it's just for reference. 2. The next sheet is a list of about 65 other spinoff that I request to be applied to the Daily data. If its not possible to apply these corrections, then I want to know that, and I'll just do it myself for all of our customers. 3. The last sheet of "Errors" is a short list of spinoff that IQFeed may have applied an adjustment for, but they don't match my calculation. More investigation required. Mainly, I'm looking for action on #2. File Attached: IQFeed_Spinoffs.zip (downloaded 244 times) |
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Roberts -Interested User- Posts: 54 Joined: Mar 26, 2008
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Posted: Apr 11, 2024 10:21 AM
Msg. 2 of 10
To be clear, I'm only talking about adjustments for Daily data. (Just forget that I even mentioned Intraday.)
It's been a few days. Can someone reply? |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019 
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Posted: Apr 15, 2024 10:29 AM
Msg. 3 of 10
I have sent your findings to our data team for review. I should have let you know this sooner, I apologize for that.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Roberts -Interested User- Posts: 54 Joined: Mar 26, 2008
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Posted: Apr 17, 2024 12:53 PM
Msg. 4 of 10
Great. I'll wait for the good news!
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019
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Posted: Apr 30, 2024 12:40 PM
Msg. 5 of 10
This is still being researched by our data team. There was a lot of data so it will take some time to fully investigate. I will post here when there is an update.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Roberts -Interested User- Posts: 54 Joined: Mar 26, 2008
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Posted: Apr 30, 2024 02:04 PM
Msg. 6 of 10
Roger that.
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019
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Posted: May 20, 2024 03:58 PM
Msg. 7 of 10
The changes are now completed.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Roberts -Interested User- Posts: 54 Joined: Mar 26, 2008
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Posted: May 21, 2024 10:48 AM
Msg. 8 of 10
Great! Thank you.
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sarausa0106 -Interested User- Posts: 2 Joined: Jul 8, 2024 |
Posted: Jul 8, 2024 10:00 PM
Msg. 9 of 10
I followed the instructions exactly and it worked. I will send you the results to verify. https://slope3d.net
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maruusa -Interested User- Posts: 2 Joined: Jul 8, 2024 |
Posted: Jul 8, 2024 10:16 PM
Msg. 10 of 10
These are things I've been looking for for a long time. thank you for sharing. https://thatsnot-myneighbor.com
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