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?
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?
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