NVDA and ISRG split adjusted historical data

Alpaca Market Data
1

Both NVDA and ISRG historical get_bars daily timeframe data is not split adjusted. What is Alpaca doing to fix this?

Kindly confirm when this will be fixed.

2

@sudhir_shet Both NVDA and ISRG have correct split adjusted data. What are you seeing, or what API call are you using, which makes you feel the data isn’t adjusted?

NVDA had a 1:4 stock split on 7/20/2021. Fetching both the raw and adjusted data around that time, one can see the data before the split is adjusted by a factor of 4.

image
image1920×1255 147 KB

Similarly, ISRG had a 1:3 stock split on 10/5/2021. Fetching both the raw and adjusted data around that time, one can see the data before the split is adjusted by a factor of 3.

image
image1920×1204 147 KB

ISRG had an additional 1:3 stock split on 10/6/2017. Fetching both the raw and adjusted data around that time, one can see the data before the split is also adjusted. First by a factor of 3 then by a factor of 9 (3 x3).

image
image2032×1272 284 KB

1 Like
3

Where can one see a list of allowed values for the adjustment argument? I generally struggle with it, the function docstrings don’t specify legal values and neither does the readme on github. A similar situation: list_assets(status=None, asset_class=None) , where can I see the list of allowed values for status? (this should really be part of the function docstring)

4

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

Screenshot 2021-12-19 at 09.45.52

Can someone from alpaca please reply? I understand bugs are possible, but I’ve written a couple of posts and replies and never heard from anyone. Will move on to another data provider if I can’t get support.