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Stock splits not taken into acount

Open tavurth opened this issue 4 years ago • 4 comments

I'm using candle.adj_close and still it seems to be broken.

TSLA Screenshot 2020-09-02 at 10 09 46

AAPL Screenshot 2020-09-02 at 10 05 29

Here's the last few days of data from AAPL

adj_close close
132.76 132.76
127.58 127.58
504.05 504.05
508.57 508.57
504.7165 504.7165
498.79 498.79
514.79 514.79
477.05 477.05
463 463
463.933 463.933
457.41 457.41
464.25 464.25
459.315 459.315
457.72 457.72
441.99 441.99
447.875 447.875
450.4 450.4
452.82 452.82
441.62 441.62
437.51 437.51
436.53 436.53
432.8 432.8
411.535 411.535
376.75 376.75
375 375
377.47 377.47
374.84 374.84
363.95 363.95
387.99 387.99
386.77 386.77
396.69 396.69
385.67 385.67
387.95 387.95
386.25 386.25
395.96 395.96
379.36 379.36
389.06 389.06
381.34 381.34
385.05 385.05
376.72 376.72
375.41 375.41
370 370

tavurth avatar Sep 02 '20 04:09 tavurth

I agree. This is a very important feature and it should be working.

iiromutikainen avatar Sep 22 '20 19:09 iiromutikainen

+1

nima avatar Feb 02 '21 07:02 nima

It is sad to see that 8 months later there is still issues with split adjusted data, some tickers are adjusted and some are not.

All my backtrading algoritms are now trash since I found out that Marketstack has bad data quality.

Fredrik-C avatar May 15 '21 13:05 Fredrik-C

And now it's almost 4 years later, and the incorrect adjusted data is still not fixed:

https://api.marketstack.com/v1/eod?access_key=[REDACTED]&symbols=GOOGL&date_from=2022-07-10&date_to=2022-07-19

The trading day just before the split date (2022-07-18) is corrected, but everything prior is incorrect. It's like their code to adjust the prices only applied to a single day.

It's worse to give bad data than it is to just not give the data at all. It calls into question the reliability of all their numbers.

bmmsea avatar Apr 16 '24 02:04 bmmsea