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SQQQ prices in Quantopian database not correct after stock split?
Jay Hattler
posted

SQQQ had a 1 for 4 stock split on May 24, 2019. When I retrieve SQQQ daily closing prices with an end-date of June 30, 2019, I believe I should get a list of closing prices that are adjusted for that split, since my end-date is after the split.

However, the following is retrieved:

2019-05-20 00:00:00+00:00 9.979
2019-05-21 00:00:00+00:00 9.681
2019-05-22 00:00:00+00:00 9.790
2019-05-23 00:00:00+00:00 10.247
2019-05-24 00:00:00+00:00 41.148
2019-05-28 00:00:00+00:00 41.604
2019-05-29 00:00:00+00:00 42.607

The code used is:
prices_df = get_pricing('SQQQ', fields=['price'],
start_date=startdate, end_date=enddate,
frequency='daily')['price']

Am I doing something wrong, or is the Quantopian database incorrect? Thank you

3 responses
Dan Whitnable

@Jay Hattler Your approach is correct. It does look like the 1:4 reverse split on 2019-05-24 was missed. I'll enter a request to get it fixed.

Thank you.

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Daniel Zolotor

This still has not been fixed, thanks!

Lars Helfenstein

still not fixed

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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.