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[TWS API] Split data

 

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-------- Forwarded Message --------
Subject: Re: [TWS API] Split data
Date: Sun, 12 May 2024 06:00:16 -0700
From: rwk via groups.io <rwk0434@...>
Reply-To: [email protected]
To: [email protected]


For current (i.e. upcoming) splits, I use briefing[dot]com, split calendar. For historical data, I simply search on the symbol or company name looking for news around the time of a pricing anomaly.

Important functions of a stock data service include keeping a symbol universe current and adjusting for splits and share dividends. We need that to have any hope of gleaning useful data for testing ideas.

 

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I found the latest split available through the API, but just the latest

On “ReportSnapshoot”

xml = ib.reqFundamentalData(contract,reportType='ReportSnapshot')


<Issues>
<Issue ID="1" Type="C" Desc="Common Stock" Order="1">
<IssueID Type="Name">Ordinary Shares</IssueID>
<IssueID Type="Ticker">AAPL</IssueID>
<IssueID Type="RIC">AAPL.O</IssueID>
<IssueID Type="DisplayRIC">AAPL.OQ</IssueID>
<IssueID Type="InstrumentPI">331724</IssueID>
<IssueID Type="QuotePI">7645713</IssueID>
<IssueID Type="InstrumentPermID">8590932301</IssueID>
<IssueID Type="QuotePermID">55835312773</IssueID>
<Exchange Code="NASD" Country="USA">NASDAQ</Exchange>
<GlobalListingType>OSR</GlobalListingType>
<MostRecentSplit Date="2020-08-31">4.0</MostRecentSplit>


On 12 May 2024, at 17:57, Mel <climbermel@...> wrote:




-------- Forwarded Message --------
Subject: Re: [TWS API] Split data
Date: Sun, 12 May 2024 06:00:16 -0700
From: rwk via groups.io <rwk0434@...>
Reply-To: [email protected]
To: [email protected]


For current (i.e. upcoming) splits, I use briefing[dot]com, split calendar. For historical data, I simply search on the symbol or company name looking for news around the time of a pricing anomaly.

Important functions of a stock data service include keeping a symbol universe current and adjusting for splits and share dividends. We need that to have any hope of gleaning useful data for testing ideas.

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