Adjusted historical data?

Alpaca Market Data
21

Thanks for reporting @rockbusiness we are looking into this issue and fixing ASAP. At first glance, it seems like it was not a stock split but a spinoff where the price of IP was reduced by 2.97 to reflect the spin off of SLVM.

1 Like
22

Which endpoint did you use to get your data containing “n” and “vw” which are not included in the documentation?

23

I also have @xsiboss question that ‘vw’ isn’t documented in the docs but actually we get from the V2 endpoint for daily bars. Probably it’s volume weighted. An addition in the documentation might help @Abel_Alpaca .

1 Like
24

Yeah, I confirmed that only 1Min Bars data return format is documented here. 15Min and 1Day Bars data include “n” and “vw” but those are not documented. I guess “n” is the number of trade ticks during the period and “vw” must be the VWAP. Alpaca is supposed to document this properly.
And also I found there are 2 different versions of the documentation page for market data as below:
https://alpaca.markets/docs/broker/

Alpaca, please consolidate those pages or make them in sync.

2 Likes
25

Hello! Found another issue, appeared after enabling adjustment=“all” with PFE ticker: Screenshot by Lightshot the gap appears at 22.10.2020

26

Ticker IP’s data isn’t fixed still after so may days. Any updates ?

27

Hi @rockbusiness, the issue was fixed, please let us know if you are still receiving odd values.

28

Hi @igor_r, thank you for reporting the issue, this is fixed now.

29

Thanks @Abel_Alpaca . Looks like it is fixed now. I really appreciate the support.

30

Hi @Abel_Alpaca, issue with PFE is fixed, thanks! Found one more issue with DELL. there was some
corporate action on 02 November 2021, which is not adjusted in alpacas data.

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df = alpaca.get_bars(a.symbol, TimeFrame.Day, beginning_date, end_date, adjustment='all').df

I thought this would give me data adjusted for splits and dividends. But then I noticed this today. Can someone clarify if this works? Or is my syntax off?

This is for symbol ‘T’ or At&t

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image1441×258 12 KB

34

Hey, I was wondering have you solved this problem yet? @Dan_Whitnable_Alpaca

35

Switched data providers

36

alpaca is disappointing. what did you choose eventually?

37

I’ll use yfinance a lot of times when I’m just screwing around.

1 Like
38

That’s :fire: When will alpaca fix their data? @Dan_Whitnable_Alpaca

40

@kb_d Alpaca definitely has adjusted bar data. Take a look here. Set the parameter adjustment to split, dividend or all depending upon your use case. The SDKs all support a similar parameter.

What are you seeing which makes you say “I still can’t get adjusted price data”?

41

Thank you for reply this. I have sovled it. so I deleted my post.