Adjusted historical data?

Is the aggregate historical data for the new unlimited plan ($9.99/mo) adjusted for splits and dividends?

…Thanks…
…Michael…

In case anyone is looking for the same info. From Alpaca email support:

Hi Michael,

Yes it is.

Sincerely,

The Alpaca Team
support@alpaca.markets

Hi Michael,

I am also interested in adjusted data.

I queried minute data for AAPL and TSLA at the time of their 2020 stock splits using the get_bars method, and the prices are not adjusted for the splits.

Here are the results:

Did Alpaca Support indicate if there was some sort of parameter to add to get adjusted data? Or perhaps a different method to use?

As artificial jumps/drops in price completely throw off backtesting and statistical analysis, adjusted data is critical.

Thanks,
Tif

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Hi
I was not able to get any response from alpaca regarding historical data with splits consideration, ended up paying for polygon

covariancematrix, they didn’t indicate any additional parameter needed to be set.

Are you subscribed to Alpaca’s unlimited tier or their free tier?

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@masilver ok thanks for letting me know.

I’m subscribed to the unlimited tier.

According to some open tickets in Alpaca’s github, it looks like other users are looking for historical data to have an “adjusted” option.

Perhaps someone on the inside at Alpaca can comment on this :crossed_fingers:

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@youdar thanks for letting us know

covariancematrix, thanks for posting those issues. That’s disappointing news. Unless the switch to the $9 unlimited plan magically adjusts the prices, I see a polygon.io subscription in my future.

@masilver sorry I missed seeing your comment sooner. I completely understand why you’d opt for a polygon subscription. Hopefully Alpaca will add an adjusted data parameter.

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Hi All - thanks for the feedback!

We are working on adjusted data for splits and dividends and plan to introduce it soon. We will update the community once that is available.

Thanks,
Abel

3 Likes

Hi Abel,

is there any ETA as to when will this adjusted price feature be introduced and made available to subscribers of the unlimited plan at least? I am trying to decide between working out a short-term work around solution myself vs. waiting for Alpaca to introduce this new feature.

Thanks!

Also concerned about this topic, is there any aproximate estimate when this feature would be available?

Thanks