Announcement

Collapse
No announcement yet.

Reverse splits

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Reverse splits

    Last week there was a reverse split for a number of inverse ETFs, like MZZ, TZA and so forth. When my program tries to obtain historical price data for these securities, it calls

    eSignal.RequestHistory[aSymbol, aScale, btBars, aBars, -1, -1];

    When aBars is set to 'D', eSignal returns the correct data, adjusted to reflect the split. When aBars is an intraday interval like '15' or '60', eSignal returns unadjusted prices -- reflecting the split this week, but not reflecting the split prior to last Thursday.

    Is there a way to obtain historical intraday prices that reflect the reverse split?

  • #2
    My apologies -- in the first post, it should be aScale that is set to 'D', '60' or '15'. In each case, aBars is set to 500;

    Comment


    • #3
      ddresser,

      Intraday splits are not available with the Desktop API. All intraday splits are done at the desktop Level by the eSignal software.

      We apologize for any inconvenience.

      Comment

      Working...
      X