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Minutely aggregations show split for GOOG when 'adjusted' unset #164

Closed erikreed closed 1 year ago

erikreed commented 2 years ago

Hello -- I am trying to understand the API behavior of a split like GOOG -> GOOGL using the minutely stock aggregation endpoint.

URL

Result GOOG shows a split in 2014, which to me is counter-intuitive since adjusted is not set in the request. image

2014 is not a standard split given the company splitting to two tickers, so perhaps there is a better way to handle this? [edit: 2015 was the company restructure, so that seems unrelated]

Expected Result As a comparison, AAPL does not exhibit this behavior. image

Additional context The queries were performed via the python client and aggregated in pandas, no transforming of the data.

Client version:

polygon-api-client==0.1.11

Code approximation:

respone = client.stocks_equities_aggregates(
    ticker="GOOG",
    multiplier=1,
    from_=str(from_dt),
    to=str(to_dt),
    timespan='minute',
    limit=50000,
    sort='desc'
)
jrbell19 commented 1 year ago

This has been resolved

erikreed commented 1 year ago

Fantastic thanks!