Need historical daily data UNadjusted for splits

[braincell84]

Hello,

I have downloaded historical EOD data via e-signal 10 and exported it to CSV for backtesting.
However my backtester is very accurate and 15 years ago some stocks were trading in <$1.0 range as a result of many splits compared to todays price, giving huge relative spreads on the bid/ask (ie 1% = 0.01 = 1 tick).

Is it possible to set up eSignal to download daily data unadjusted for splits?

If not, is it possible to export the splits data (ie ratio and date) together with the adjusted daily data?

Thank you.

[eostrom]

As of right now this isn't something that's available as the flags for splits are not included in a data export. It is possible that this will be available once the data export feature is put into eSignal 11. The data is adjusted server side so getting the data without the adjustment will not be possible. However we might be able to get the flags with the split ratios with the data once the new data export feature comes out. I will put in a request for this to our developers.

[braincell84]

That would be a great feature. I sincerely hope it will be implemented.

Also note, the data-export feature in eSignal 10 as it is is fairly resource consuming and slow, and can crash as a result.
This is because the data export window must load the entire table before exporting. This table includes a number of text fields and checkboxes equal to the number of bars that need to be exported. For an average system running windows 32-bit, the maximum application memory limit is reached at about 1.6GB of memory, which equates to around 700k bars. The loading time (just to load the window) takes about 5 minutes to open and 3 minutes to close for this bar count. This is because the windows form must create all of these controls in the table before the "Save as CSV" button appears, and then destroy them.

A simple solution would be to have an export feature that does NOT load this table to create the unneeded window controls, but instead directly exports to a CSV file from the file menu item without doing anything else.

If you can, please include this suggestion in your development request log. Thank you.

[eostrom]

The data export feature that is being implemented into eSignal 11 should be a lot more robust than the one in the 10 series.