“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.
Is the stocksplit adjustment an ‘issue’ that is being looked at? I noticed the IEX data did not adjust for the AAPL stock split of a few days ago (4:1)
I would also like to have the IEX data split adjusted. One of your competitors (alphavantage) has a nice history data format that contains:
Date, Open, High, Low, Close, AdjustedClose, Volume, Dividend, SplitCoefficient
Having both unadjusted and adjusted close makes it easy to get the data desired for the specific application.
I too noticed that the data is not adjusted for splits.
This is strange since the Alpaca API uses Polygon to retrieve data, and Polygon returns adjusted values. I accessed Polygon’s historic_agg_v2 function via Alpaca’s REST API.
I’ve got the same question - It doesn’t seem like the ‘Closing’ price coming from the Markets Data API is ‘Adjusted Close’. Am I looking in the wrong place? Or has this not been implemented?