AMZN bad historical Data

Alpaca Market Data
1

AMZN close prices are off on these dates.

I even looked up on nasdaq website:
Date, close, volume, open, high, low
10/25/2016 $835.18 3,239,776 $839.3 $843.09 $833.22
10/27/2016 $818.36 7,156,567 $831.24 $831.72 $815.43
07/03/2017 $953.66 2,909,108 $972.79 $974.49 $951.0001

From alpaca:
{“Timestamp”:“2016-10-25T04:00:00Z”,“OpenPrice”:839.3,“HighPrice”:843.09,“LowPrice”:248.12,“ClosePrice”:248.36,“Volume”:3264689,“TradeCount”:46473,“VWAP”:834.16385},
{“Timestamp”:“2016-10-27T04:00:00Z”,“OpenPrice”:831.24,“HighPrice”:831.72,“LowPrice”:123.45,“ClosePrice”:123.45,“Volume”:7406585,“TradeCount”:111748,“VWAP”:809.24753},
{“Timestamp”:“2017-07-03T04:00:00Z”,“OpenPrice”:972.79,“HighPrice”:974.49,“LowPrice”:123.45,“ClosePrice”:123.45,“Volume”:2976058,“TradeCount”:49962,“VWAP”:945.30369}

As you can see the open and high prices are the same but the close and low prices are way off.

2

Are you using the free or paid market data subscription? The free subscription provides data from only the IEX (not the Nasdaq or NYSE) which reports less than 3% of the whole market. Essentially this means that the ‘free’ data is incomplete.

3

Free or not, how can you possibly explain that open and high are correct and the close and low are over $600 off?? it is clearly an error, not “incomplete” data

Is this data coming directly from the IEX api everytime i call it? or is it stored in an alpaca database somewhere and can be fixed???

4

As the IEX handles less than 3% of the total market transactions, it won’t necessarily ‘see’ all the prices. The IEX data only includes transactions that went through the IEX (I think), so the range will be very limited.

I think the idea is that Alpaca provides IEX data for free, purely for testing purposes. You’re not supposed to depend on it for making actual trading decisions. Once your system is built and tested, you get the paid data subscription.

5

It is not an “incomplete” data problem, it is a bad data problem. Alpaca is telling me that the lows for those days are $600 lower than the actual lows. It is literally making up “transactions” that never happened, or it is simply an error in the data.

Also, do you work here? Are you the end all be all of all things Alpaca knowledge?

Lastly, building a model on bad data is stupid. It makes any backtesting results bogus.

6

No, I don’t work for Alpaca. I was just trying to help you since you seemed upset and I was also confused about the free market data initially myself. My comments above are based on information that I’ve found in the Alpaca Documentation and on this forum.

Have a look at the Stock Pricing API and Subscription Plans documentation, which explains the difference between the free and paid data subscriptions.

Bear in mind that, if Alpaca provided full market data for free while you develop your model, you would have no reason to purchase a paid subscription when eventually apply your model to your Live Account. The free data is just for testing your system and confirming that it works programmatically.

7

Please look back at the original post. Do I seem upset?

I was simply trying to inform Alpaca that there was bad data in their database of market data.

If the free data isn’t in their database, and coming straight from IEX, then they obviously can’t fix it.

8

I’m glad you appreciate the help I volunteered. Have a good day.

1 Like
9

Thank you for reporting this issue.

We’ve investigated the problem: the incorrect causing prices are caused by erroneous trades reported by Nasdaq, that were later cancelled. The trade cancellation logic is unfortunately not yet implemented in our bar aggregator (for technical reasons I don’t want to go into), but we’re already working on it.

11

Hey :wave:

Could you publicize the exact list of trade condition codes you currently exclude for bar construction?

Yes, but it has nothing to do with your original question. We’re using the guidelines from Nasdaq and NYSE for trade aggregation.

For Nasdaq you can find it in this document, in chapter 3.14.2 UTP Sale Condition Matrix on page 43.

For NYSE you can find a similar table here on page 64.

However, as I said, the wrong bars in your original question are not caused by sale conditions. The whole trade (with a price of $123.45) that appears in the bar’s low & close price was cancelled by the exchange, meaning it should completely be excluded from any aggregation. This cancellation / exclusion handling is what’s missing for now.

When do you think you can finalize? Once you do, how far back would you go back to re-compute the historical bars?

To be completely honest with you, we’ve been aware of this issue for months now, and the only reason we haven’t solved it yet is that we simply don’t have the data required to solve it. Our data provider promised to deliver it, but has not done it yet, so you can see why I can’t promise any ETAs. Once we have the data and the fix, the historical bar recomputation will be relatively quick.

1 Like
15

I compiled a list of dates of stocks from the S&P 1500 (max 5 dates so it wasn’t too long) that had a difference of 50% compared to yahoo historical prices. I used paid for sip data from alpaca. I didn’t look at every single one of these on the chart, but of the many that I did it is easy to see where the error is happening. A lot of them have missed stock split adjustments.

Date, Alpaca Price, Yahoo Price, Percentage

APD {
‘2015-12-01’: ‘238.148833 , 110.088516 , 73’,
‘2015-12-02’: ‘239.011691 , 110.487389 , 73’,
‘2015-12-03’: ‘234.300486 , 108.30954 , 73’,
‘2015-12-04’: ‘238.908148 , 110.439522 , 73’,
‘2015-12-07’: ‘236.095231 , 109.139183 , 73’
}
GOOG { ‘2017-07-03’: ‘123.45 , 898.700012 , -151’ }
AMZN {
‘2016-10-25’: ‘248.36 , 835.179993 , -108’,
‘2016-10-27’: ‘123.45 , 818.359985 , -147’,
‘2017-07-03’: ‘123.45 , 953.659973 , -154’
}
AMGN { ‘2016-10-25’: ‘72.30572 , 134.616455 , -60’ }
BIIB {
‘2015-12-01’: ‘580.08 , 290.040009 , 66’,
‘2015-12-02’: ‘569.92 , 284.959991 , 66’,
‘2015-12-03’: ‘550.88 , 275.440002 , 66’,
‘2015-12-04’: ‘568.9 , 284.450012 , 66’,
‘2015-12-07’: ‘563.26 , 281.630005 , 66’
}
CZR {
‘2016-01-11’: ‘6.24 , 10.66 , -52’,
‘2016-01-13’: ‘6.14 , 10.54 , -52’,
‘2016-01-20’: ‘6.27 , 10.55 , -50’,
‘2016-01-25’: ‘6.13 , 10.64 , -53’,
‘2016-03-16’: ‘6.23 , 11.01 , -55’
}
CSCO { ‘2017-07-03’: ‘106.900007 , 27.120932 , 119’ }
CAG {
‘2015-12-01’: ‘103.571924 , 26.86071 , 117’,
‘2015-12-02’: ‘103.369289 , 26.808155 , 117’,
‘2015-12-03’: ‘101.317607 , 26.27607 , 117’,
‘2015-12-04’: ‘104.230489 , 27.031502 , 117’,
‘2015-12-07’: ‘103.267971 , 26.781881 , 117’
}
CTRA {
‘2017-08-10’: ‘64.357005 , 21.580538 , 99’,
‘2017-08-11’: ‘64.357005 , 21.606878 , 99’,
‘2017-08-14’: ‘64.357005 , 21.466402 , 99’,
‘2017-08-15’: ‘64.357005 , 21.589317 , 99’,
‘2017-08-16’: ‘64.357005 , 21.54542 , 99’
}
DHR {
‘2015-12-01’: ‘187.092769 , 70.91378 , 90’,
‘2015-12-02’: ‘185.795799 , 70.422211 , 90’,
‘2015-12-03’: ‘183.027639 , 69.372963 , 90’,
‘2015-12-04’: ‘186.860476 , 70.825737 , 90’,
‘2015-12-07’: ‘186.415247 , 70.656967 , 90’
}
DISH { ‘2017-07-03’: ‘123.45 , 62.880001 , 65’ }
DXC {
‘2017-04-03’: ‘129.387821 , 55.652946 , 79’,
‘2017-04-04’: ‘132.148857 , 56.840534 , 79’,
‘2017-04-05’: ‘136.699804 , 58.798016 , 79’,
‘2017-04-06’: ‘142.202833 , 61.164997 , 79’,
‘2017-04-07’: ‘144.468786 , 62.139633 , 79’
}
DOV {
‘2015-12-01’: ‘117.735611 , 47.533569 , 84’,
‘2015-12-02’: ‘115.047341 , 46.448235 , 84’,
‘2015-12-03’: ‘116.126187 , 46.883801 , 84’,
‘2015-12-04’: ‘114.516762 , 46.234024 , 84’,
‘2015-12-07’: ‘113.579405 , 45.855587 , 84’
}
DTE {
‘2015-12-01’: ‘130.265879 , 55.852802 , 79’,
‘2015-12-02’: ‘127.052428 , 54.475002 , 79’,
‘2015-12-03’: ‘126.390361 , 54.191116 , 79’,
‘2015-12-04’: ‘130.039808 , 55.755871 , 79’,
‘2015-12-07’: ‘131.089427 , 56.205891 , 79’
}
EBAY { ‘2017-07-03’: ‘118.078108 , 33.094955 , 112’ }
EXC {
‘2015-12-01’: ‘67.26902 , 15.985231 , 123’,
‘2015-12-02’: ‘66.037164 , 15.692498 , 123’,
‘2015-12-03’: ‘65.554083 , 15.577706 , 123’,
‘2015-12-04’: ‘64.515459 , 15.330894 , 123’,
‘2015-12-07’: ‘64.636229 , 15.359595 , 123’
}
FTV {
‘2016-07-05’: ‘118.693139 , 39.730949 , 99’,
‘2016-07-06’: ‘116.617231 , 39.036064 , 99’,
‘2016-07-07’: ‘116.592808 , 39.027889 , 99’,
‘2016-07-08’: ‘122.600732 , 41.03896 , 99’,
‘2016-07-11’: ‘124.847598 , 41.79108 , 99’
}
HLT {
‘2015-12-01’: ‘681.468045 , 46.61422 , 174’,
‘2015-12-02’: ‘672.801643 , 46.021412 , 174’,
‘2015-12-03’: ‘659.802041 , 45.132191 , 174’,
‘2015-12-04’: ‘665.868522 , 45.547165 , 174’,
‘2015-12-07’: ‘654.89108 , 44.796276 , 174’
}
HPE {
‘2015-12-01’: ‘1116.022857 , 7.646991 , 197’,
‘2015-12-02’: ‘1068.836753 , 7.323673 , 197’,
‘2015-12-03’: ‘1045.2437 , 7.162012 , 197’,
‘2015-12-04’: ‘1088.140159 , 7.455941 , 197’,
‘2015-12-07’: ‘1108.515976 , 7.59606 , 197’
}
HSIC {
‘2015-12-01’: ‘198.9125 , 62.403923 , 104’,
‘2015-12-02’: ‘198.875 , 62.392159 , 104’,
‘2015-12-03’: ‘195.375 , 61.294117 , 104’,
‘2015-12-04’: ‘197.9375 , 62.098038 , 104’,
‘2015-12-07’: ‘199 , 62.431374 , 104’
}
HON {
‘2015-12-01’: ‘137396.169006 , 87.342354 , 199’,
‘2015-12-02’: ‘136010.993995 , 86.461792 , 199’,
‘2015-12-03’: ‘135087.543987 , 85.874771 , 199’,
‘2015-12-04’: ‘137923.854725 , 87.677818 , 199’,
‘2015-12-07’: ‘137435.745435 , 87.367531 , 199’
}
IR {
‘2017-05-12’: ‘92.200674 , 21.083317 , 125’,
‘2017-05-15’: ‘92.745434 , 22.002592 , 123’,
‘2017-05-16’: ‘93.038766 , 22.082527 , 123’,
‘2017-05-17’: ‘91.886389 , 22.082527 , 122’,
‘2017-05-18’: ‘92.368292 , 22.482212 , 121’
}
JCI {
‘2015-12-01’: ‘406.329627 , 28.054173 , 174’,
‘2015-12-02’: ‘383.631645 , 27.332579 , 173’,
‘2015-12-03’: ‘380.414608 , 27.051954 , 173’,
‘2015-12-04’: ‘385.597612 , 27.228342 , 173’,
‘2015-12-07’: ‘376.661399 , 27.124115 , 173’
}
MRK {
‘2015-12-01’: ‘449.08348 , 42.863274 , 165’,
‘2015-12-02’: ‘442.911359 , 42.274174 , 165’,
‘2015-12-03’: ‘432.789082 , 41.308044 , 165’,
‘2015-12-04’: ‘441.430051 , 42.132793 , 165’,
‘2015-12-07’: ‘441.75923 , 42.164204 , 165’
}
MSFT { ‘2017-07-03’: ‘115.881894 , 64.000397 , 57’ }
MET {
‘2015-12-01’: ‘453.059904 , 36.677322 , 170’,
‘2015-12-02’: ‘446.908974 , 36.179375 , 170’,
‘2015-12-03’: ‘439.87934 , 35.610294 , 170’,
‘2015-12-04’: ‘448.754253 , 36.328758 , 170’,
‘2015-12-07’: ‘440.406563 , 35.652969 , 170’
}
NDAQ { ‘2017-07-03’: ‘113.846528 , 66.134773 , 53’ }
PCAR { ‘2017-07-03’: ‘102.835121 , 55.808266 , 59’ }
UA {
‘2016-03-23’: ‘82.88 , 41.207508 , 67’,
‘2016-03-24’: ‘82.16 , 40.581947 , 67’,
‘2016-03-28’: ‘82.94 , 40.581947 , 68’,
‘2016-03-29’: ‘83.51 , 40.581947 , 69’,
‘2016-03-30’: ‘85.64 , 41.703983 , 69’
}
VFC {
‘2015-12-01’: ‘388.321526 , 52.260498 , 152’,
‘2015-12-02’: ‘387.551986 , 52.156937 , 152’,
‘2015-12-03’: ‘377.784752 , 50.842442 , 152’,
‘2015-12-04’: ‘383.408311 , 51.603691 , 152’,
‘2015-12-07’: ‘384.420414 , 51.73991 , 152’
}
VNO {
‘2015-12-01’: ‘149.01498 , 60.122433 , 85’,
‘2015-12-02’: ‘146.360999 , 59.051647 , 85’,
‘2015-12-03’: ‘145.335598 , 58.637928 , 85’,
‘2015-12-04’: ‘147.461798 , 59.495781 , 85’,
‘2015-12-07’: ‘147.989578 , 59.708733 , 85’
}
WRK {
‘2015-12-01’: ‘250.330631 , 37.585419 , 147’,
‘2015-12-02’: ‘247.141393 , 37.106571 , 147’,
‘2015-12-03’: ‘247.926436 , 37.224438 , 147’,
‘2015-12-04’: ‘247.386719 , 37.143402 , 147’,
‘2015-12-07’: ‘240.223201 , 36.067848 , 147’
}
ZBH {
‘2015-12-01’: ‘978.309985 , 94.957436 , 164’,
‘2015-12-02’: ‘973.928924 , 94.532219 , 164’,
‘2015-12-03’: ‘946.309191 , 91.851372 , 164’,
‘2015-12-04’: ‘957.642806 , 92.951416 , 164’,
‘2015-12-07’: ‘956.309439 , 92.822029 , 164’
}
AM {
‘2017-08-25’: ‘18.895125 , 11.23672 , 50’,
‘2017-08-28’: ‘18.7612 , 11.047199 , 51’,
‘2017-08-29’: ‘18.767022 , 10.967725 , 52’,
‘2017-08-30’: ‘19.034873 , 11.279517 , 51’,
‘2017-08-31’: ‘19.66374 , 11.652441 , 51’
}
ADS {
‘2015-12-01’: ‘672.235207 , 214.824493 , 103’,
‘2015-12-02’: ‘663.424267 , 212.008774 , 103’,
‘2015-12-03’: ‘653.846148 , 208.947952 , 103’,
‘2015-12-04’: ‘660.750763 , 211.154434 , 103’,
‘2015-12-07’: ‘657.589054 , 210.144058 , 103’
}
AXON {
‘2016-03-09’: ‘11.35 , 19.540001 , -53’,
‘2016-03-10’: ‘11.25 , 19.33 , -52’,
‘2016-03-11’: ‘11.5 , 19.530001 , -51’,
‘2016-03-14’: ‘11.53 , 19.33 , -50’,
‘2016-03-17’: ‘11.25 , 18.879999 , -50’
}
ASH {
‘2015-12-01’: ‘103.940955 , 50.873837 , 68’,
‘2015-12-02’: ‘102.775348 , 50.303341 , 68’,
‘2015-12-03’: ‘102.775348 , 50.303341 , 68’,
‘2015-12-04’: ‘103.803285 , 50.806454 , 68’,
‘2015-12-07’: ‘101.784123 , 49.81818 , 68’
}
CADE {
‘2019-01-07’: ‘14.410959 , 24.041836 , -50’,
‘2019-02-20’: ‘17.205967 , 29.147215 , -51’,
‘2019-02-21’: ‘17.09485 , 29.147215 , -52’,
‘2019-02-22’: ‘17.154682 , 29.112061 , -51’,
‘2019-02-25’: ‘17.240156 , 29.032974 , -50’
}
CNXC {
‘2020-11-24’: ‘13.512567 , 79.781372 , -142’,
‘2020-11-25’: ‘13.512567 , 79.781372 , -142’,
‘2020-11-27’: ‘13.512567 , 79.781372 , -142’,
‘2020-11-30’: ‘13.512567 , 79.781372 , -142’
}
CNX {
‘2015-12-01’: ‘69.10585 , 7.198336 , 162’,
‘2015-12-02’: ‘69.265633 , 7.21498 , 162’,
‘2015-12-03’: ‘69.425415 , 7.231624 , 162’,
‘2015-12-04’: ‘61.675973 , 6.424411 , 162’,
‘2015-12-07’: ‘52.408599 , 5.459085 , 162’
}
CUZ {
‘2015-12-01’: ‘2030.757948 , 22.388819 , 195’,
‘2015-12-02’: ‘1976.269087 , 21.783083 , 195’,
‘2015-12-03’: ‘1953.018862 , 21.526815 , 195’,
‘2015-12-04’: ‘1967.81446 , 21.689896 , 195’,
‘2015-12-07’: ‘1940.336922 , 21.387024 , 195’
}
EBS {
‘2015-12-01’: ‘75.9 , 37.950001 , 66’,
‘2015-12-02’: ‘75.42 , 37.709999 , 66’,
‘2015-12-03’: ‘73.22 , 36.610001 , 66’,
‘2015-12-04’: ‘75.48 , 37.740002 , 66’,
‘2015-12-07’: ‘74.1 , 37.049999 , 66’
}
EQT {
‘2015-12-01’: ‘69.812732 , 30.386284 , 78’,
‘2015-12-02’: ‘66.27036 , 28.844448 , 78’,
‘2015-12-03’: ‘65.381723 , 28.457668 , 78’,
‘2015-12-04’: ‘66.489475 , 28.939821 , 78’,
‘2015-12-07’: ‘64.614818 , 28.123865 , 78’
}
KAR {
‘2015-12-01’: ‘33.468152 , 12.682696 , 90’,
‘2015-12-02’: ‘33.459414 , 12.679386 , 90’,
‘2015-12-03’: ‘33.214738 , 12.586665 , 90’,
‘2015-12-04’: ‘33.712828 , 12.775418 , 90’,
‘2015-12-07’: ‘33.634182 , 12.745613 , 90’
}
JEF {
‘2018-05-24’: ‘831.644217 , 19.369411 , 190’,
‘2018-05-25’: ‘837.409515 , 19.503687 , 190’,
‘2018-05-29’: ‘799.574747 , 18.622498 , 190’,
‘2018-05-30’: ‘800.29541 , 18.639278 , 190’,
‘2018-05-31’: ‘788.404483 , 18.362335 , 190’
}
MAT { ‘2017-07-03’: ‘122.332468 , 20.802813 , 141’ }
PZZA { ‘2017-07-03’: ‘115.926045 , 67.404076 , 52’ }
SABR { ‘2020-03-20’: ‘0.5 , 3.31 , -147’ }
SLGN {
‘2015-12-01’: ‘50.637681 , 25.321127 , 66’,
‘2015-12-02’: ‘49.772552 , 24.888527 , 66’,
‘2015-12-03’: ‘48.778573 , 24.391489 , 66’,
‘2015-12-04’: ‘49.376801 , 24.69063 , 66’,
‘2015-12-07’: ‘48.714149 , 24.359274 , 66’
}
SPWR {
‘2015-12-01’: ‘200.88 , 16.444008 , 169’,
‘2015-12-02’: ‘209.36 , 17.13818 , 169’,
‘2015-12-03’: ‘217.04 , 17.766863 , 169’,
‘2015-12-04’: ‘213.44 , 17.472168 , 169’,
‘2015-12-07’: ‘211.04 , 17.275703 , 169’
}
SRC {
‘2015-12-01’: ‘339.824182 , 29.533667 , 168’,
‘2015-12-02’: ‘331.421012 , 28.803364 , 168’,
‘2015-12-03’: ‘327.723618 , 28.482021 , 168’,
‘2015-12-04’: ‘333.101646 , 28.949425 , 168’,
‘2015-12-07’: ‘333.437773 , 28.978642 , 168’
}
SNX {
‘2015-12-01’: ‘88.244405 , 44.117012 , 66’,
‘2015-12-02’: ‘87.990099 , 43.989872 , 66’,
‘2015-12-03’: ‘86.662053 , 43.325924 , 66’,
‘2015-12-04’: ‘88.366849 , 44.17823 , 66’,
‘2015-12-07’: ‘87.754629 , 43.872158 , 66’
}
TGNA {
‘2015-12-01’: ‘75.065854 , 16.005934 , 129’,
‘2015-12-02’: ‘73.233703 , 15.613355 , 129’,
‘2015-12-03’: ‘72.470852 , 15.450718 , 129’,
‘2015-12-04’: ‘74.12808 , 15.804041 , 129’,
‘2015-12-07’: ‘73.52306 , 15.675049 , 129’
}
TRN {
‘2015-12-01’: ‘69.754022 , 16.716621 , 122’,
‘2015-12-02’: ‘68.654124 , 16.453024 , 122’,
‘2015-12-03’: ‘65.866009 , 15.784847 , 122’,
‘2015-12-04’: ‘65.942746 , 15.803241 , 122’,
‘2015-12-07’: ‘62.259365 , 14.920516 , 122’
}
AAN {
‘2020-11-25’: ‘254.039851 , 26.115028 , 162’,
‘2020-11-27’: ‘254.946573 , 21.976042 , 168’,
‘2020-11-30’: ‘248.087024 , 18.911224 , 171’
}
XPO {
‘2015-12-01’: ‘30.86 , 17.962748 , 52’,
‘2015-12-02’: ‘30 , 17.462166 , 52’,
‘2015-12-03’: ‘29.45 , 17.142027 , 52’,
‘2015-12-04’: ‘29.48 , 17.159489 , 52’,
‘2015-12-07’: ‘28.44 , 16.554132 , 52’
}
XRX {
‘2015-12-01’: ‘168.16954 , 22.427902 , 152’,
‘2015-12-02’: ‘163.135466 , 21.756523 , 152’,
‘2015-12-03’: ‘162.978151 , 21.735548 , 152’,
‘2015-12-04’: ‘164.865929 , 21.987314 , 152’,
‘2015-12-07’: ‘159.98917 , 21.336924 , 152’
}
BBBY {
‘2016-10-27’: ‘107.637524 , 35.192989 , 101’,
‘2017-07-03’: ‘108.714681 , 27.590855 , 119’
}
CHEF { ‘2017-07-03’: ‘123.45 , 12.95 , 162’ }
CIVI {
‘2015-12-01’: ‘25.870217 , 927.829163 , -189’,
‘2015-12-02’: ‘26.088364 , 883.127686 , -188’,
‘2015-12-03’: ‘25.810723 , 843.877563 , -188’,
‘2015-12-04’: ‘26.108195 , 785.00238 , -187’,
‘2015-12-07’: ‘25.195946 , 703.231323 , -186’
}
CYH {
‘2015-12-01’: ‘119.2 , 24.628099 , 131’,
‘2015-12-02’: ‘114.28 , 23.61157 , 131’,
‘2015-12-03’: ‘110.6 , 22.85124 , 131’,
‘2015-12-04’: ‘111.32 , 23 , 131’,
‘2015-12-07’: ‘104.84 , 21.661158 , 131’
}
DCOM {
‘2015-12-01’: ‘15.312807 , 26.014362 , -51’,
‘2015-12-02’: ‘15.140106 , 25.637938 , -51’,
‘2015-12-03’: ‘15.016748 , 25.122396 , -50’,
‘2015-12-04’: ‘15.247016 , 25.425171 , -50’,
‘2015-12-08’: ‘14.860495 , 24.811434 , -50’
}
EBIX {
‘2015-12-01’: ‘11.766331 , 35.292938 , -99’,
‘2015-12-02’: ‘11.67098 , 35.006935 , -99’,
‘2015-12-03’: ‘11.620126 , 34.854408 , -99’,
‘2015-12-04’: ‘11.67098 , 35.006935 , -99’,
‘2015-12-07’: ‘11.089338 , 33.262306 , -99’
}
ENSG {
‘2015-12-01’: ‘46.393439 , 21.686092 , 72’,
‘2015-12-02’: ‘45.687431 , 21.356079 , 72’,
‘2015-12-03’: ‘44.768653 , 20.926605 , 72’,
‘2015-12-04’: ‘46.538509 , 21.753902 , 72’,
‘2015-12-07’: ‘46.886677 , 21.916649 , 72’
}
FRGI { ‘2020-03-20’: ‘10.99 , 5.13 , 72’ }
GCI {
‘2018-04-05’: ‘8.288815 , 13.826016 , -50’,
‘2018-07-09’: ‘9.13383 , 15.265477 , -50’,
‘2018-07-10’: ‘9.179271 , 15.395398 , -50’
}
NBR {
‘2015-12-01’: ‘1118.651168 , 458.711609 , 83’,
‘2015-12-02’: ‘1070.107964 , 438.806091 , 83’,
‘2015-12-03’: ‘1084.131556 , 444.556549 , 83’,
‘2015-12-04’: ‘1035.588352 , 424.651062 , 83’,
‘2015-12-07’: ‘982.730196 , 402.976105 , 83’
}
VGR {
‘2015-12-01’: ‘29.607175 , 12.190515 , 83’,
‘2015-12-02’: ‘29.759427 , 12.253204 , 83’,
‘2015-12-03’: ‘29.64231 , 12.204982 , 83’,
‘2015-12-04’: ‘29.78285 , 12.26285 , 83’,
‘2015-12-07’: ‘29.115283 , 11.987985 , 83’
}

16

Hey! You are right the problem is that there are some issues in our corporate action data, we have been working on them for a while, that’s why it is in beta state.
We have fixed some part of the splits at our end but not all the problems are solved still. Some bigger changes are coming so we are asking for your patience until then.