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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical data and stock splits/dividends
Author Topic: Historical data and stock splits/dividends (2 messages, Page 1 of 1)

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
Posted: Aug 26, 2004 11:59 PM          Msg. 1 of 2
Hi,

How are stock splits supported by the historical data ? Is the data just "as traded" or is it split-adjusted ?

Can I somehow retrieve information on when stop splits happened and at what ratio ?

The same applies to dividends: Is historical data "raw" or split-adjusted ? Can I retrieve information on when and how much dividend was paid ?

Regards
Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Aug 30, 2004 10:09 AM          Msg. 2 of 2
Daily/Weekly/Monthly data contains split adjusted prices (not volume). You can view the last 2 splits and the ratio by looking at the split factor 1 and split factor 2 fields. These contain the date and ratio for the splits on that symbol. It is contained in the fundamental message from IQFeed.

For dividends we are only carrying the dividend amount and Xdiv dates.
Jay Froscheiser
DTN Market Access, LLC.
 

 

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