Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »Data Questions »Spinoff Adjustments
Author Topic: Spinoff Adjustments (10 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 54
Joined: Mar 26, 2008


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)

Roberts
-Interested User-
Posts: 54
Joined: Mar 26, 2008


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?

DTN_Gary_Stephen
-DTN Guru-
Posts: 401
Joined: Jul 3, 2019


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

Roberts
-Interested User-
Posts: 54
Joined: Mar 26, 2008


Posted: Apr 17, 2024 12:53 PM          Msg. 4 of 10
Great. I'll wait for the good news!

DTN_Gary_Stephen
-DTN Guru-
Posts: 401
Joined: Jul 3, 2019


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

Roberts
-Interested User-
Posts: 54
Joined: Mar 26, 2008


Posted: Apr 30, 2024 02:04 PM          Msg. 6 of 10
Roger that.

DTN_Gary_Stephen
-DTN Guru-
Posts: 401
Joined: Jul 3, 2019


Posted: May 20, 2024 03:58 PM          Msg. 7 of 10
The changes are now completed.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Roberts
-Interested User-
Posts: 54
Joined: Mar 26, 2008


Posted: May 21, 2024 10:48 AM          Msg. 8 of 10
Great! Thank you.

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

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
 

 

Time: Mon July 15, 2024 2:56 PM CFBB v1.2.0 20 ms.
© AderSoftware 2002-2003