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[Bug] stocks/load Sources do not agree on what the values for OHLC vs. Adjusted are. #5186

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deeleeramone opened this issue Jun 26, 2023 · 1 comment
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@deeleeramone
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deeleeramone commented Jun 26, 2023

  • The samples below are monthly prices from different sources, none agree with each other on what the price is.
  • AlphaVantage is a different date, the end of the month, compared to everyone else.
  • Monthly flag for Intrinio does not work.
  • Random errors in Polygon prices where it gets multiplied by 10. (2005-01-01)

Polygon:
image

YahooFinance:
image

AlphaVantage:
image

Intrinio:
image

@EternalNooblet
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I am using EODHD. Their /eod/ endpoint has raw OHLC, plus an adjusted_close. They have separate /splits/ and /div/ endpoints. The candle charts must be using adjusted_close as the close and the raw everything else. One could pull in the splits/divs along with the raw eod when loading from EODHD and pre-calculate adjusted prices.

/stocks/load aapl -e=2021-06-01 -s=2020-01-01 --source=EODHD/candle
5xXAsU8

@jmaslek jmaslek closed this as completed May 30, 2024
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