Alpaca Historical Data without Polygon - Useless?

Alpaca Market Data
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I used to get stock split data from Polygon because it was not available from Alpaca. Now, access to Polygon will no longer be free and it looks like Alpaca still does not provide stock split data. I store historical data for stocks that is unadjusted for splits so that I don’t have to re-download all historical data after a split and I can just apply splits to adjust historic values. If Alpaca does not provide stock split data then the historic data the Alpaca API provides is useless for any kind of historic analysis. The historical bars data docs doesn’t mention if the data is adjusted for splits or not. Either way the data is now useless to me because:

  1. If the data is not adjusted for splits then any analysis of the data will be wrong.
  2. If the data is adjusted for splits, I can’t re-download all data after every split and I wouldn’t even know when a split happened. Even if I did re-download all of the data on a regular basis, I imagine that at some point the data provided may not go as far back as I have stored.

I have been working on some historical analysis and trading tools using Alpaca with stock data including split data from Polygon. The only way I can see continuing developing using Alpaca is for Alpaca to provide stock split data.

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Just be aware that Polygon is in the process of redoing their meta data sourcing. They are missing many stock splits and dividends. According to polygon the meta data issue will be “fixed” sometime after the end of Q1. I have not found issue with Polygon historical data (unadjusted), however cannot currently rely on their split data.

I programmatically top-up and adjust my configuration, pulling meta data from yahoo and other places. Yahoo is not the solution however, as it too has some issues in its data.

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