milktrader / Quandl.jl

Julia api to Quandl open source financial, economic and social datasets
Other
67 stars 31 forks source link

Mismatch in values of GOOGL #90

Closed cndesantana closed 8 years ago

cndesantana commented 8 years ago

Hi,

I am running the first examples in the documentation:

    julia> using Quandl

    julia> quandl("GOOG/NASDAQ_QQQ")

I understand that this example says that the value of GOOG/NASDAQ_QQQ at this date (2015-11-20) is around 100USD.

    100x5 TimeSeries.TimeArray{Float64,2,Void} 2015-07-01 to 2015-11-20

                 Open      High      Low       Close     Volume  
    2015-07-01 | 108.13    108.35    107.42    107.92    21292958
    2015-07-02 | 108.23    108.32    107.62    107.95    20499447
    2015-07-06 | 107.27    108.32    107.04    107.7     24311020
    2015-07-07 | 107.82    108.07    105.83    107.97    44230772
    ⋮
    2015-11-17 | 111.61    112.29    111.21    111.49    30579457
    2015-11-18 | 111.94    113.74    111.83    113.63    32966463
    2015-11-19 | 113.68    114.23    113.49    113.71    26188119
    2015-11-20 | 114.24    114.57    114.14    114.48    22727591

However, the value of the same stock in Quandl webpage is around 700 USD:

https://www.quandl.com/data/GOOG/NASDAQ_GOOGL-Google-Inc-GOOGL

Is there a mismatch here or am I interpreting something wrong?

Thanks!

cndesantana commented 8 years ago

Just to add that I have tested with other stocks (AMAZON) and the mismatch does not exist:

    quandl("YAHOO/AMZN",rows=4218,format="DataFrame")

    Date       | Open    | High    | Low     | Close   | Volume    | Adjusted_Close |
    2015-11-17 | 650.65  | 653.25  | 641.0   | 643.3   | 4.292e6   | 643.3          |        
    2015-11-18 | 646.51  | 664.88  | 646.37  | 663.54  | 4.3157e6  | 663.54         | 
    2015-11-19 | 664.99  | 672.86  | 659.0   | 661.27  | 4.6741e6  | 661.27         | 
    2015-11-20 | 667.94  | 668.87  | 657.57  | 668.45  | 3.8602e6  | 668.45         | 

and in Quandl webpage the stock also has a value around 650 USD

https://www.quandl.com/data/YAHOO/AMZN-AMZN-Amazon-com-Inc

So, if the mismatch exists, it seems to be associated with GOOGL stocks.

Thanks

milktrader commented 8 years ago

It's the GOOG source for QQQs which is the Nasdaq 100 index divided by 40.

Try

julia> quandl("GOOG/NASDAQ_GOOG")
100x5 TimeSeries.TimeArray{Float64,2,Void} 2015-06-25 to 2015-11-20

             Open      High      Low       Close     Volume         
2015-06-25 | 538.87    540.9     535.23    535.23    1335697        
2015-06-26 | 537.26    537.76    531.35    531.69    2109130        
2015-06-29 | 525.01    528.61    520.54    521.52    1937821        
2015-06-30 | 526.02    526.25    520.5     520.51    2235595        
⋮
2015-11-17 | 729.29    731.84    723.03    725.3     1510903        
2015-11-18 | 727.58    741.41    727.0     740.0     1684259        
2015-11-19 | 738.74    742.0     737.43    738.41    1327879        
2015-11-20 | 746.53    757.92    743.0     756.6     2213284        
cndesantana commented 8 years ago

Great!! Thanks! ;)