Data is not adjusted for splits despite adjustment="split" flag

Alpaca Market Data
1

I am getting unadjusted values despite using the adjustment=split option.

df = alpaca_api.get_bars(
                ["RMBL"],
                TimeFrame(1, TimeFrameUnit.Day),
                "2020-05-15",
                "2020-06-30",
                adjustment="split",
            ).df

As you see the split happened on the 2020-05-20, but is not adjusted, which renders my ML model useless:

Screenshot 2021-12-19 at 09.45.52

2

Hey :wave:

This seems to have been resolved since, right?

Screenshot 2022-08-18 at 7.59.31
Screenshot 2022-08-18 at 7.59.311384×424 157 KB

3

I’m seeing this same issue today, on TQQQ, looking at the split which occurred on 2022-01-13. I’ve tried raw, split, dividend, and all.

4

Update: I was using the “SIP” data feed for my requests, but I don’t currently have a paid SIP subscription. Switching to the “IEX” feed made the “split” adjustment work as expected. After digging a little bit deeper, I realized that it’s because SIP has more data, including 00:00:00 - 00:59:59 on 1/13/2022. This one hour, for whatever reason, is unadjusted for the split.

5

I have the same issue. If it helps, I’ve created a script to identify stocks with a bug in the adjustment, and I’ve identified the following symbols. I hope this is especially useful for those applying ML models.

MISS_ADJ = [
“SIRI”, #2024-09-09
“GSAT”, #2021-02-08
“XPRO”, #2021-10-04
“TT”, #2020-03-02,
“EGO”, #2018-12-31
“BW”, #2019-07-22
“ELP”, #2021-04-26
“RCEL”, #2020-06-29,
“AIFU”, #2025-05-19,
“ALT”, #2018-09-17
“CIVI” #2017-05-01
]

6

Thank you so much @Alessandro_Mizzoni for collecting these :heart: I went over them one by one and fixed them:

  • SIRI: added missing 2024-09-10 1:10 reverse split :red_circle:
  • GSAT: we already had the 2021-02-11 1:15 reverse split :green_circle: Note that the price moved quite a lot the days before the split.
  • XPRO: added missing 2021-10-04 1:6 reverse split :red_circle:
  • TT: we had two issues here :red_circle:
    • the asof symbol mapping was incorrect: it chained GDI → TT. I fixed it to GDI → IR and IR → TT
    • added the missing 2020-03-02 1289:1000 forward split
  • EGO: the 2018-12-31 split was incorrectly a 5:1 forward split, changed it to a 1:5 reverse split :red_circle:
  • BW: added missing 2019-07-24 1:10 reverse split :red_circle:
  • ELP: added missing 2021-04-28 1:5 reverse split :red_circle:
  • RCEL: added missing 2020-06-30 1:5 reverse split :red_circle:
  • AIFU: added missing 2025-05-19 1:20 reverse split :red_circle:
  • ALT: we already had the 2018-09-14 1:30 reverse split :green_circle:
  • CIVI: added missing 2017-05-01 1000:111588 reverse split :red_circle:
7

hi @Gergely_Alpaca my sanity check script find a new one split on stock: MNMD

Aug 29, 2022 => 1:15 Stock Splits

Alpaca API:

{
“c”: 0.791,
“h”: 0.8938,
“l”: 0.75,
“n”: 27704,
“o”: 0.8901,
“t”: “2022-08-26T04:00:00Z”,
“v”: 17455546,
“vw”: 0.814648
},
{
“c”: 12.01,
“h”: 12.88,
“l”: 11.47,
“n”: 11991,
“o”: 11.5,
“t”: “2022-08-29T04:00:00Z”,
“v”: 963128,
“vw”: 12.104798
},

8

Thank you @Alessandro_Mizzoni for reporting this issue. The missing reverse split has been added to our database.

$ curl -s -H "APCA-API-KEY-ID: ${APCA_API_KEY_ID}" -H "APCA-API-SECRET-KEY: ${APCA_API_SECRET_KEY}" \
  "${APCA_API_DATA_URL}/v2/stocks/bars?symbols=MNMD&timeframe=1Day&adjustment=split&start=2022-08-26&end=2022-08-29" | jq .
{
  "bars": {
    "MNMD": [
      {
        "c": 11.87,
        "h": 13.41,
        "l": 11.25,
        "n": 27704,
        "o": 13.35,
        "t": "2022-08-26T04:00:00Z",
        "v": 1163703,
        "vw": 12.22
      },
      {
        "c": 12.01,
        "h": 12.88,
        "l": 11.47,
        "n": 11991,
        "o": 11.5,
        "t": "2022-08-29T04:00:00Z",
        "v": 963128,
        "vw": 12.104798
      }
    ]
  },
  "next_page_token": null
}
1 Like