I'm trying to create custom data bundle for Zipline by following the instruction in this website, https://analyzingalpha.com/zipline-equity-bundle. But I don't really understand what the field "SPLITS" is.
For example, if a stock has a split from 1 share to 10 shares on 3rd Jan 2000 and has another split from 1 share to 10 shares again on 6th Jan 2000, what values of "SPLITS" should I put to the table?
From 1st Jan 2000 to 8th Jan 2000, shoud I put
1, 1, 10, 1, 1, 10, 1, 1
or
1, 1, 10, 10, 10, 100, 100, 100
or other values?
Thanks