apilayer / marketstack

Free Real-Time, Intraday & Historical Stock Market Data API
https://marketstack.com
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Stock splits not taken into acount #10

Open tavurth opened 3 years ago

tavurth commented 3 years ago

I'm using candle.adj_close and still it seems to be broken.

TSLA

Screenshot 2020-09-02 at 10 09 46

AAPL

Screenshot 2020-09-02 at 10 05 29
Here's the last few days of data from AAPL adj_close close
132.76 132.76
127.58 127.58
504.05 504.05
508.57 508.57
504.7165 504.7165
498.79 498.79
514.79 514.79
477.05 477.05
463 463
463.933 463.933
457.41 457.41
464.25 464.25
459.315 459.315
457.72 457.72
441.99 441.99
447.875 447.875
450.4 450.4
452.82 452.82
441.62 441.62
437.51 437.51
436.53 436.53
432.8 432.8
411.535 411.535
376.75 376.75
375 375
377.47 377.47
374.84 374.84
363.95 363.95
387.99 387.99
386.77 386.77
396.69 396.69
385.67 385.67
387.95 387.95
386.25 386.25
395.96 395.96
379.36 379.36
389.06 389.06
381.34 381.34
385.05 385.05
376.72 376.72
375.41 375.41
370 370
iiromutikainen commented 3 years ago

I agree. This is a very important feature and it should be working.

nima commented 3 years ago

+1

Fredrik-C commented 3 years ago

It is sad to see that 8 months later there is still issues with split adjusted data, some tickers are adjusted and some are not.

All my backtrading algoritms are now trash since I found out that Marketstack has bad data quality.

bmmsea commented 3 months ago

And now it's almost 4 years later, and the incorrect adjusted data is still not fixed:

https://api.marketstack.com/v1/eod?access_key=[REDACTED]&symbols=GOOGL&date_from=2022-07-10&date_to=2022-07-19

The trading day just before the split date (2022-07-18) is corrected, but everything prior is incorrect. It's like their code to adjust the prices only applied to a single day.

It's worse to give bad data than it is to just not give the data at all. It calls into question the reliability of all their numbers.