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Historical data and stock splits/dividends

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  • Historical data and stock splits/dividends

    Hi,

    How are stock splits supported by the historical data ? Is the data just "as traded" or is it split-adjusted ?

    Can I somehow retrieve information on when stop splits happened and at what ratio ?

    The same applies to dividends: Is historical data "raw" or split-adjusted ? Can I retrieve information on when and how much dividend was paid ?

    Regards
    Dierk Droth
    www.trademagic.net
    TradeMagic - Trading at its best

  • #2
    Hi Dierk,

    In terms of our Daily history data, all of it is "split-adjusted". We are actively working on some sort of flag so users can see when splits occurred but that's not currently ready for production.

    We don't currently split adjust our intraday history so I guess you could call that data "as traded".

    Same goes for dividends in both cases (daily and intraday history).

    Hope that information helps.

    Thanks.

    Comment


    • #3
      Thanks for letting me know.
      Dierk Droth
      www.trademagic.net
      TradeMagic - Trading at its best

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