How do you reconcile merged symbols and splits?

[emboehm]

I've found out how to merge symbols using CompSyms.znf. I was able to successfully merge AHC and HES using

HES ; NYSE:HES ; - ; NYSE:HES ; NYSE:AHC NYSE:HES

However, HES has also split. I see an entry in CorpActs.unf but it is not reflected in the charts. I am concerned that this is affecting my studies (StochRSI, MACD, ADX). Is there a way to get the split to apply to this merged symbol?

[Larry Marchman]

I'm assuming here that you are a QFAI user since you mention CorpActs.UNF.

A split for this merge has to be applied to both HES and AHC. The Quote.com INF is missing the HES split, and alas the special UNF is missing the AHC split.

QFAI has a function to handle this.
Exit QCharts.
Click QFAI Setup and click Edit Local Splits.
This will open Notepad, and you can enter the missing split.
The split will be merged into the UNF until the UNF is updated.
The format is the standard CorpActs format.
Specifically, here's the data to enter into Notepad window.

20060601
NYSE:AHC,3/1

Exit ( upper right X ) Notepad.
Restart QCharts, using QFAI with UNF function on of course.
You should be good to go.
Note: the split notes that one normally see's in a chart do not show for merged syms. A bug, imho.

LAM

[bobscott]

The AHC 3/1 split has been added to the CorpActs.UNF. This problem occasionally happens to QCharts data when a symbol change occurs and later a split is introduced. The result is that the split must be applied to all prior symbol names. I think the worst so far has been VEXP where four different symbol names were involved.

~Bob

[emboehm]

Bob and Larry,

Larry -- Yes, I am a QFAI user. Thanks for the information about the split notes being missing for merged symbols. Is there a way to let eSignal/QCharts know about this? Or have you already tried?

I also saw your new topic about data integrity. However, you transposed the character in AHC (you said ACH).

Bob -- thanks for updating CorpActs.unf.

[Larry Marchman]

Originally posted by emboehm
Is there a way to let eSignal/QCharts know about this? Or have you already tried?

I submitted a regular Quote.com "Data Integrity Report Form" last night.

LAM

[Larry Marchman]

Originally posted by Larry Marchman
I submitted a regular Quote.com "Data Integrity Report Form" last night. ~LAM

And hopefully, the appearance of a report in the Data Integrity thread in this QCharts forum at eSignal Bulletin Board will be noticed and handled by support. Perhaps a support person could comment?

LAM

[DuaneG]

Hi Larry,

Good to see you on the forums. We're reiterating the split issue on HES with the Quality Assurance team as it's obviously out of whack. As soon as we have an update, we'll reply back to this thread. Thanks.

[Larry Marchman]

Thanks for the reply, Duane.

Will a report in the Data Integrity thread...the Sticky currently at the top of this forum...be enough of a report, or is the Quote.com "Data Integrity" web form report required for data issues.

Thanks.... ~LAM

[bobscott]

Hi Duane,

The extremely curious thing about the CorpActs.INF reporting of the AHC/HES split was that it was HES that split on 6/01 not AHC which was reported in the INF. The AHC to HES name change occurred on 5/09. So, all normal sources would have reported the HES split, not the AHC split.

Everything considered, the CorpActs.INF is really in need of help. Take yesterday (6/06) for example:

The CorpActs.INF included the NASDAQ:SCSC 2/1 split but missed the NASDAQ:SHBI 3/2 and NASDAQ:SVVS 1/15 splits plus included the NYSE:CRI 2/1 split both on 6/06 and 6/07 (6/07 being the correct date).

It sure would be nice for Quote.com support to address this issue since the problems seem to be getting worse.

Larry, could you please check the eSignal data to verify that the above splits were included correctly?

Thanks,

~Bob

[Larry Marchman]

[Larry, could you please check the eSignal data to verify that the above splits were included correctly? ~Bob]

Bob, the splits you mention are in eSignal.

However, in case Duane is reading, the symbol change, and hence merge of SVVS and SVVSD is not in eSignal. SVVSD has only two days of history, what with the non-merge of SVVS data.

LAM

[bobscott]

Larry,

Thanks for the input.

Does the eSignal data reflect the NYSE:RIO 2/1 split effective today? My sources only identified this split yesterday so it would be interesting to see if eSignal picked it up.

Thanks,

~Bob

[Larry Marchman]

Scotty,
Yep, eSig has the RIO split OK.
~LAM

[bobscott]

Larry,

It is my understanding that the "plan" is to derive the CorpActs.INF information from the eSignal Corporate Actions information which seems like a really good way to go. Hopefully, that can be accomplished soon.

Thanks,

~Bob

[Larry Marchman]

Yep, that's my understanding also regarding the eSignal split source.
Hmmm...wonder if we can interface CorpActs Update utility to work with the eSignal split data.

LAM

[JayF]

Hey Guys,

Thanks for the great thread on this important topic. There is some automation in updating CorpActs, but it could certainly be much, much better.

eSignal historical data is handled differently. The data on the server is physically adjusted vs. QCharts method of adjusting it locally at the desktop level. So there really isn't a flat file that can be tapped into on the eSignal side. There is however, automated processes that may be able to write to a flat file that could be accessed.

One other idea is to use corporate actions data from one of the other companies under the Interactive Data umbrella (for instance, FT Interactive Data.) Their services focus on extremely accurate end-of-data data for more than 3.5 million securities, primarily used for reconciliation of large brokerage and mutual fund / money market accounts. So you can imagine they have some very reliable corporate actions data. The question is... can it be easily tapped into.

I'll add this to my "short list" of things that need to get done. Thanks again for thread.