“Adjusted” prices are crucial for ML methods. However, they are not available from the IEX data during paper-trading. Hence, I would like to request their addition to that endpoint.
Did you mean intraday data? Good point, probably there is inconsistency between daily bars being adjusted and intraday bars being unadjusted. We would like to improve the Data API along with other outstanding ideas.
I do not mean intra-day prices. Please check the definition of “adjusted” close prices here.
This basically adjusts the close price in the case of event such as dividends, splits, etc.
Thanks for clarification. I thought daily bars are adjusted but can you point me to specific data you are looking at?
Hi Hitoshi, the IEX data from alpaca is not adjusted for stock splits and reverse stock slits. BLPH had a reverse slit on Feb 10th, but the historical data is not adjusted.