Data bug in itp sip daily

Alpaca Market Data
1

stock / 1000 on adjusted https://data.alpaca.markets/v2/stocks/bars?symbols=ITP&timeframe=1D&start=2017-01-25T00%3A00%3A00.000000Z&end=2017-02-01T00%3A00%3A00.000000Z&limit=1000&adjustment=all&feed=sip&sort=asc

https://data.alpaca.markets/v2/stocks/bars?symbols=SINA&timeframe=1D&start=2017-06-01&end=2017-07-01&adjustment=all

1 Like
2

its another one

https://data.alpaca.markets/v2/stocks/bars?symbols=XON&timeframe=1D&start=2017-01-17&end=2017-01-22&adjustment=all

3

https://data.alpaca.markets/v2/stocks/bars?symbols=CNQ&timeframe=1D&start=2016-05-26&end=2016-06-06&adjustment=all

4

https://data.alpaca.markets/v2/stocks/bars?symbols=BAM&timeframe=1D&start=2016-06-15&end=2016-06-28&adjustment=all

5

ok i am out of time.. here are some more leads if you care about this. first 3 was 100% validated to have a data bug.

“2017-01-23T00:00:00.000000Z”,“XON”
“2017-01-20T00:00:00.000000Z”,“XON”
“2016-06-03T00:00:00.000000Z”,“CNQ”
“2016-06-02T00:00:00.000000Z”,“CNQ”
“2016-06-21T00:00:00.000000Z”,“BAM”
“2016-06-22T00:00:00.000000Z”,“BAM”
“2020-06-10T00:00:00.000000Z”,“DINO”
“2020-06-09T00:00:00.000000Z”,“DINO”
“2022-10-05T00:00:00.000000Z”,“BHVN”
“2022-10-06T00:00:00.000000Z”,“BHVN”
“2024-08-02T00:00:00.000000Z”,“BTC”
“2016-05-03T00:00:00.000000Z”,“STLA”
“2016-05-04T00:00:00.000000Z”,“STLA”
“2025-09-30T00:00:00.000000Z”,“POAI”
“2025-09-30T00:00:00.000000Z”,“KALA”
“2018-09-14T00:00:00.000000Z”,“IMUX”
“2018-09-25T00:00:00.000000Z”,“ONCT”
“2016-10-10T00:00:00.000000Z”,“CUZ”
“2018-09-24T00:00:00.000000Z”,“ONCT”
“2016-10-11T00:00:00.000000Z”,“CUZ”
“2017-06-06T00:00:00.000000Z”,“SINA”
“2017-06-07T00:00:00.000000Z”,“SINA”
“2024-05-07T00:00:00.000000Z”,“LYRA”
“2024-06-18T00:00:00.000000Z”,“JBIO”
“2024-06-18T00:00:00.000000Z”,“AVTE”
“2025-12-02T00:00:00.000000Z”,“ULTY”
“2025-12-01T00:00:00.000000Z”,“ULTY”
“2020-10-27T00:00:00.000000Z”,“SCNI”
“2016-11-02T00:00:00.000000Z”,“DOC”
“2020-10-26T00:00:00.000000Z”,“SCNI”
“2017-11-30T00:00:00.000000Z”,“CNX”
“2017-12-01T00:00:00.000000Z”,“CNX”
“2023-08-25T00:00:00.000000Z”,“BETR”
“2025-09-30T00:00:00.000000Z”,“MLTX”
“2025-10-01T00:00:00.000000Z”,“MLTX”
“2019-06-06T00:00:00.000000Z”,“IFRX”
“2023-08-28T00:00:00.000000Z”,“BETR”
“2019-06-07T00:00:00.000000Z”,“IFRX”
“2023-04-04T00:00:00.000000Z”,“MWG”
“2023-04-05T00:00:00.000000Z”,“MWG”
“2025-12-02T00:00:00.000000Z”,“SMCZ”
“2016-10-13T00:00:00.000000Z”,“CUZ”
“2016-10-12T00:00:00.000000Z”,“CUZ”
“2021-12-23T00:00:00.000000Z”,“ALLK”
“2025-04-03T00:00:00.000000Z”,“JYD”
“2022-11-08T00:00:00.000000Z”,“HUDI”
“2018-04-02T00:00:00.000000Z”,“PDSB”
“2025-04-04T00:00:00.000000Z”,“JYD”
“2021-12-27T00:00:00.000000Z”,“ALLK”
“2018-03-29T00:00:00.000000Z”,“PDSB”

6

“timestamp”,“ticker”
“2017-01-10T00:00:00.000000Z”,“AQB”
“2017-01-11T00:00:00.000000Z”,“AQB”
“2022-11-08T00:00:00.000000Z”,“NIXXW”
“2022-11-09T00:00:00.000000Z”,“NIXXW”
“2017-01-30T00:00:00.000000Z”,“ITP”
“2017-01-31T00:00:00.000000Z”,“ITP”
“2020-05-26T00:00:00.000000Z”,“VATE”
“2020-05-27T00:00:00.000000Z”,“VATE”
“2023-07-21T00:00:00.000000Z”,“AREBW”
“2023-07-20T00:00:00.000000Z”,“AREBW”
“2025-10-21T00:00:00.000000Z”,“WOK”
“2025-10-22T00:00:00.000000Z”,“WOK”
“2024-10-15T00:00:00.000000Z”,“ZPTAW”
“2024-10-16T00:00:00.000000Z”,“ZPTAW”
“2023-12-06T00:00:00.000000Z”,“PUCKW”
“2023-12-05T00:00:00.000000Z”,“PUCKW”
“2022-01-04T00:00:00.000000Z”,“TADS”
“2022-01-05T00:00:00.000000Z”,“TADS”
“2022-11-08T00:00:00.000000Z”,“BBLGW”
“2022-11-07T00:00:00.000000Z”,“BBLGW”
“2022-04-29T00:00:00.000000Z”,“WVFC”
“2022-05-02T00:00:00.000000Z”,“WVFC”
“2025-05-27T00:00:00.000000Z”,“QVCGB”
“2025-05-28T00:00:00.000000Z”,“QVCGB”
“2022-11-18T00:00:00.000000Z”,“NVNIW”
“2022-11-17T00:00:00.000000Z”,“NVNIW”
“2022-11-16T00:00:00.000000Z”,“PPYAW”
“2022-11-15T00:00:00.000000Z”,“PPYAW”
“2024-01-10T00:00:00.000000Z”,“NCPLW”
“2024-01-11T00:00:00.000000Z”,“NCPLW”
“2025-11-25T00:00:00.000000Z”,“JZXN”
“2025-11-24T00:00:00.000000Z”,“JZXN”
“2023-06-16T00:00:00.000000Z”,“VEEAW”
“2023-06-20T00:00:00.000000Z”,“VEEAW”
“2022-12-08T00:00:00.000000Z”,“NVNIW”
“2022-12-07T00:00:00.000000Z”,“NVNIW”
“2024-08-20T00:00:00.000000Z”,“GRAF.WS”
“2024-08-19T00:00:00.000000Z”,“GRAF.WS”
“2022-12-12T00:00:00.000000Z”,“LCFYW”
“2022-12-09T00:00:00.000000Z”,“LCFYW”
“2022-12-07T00:00:00.000000Z”,“PPYAW”
“2022-12-06T00:00:00.000000Z”,“PPYAW”
“2023-09-19T00:00:00.000000Z”,“SDSTW”
“2023-09-20T00:00:00.000000Z”,“SDSTW”
“2025-02-18T00:00:00.000000Z”,“TDACW”
“2025-02-14T00:00:00.000000Z”,“TDACW”
“2025-04-24T00:00:00.000000Z”,“DFSC”
“2025-05-20T00:00:00.000000Z”,“AIFU”
“2025-05-21T00:00:00.000000Z”,“AIFU”
“2025-10-21T00:00:00.000000Z”,“SENS”

7

Here are some more tickers and their timestamps with high volume

“2022-10-06T00:00:00.000000Z”,“BHVN”
“2017-06-06T00:00:00.000000Z”,“SINA”
“2017-06-07T00:00:00.000000Z”,“SINA”
“2025-09-30T00:00:00.000000Z”,“MLTX”
“2025-10-01T00:00:00.000000Z”,“MLTX”
“2021-12-23T00:00:00.000000Z”,“ALLK”
“2022-11-08T00:00:00.000000Z”,“HUDI”
“2021-12-27T00:00:00.000000Z”,“ALLK”
“2016-09-19T00:00:00.000000Z”,“NVAX”
“2016-09-20T00:00:00.000000Z”,“NVAX”
“2024-11-26T00:00:00.000000Z”,“SAVA”
“2024-11-27T00:00:00.000000Z”,“SAVA”
“2024-08-26T00:00:00.000000Z”,“UBXG”
“2016-05-18T00:00:00.000000Z”,“SW”
“2018-02-07T00:00:00.000000Z”,“SVXY”
“2018-02-08T00:00:00.000000Z”,“SVXY”
“2016-12-13T00:00:00.000000Z”,“OPHT”
“2017-12-07T00:00:00.000000Z”,“DLPH”
“2017-12-06T00:00:00.000000Z”,“DLPH”
“2018-07-12T00:00:00.000000Z”,“KDP”
“2018-07-11T00:00:00.000000Z”,“KDP”
“2019-04-11T00:00:00.000000Z”,“NVS”
“2019-04-10T00:00:00.000000Z”,“NVS”
“2024-07-31T00:00:00.000000Z”,“QXO”
“2025-09-05T00:00:00.000000Z”,“NEON”
“2021-09-07T00:00:00.000000Z”,“FBRX”
“2016-05-04T00:00:00.000000Z”,“CYH”
“2017-06-05T00:00:00.000000Z”,“TGNA”
“2017-06-02T00:00:00.000000Z”,“TGNA”
“2022-02-24T00:00:00.000000Z”,“KOD”
“2025-07-24T00:00:00.000000Z”,“REPL”
“2025-07-23T00:00:00.000000Z”,“REPL”
“2016-08-01T00:00:00.000000Z”,“MCRB”
“2023-03-14T00:00:00.000000Z”,“WAL”
“2021-07-21T00:00:00.000000Z”,“ARDX”
“2024-12-13T00:00:00.000000Z”,“KROS”
“2020-06-11T00:00:00.000000Z”,“EXEOLD”
“2021-10-21T00:00:00.000000Z”,“AVIR”
“2021-10-20T00:00:00.000000Z”,“AVIR”
“2023-03-15T00:00:00.000000Z”,“WAL”
“2020-03-10T00:00:00.000000Z”,“GUSH”
“2021-12-16T00:00:00.000000Z”,“IVVD”
“2023-03-14T00:00:00.000000Z”,“FRCB”
“2021-12-15T00:00:00.000000Z”,“IVVD”
“2025-06-16T00:00:00.000000Z”,“SBET”
“2020-04-02T00:00:00.000000Z”,“AMRN”
“2021-12-28T00:00:00.000000Z”,“BBIO”
“2020-04-01T00:00:00.000000Z”,“AMRN”
“2021-10-28T00:00:00.000000Z”,“QNCX”
“2021-12-29T00:00:00.000000Z”,“BBIO”

8

Hi @Samuel_Chas :waving_hand:

Thank you for reporting these issues. I went over each and every “jump” you reported and fixed the following problems:

  • 2016-05-02 STLA (FCAU at the time) reverse split deleted
  • 2016-06-01 CNQ reverse split deleted
  • 2016-06-20 BAM reverse split deleted
  • 2016-10-07 CUZ split rate corrected to 1417:1000
  • 2016-10-11 CUZ reverse split deleted
  • 2016-11-01 DOC (HCP at the time) split rate corrected to 1098:1000
  • 2017-01-19 XON reverse split deleted
  • 2017-01-27 ITP (ONP at the time) reverse split deleted
  • 2017-06-05 SINA reverse split deleted
  • 2020-05-22 VATE reverse split deleted
  • 2020-06-08 DINO reverse split deleted
  • 2025-09-26 POAI reverse split deleted (duplicate with incorrect ex date)
  • 2025-10-17 SENS reverse split deleted (duplicate with incorrect ex date)
  • 2025-10-20 WOK reverse split deleted (duplicate with incorrect ex date)

I found no issues with the remaining reports:

  • 2017: AQB, ITP
  • 2018: IMUX, PDSB
  • 2019: IFRX
  • 2021: ALLK, SCNI
  • 2022: TADS, WVFC, BHVN, BBLGW, HUDI, NIXXW, PPYAW, NVNIW, PPYAW and LCFYW
  • 2023: MWG, VEEAW, AREBW, BETR, SDSTW and PUCKW
  • 2024: NCPLW, LYRA, AVTE, JBIO, BTC, GRAF.WS and ZPTAW
  • 2025: AIFU, DFSC, JYD, JZXN, KALA, MLTX, QVCGB, SMCZ, ULTY and WOK

The old (pre-2021) issues were simply caused by bad data from our vendor. Unfortunately, there isn’t much that we can do about that other than fixing these manually.

The new (2025) issues were caused by incorrectly reported ex dates from another vendor which ultimately led to the duplication of the reverse splits (one with correct and one with incorrect date). We’re going to improve our algorithm matching these together to avoid them in the future.

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