Multiple stocks missing splits or have bad splits

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Multiple stocks missing splits or have bad splits #111

Closed tr8dr closed 1 year ago

tr8dr commented 3 years ago

Sample URL https://api.polygon.io/v2/reference/splits/A?apiKey=...

Stocks with missing splits (so far in my testing):

A
CAG
CPRT (has an erroneous split on 2017-04-10, in addition to the correct 2017-04-11)
DISCA
DISCK
DOV
HLT (split ratio on 2017-01-04 is incorrect, and 2017-01-03 should not exist I believe)
HPE
HSIC (missing 2019 split)
JCI (missing 2016 split)
MET (missing 2017 split)
NI (missing 2015 split)
OKE (missing 2014 split)
PNR (missing 2018 split)
SPG (missing 2014 split)
VFC (missing 2019 split)
VTR (missing 2015 split)

Result Shows no splits or has erroneous splits

Expected Result Missing splits, should have 1 or more splits (depending on equity listed above)

Desktop (please complete the following information):

Questions When should we expect the new "stock meta data" backend that resolves these problems?

jrbell19 commented 3 years ago

Hi there,

This is an issue that we are currently working to address. Apologies for the inconvenience.

I will keep this thread updated as we make progress.

tr8dr commented 3 years ago

Also would like to note that the dividends seem off for just about every stock I have looked at. Are you parsing (or planning to parse) this from EDGAR? I would be happy to help.

jrbell19 commented 3 years ago

We currently do not parse this from EDGAR, but that is the plan.

Zhan-Li commented 3 years ago

Polygon has missing dividend history in 2020 for a lot of tickers (example: AAPL), so I come here to check whether they actually solve the problem. Yet, both splits and dividends are still missing for relevant tickers, 2 months after the last reply. I guess it is time to switch to a different data vendor.

And to guys at Polygon, nice API! But you need to get the basics right: Your data needs to to be right.

tr8dr commented 3 years ago

@Zhan-Li , I am a user of Polygon as well (and the submitter of the bug report). The missing data presents a problem for me as well. What I have done is to:

use polygon as a basis for market data (which works great)
pull meta data from yahoo and some other sources (programmatically)

Yahoo is not perfect, however (I've had to manually adjust split information in a few instances);

qrpike commented 3 years ago

We are currently rewriting all of our reference data APIs. I believe the dividends issue you mentioned has been fixed, but please confirm. We expect all reference data to be working well by end of Q2. Very sorry about this.

spazmodius commented 3 years ago

Maybe related: getting splits for QQQ returns a record that far predates its existence:

GET https://api.polygon.io/v2/reference/splits/QQQ

{
  status: 'OK',
  count: 1,
  results: [{
    ticker: 'QQQ',
    exDate: '2000-03-20',
    paymentDate: '2000-03-20',
    ratio: 0.5
  }]
}

Azmisov commented 3 years ago

From the slack page: The stock splits endpoint does not seem to match what is shown on NASDAQ's site. E.g. IRCP lists 4:1 ratio on Polygon, while NASDAQ lists 4.29:1

jrbell19 commented 1 year ago

These splits have been added to our system. Please let us know if you run into any similar issues.