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CDII and NP split adjustment wrong in both pipeline and get_pricing
Julien D
posted

CDII had a stock split effective on 09/22/2008 and NP one that was effective on 3/13/2008. The get_pricing history is not adjusted while the pipeline in research is (and based on my understanding should not be as it is based on the price as it was historically) but shows a massive jump.

For instance for CDII, using pipeline, the price jumps from 4.37 to 504 and comes down to 5.510 if you look at the history, the returns however are correct on the day of the jump (?!) but are wrong the next day when it goes back down (-98%...). In Get_pricing, it's more straightforward with just the price history showing as not adjusted.

Date PipelineDailyReturn PipelineClose Get_PricingPrice
2008-09-19 00:00:00+00:00 0.058111 4.370 0.050
2008-09-22 00:00:00+00:00 0.153318 504.000 5.510
2008-09-23 00:00:00+00:00 -0.989067 5.510 4.760
2008-09-24 00:00:00+00:00 -0.136116 4.760 4.860

1 response
Jamie McCorriston

Hi Julien,

I took a look and these seem to be data errors. We'll have to get those fixed, thanks for reporting them!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.