How are splits represented in historical data?

[danharp]

I don't see any indication of splits in the historical data structures. Is the data split-adjusted when we get it? Do we have any way of determining when a split occured?

Thanks,

Dan

[JayF]

Dan,

Data from the History Server (intervals Daily or greater) is split adjusted when you receive it. Data from the Tick Server (minute or tick-based intervals) is not split adjusted. We do want to add the support for split-adjusted tick data, and an indicator for when the split took place. Hopefully, they can be added soon.