Hi,
While monitoring stock STLD, i noticed that the price is not adjusted after split using the minutes from IB and also the daily free quotes. Any idea what went wrong?
Please advise.
Thanks.
Sim
Adjusted Stock Split Data
- TJ
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- Marina Pashkova
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Re: Adjusted Stock Split Data
Hi Sim,Hi,
While monitoring stock STLD, i noticed that the price is not adjusted after split using the minutes from IB and also the daily free quotes. Any idea what went wrong?
Please advise.
Thanks.
Sim
MultiCharts simply plots whatever the provider sends. If the price is not adjusted it means that this is the way IB/FreeQuotes have sent this data. Try reloading charts (ctrl+R): if the provider has adjusted the price later, ctrl+R will help to bring this data into MC.
Thanks everyone for the reply and also thank to Marina for the email reply. In this case, there might be issue with data for any stock split using IB datafeed and MC built in free quotes. I have checked with IB chart itself and data were correct with adjusted stock price after split. I am wondering if there is anyone else having stock split data problem with MC using IB datafeed? Or, is it my own system problem.
Look like getting reliable 3rd party datafeed is still needed.
Sim
Look like getting reliable 3rd party datafeed is still needed.
Sim
- TJ
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re: stock splits:Marina, Why you dont just say that MC is not able to perform a simple stock split? or a simple future rollover ???
because MultiCharts is a charting program, NOT a data provider.
Adjusting the price for stock-split is NOT a "Simple Task".
You must know:
-- the date of the split, and
-- the ratio of the split.
Theoretically it can be done, IF the data provider supplies these information.
But I don't know of any data provider that can supply these information in the present data format.
Therefore, as with all the charting programs on the market, adjusting the price for stock-split does not default to the charting program. Rather, it is done at the data-provider level.
A charting program will chart whatever data the provider sends to you.
A charting program does not know when, and does not care how much, if your stock had splitted.
re: future rollover:
Future rollover is a slightly easier task than stock splits, because the expiration date is known and recurring. But still, there are variables that must be addressed. Because there are more than one way to make a continuous contract. The way you want to rollover might not be what others have in mind.
1. you can stitch the data together. e.g. eSignal ES#
2. you can adjust the back months so that there is no gap on rollover date.
a new set of questions arise:
-- how do you adjust the back months?
-- by how much?
-- on what date? on expiration date? on popular rollover date? when new contract volume equals/exceeds old contract volume?
-- do you create a whole new database of continuous contract? then you will have a duplicate set of data, one adjusted, and one original.
many people have requested a future rollover feature, I believe it is on the wish list.
p.s. If you subscribe to a good data provider, you get good data, including stock-split adjusted prices and future rollovers.
- Marina Pashkova
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- Joined: 27 Jul 2007
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Sim,Thanks everyone for the reply and also thank to Marina for the email reply. In this case, there might be issue with data for any stock split using IB datafeed and MC built in free quotes. I have checked with IB chart itself and data were correct with adjusted stock price after split. I am wondering if there is anyone else having stock split data problem with MC using IB datafeed? Or, is it my own system problem.
Look like getting reliable 3rd party datafeed is still needed.
Sim
What you are saying is very interesting. If in the IB chart the data was correct it should have been correct in MultiCharts after the reload as well.
Do you think you could contact our customer support at http://messenger.providesupport.com/mes ... pport.html ?
We would like to get connected to your pc remotely so that our engineers could see what exactly happnes to the split stock data?
Thank you.
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi TJ,re: stock splits:Marina, Why you dont just say that MC is not able to perform a simple stock split? or a simple future rollover ???
because MultiCharts is a charting program, NOT a data provider.
Adjusting the price for stock-split is NOT a "Simple Task".
You must know:
-- the date of the split, and
-- the ratio of the split.
Theoretically it can be done, IF the data provider supplies these information.
But I don't know of any data provider that can supply these information in the present data format.
Therefore, as with all the charting programs on the market, adjusting the price for stock-split does not default to the charting program. Rather, it is done at the data-provider level.
A charting program will chart whatever data the provider sends to you.
A charting program does not know when, and does not care how much, if your stock had splitted.
re: future rollover:
Future rollover is a slightly easier task than stock splits, because the expiration date is known and recurring. But still, there are variables that must be addressed. Because there are more than one way to make a continuous contract. The way you want to rollover might not be what others have in mind.
1. you can stitch the data together. e.g. eSignal ES#
2. you can adjust the back months so that there is no gap on rollover date.
a new set of questions arise:
-- how do you adjust the back months?
-- by how much?
-- on what date? on expiration date? on popular rollover date? when new contract volume equals/exceeds old contract volume?
-- do you create a whole new database of continuous contract? then you will have a duplicate set of data, one adjusted, and one original.
many people have requested a future rollover feature, I believe it is on the wish list.
p.s. If you subscribe to a good data provider, you get good data, including stock-split adjusted prices and future rollovers.
Thank you for the very good and detailed comments.
We are going to consider introducing both stock split and rollover for continuous futures. Stock split will be actually easier to implement. The thing is that there are lots of rollover patterns - each associated with a particular root. Matching roots to patterns is not a difficult task but it is very time-consuming and quite tedious.
As far as Stock split adjustments. OK, yes, I understand, that not all providers provide split date and ratio info. But, Let us do it. We always can find for stock we are interesting all the splits and it would be nice if give us interface to adjust prices for splits and divedends manually.
We would inter on the interface split date, ratio and click ADJUST button. This is very easy.
Does any other trading platform allow to do that?
Thanks
Victor
We would inter on the interface split date, ratio and click ADJUST button. This is very easy.
Does any other trading platform allow to do that?
Thanks
Victor
This would be really great ! Any dates on when stocks splits adjustments would be done ?We are going to consider introducing both stock split and rollover for continuous futures. Stock split will be actually easier to implement. The thing is that there are lots of rollover patterns - each associated with a particular root. Matching roots to patterns is not a difficult task but it is very time-consuming and quite tedious.
- LRP
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Re: Adjusted Stock Split Data
Hi SimHi,
While monitoring stock STLD, i noticed that the price is not adjusted after split using the minutes from IB and also the daily free quotes. Any idea what went wrong?
Please advise.
Thanks.
Sim
As i found out, the free quote server moneycentral.msn.com provide split adjusted datas. Just use the settings like you can see at the attachment by moving the servers in the shown order.
Cheers,
LRP
- Attachments
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- STDL.GIF
- (77.57 KiB) Downloaded 1795 times
Hi LRP,
Thank you so much. I have tested your suggestion and play around with the free quote setting. I have found that by disabling yahoo quote and selecting msn or prophetfinance or both, the split data problem is solved. hence, the conflict seem to come from yahoo free quote. But i have to figure out the one from IB.
Thanks and regards
Sim
Thank you so much. I have tested your suggestion and play around with the free quote setting. I have found that by disabling yahoo quote and selecting msn or prophetfinance or both, the split data problem is solved. hence, the conflict seem to come from yahoo free quote. But i have to figure out the one from IB.
Thanks and regards
Sim
- TJ
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Yahoo data has BOTH adjusted and unadjusted quote built-in to it.Hi LRP,
Thank you so much. I have tested your suggestion and play around with the free quote setting. I have found that by disabling yahoo quote and selecting msn or prophetfinance or both, the split data problem is solved. hence, the conflict seem to come from yahoo free quote. But i have to figure out the one from IB.
Thanks and regards
Sim
Some charting programs give you an option to select which data stream to use.
i enable only yahoo data for eod and prophet for intraday and the data are more or less ok, i compare them with www.borsaitaliana.it
in this link the data are perfect because this is the site of the official market
http://www.borsaitaliana.it/bitApp/quot ... le¶m=A
all quotes are right, is it possible to import them in mc?
while the real time data are given 20 minutes late but perfect,
is it possible to import them in mc?
in this link the data are perfect because this is the site of the official market
http://www.borsaitaliana.it/bitApp/quot ... le¶m=A
all quotes are right, is it possible to import them in mc?
while the real time data are given 20 minutes late but perfect,
is it possible to import them in mc?
Last edited by zukkaweb on 20 Aug 2008, edited 1 time in total.
- Marina Pashkova
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- Joined: 27 Jul 2007