Data Manager: Data bug in SQ Equity Data - GOOGL spike
GOOGL had a stock split on March 4, 2014... but in Builder it's registering as a MAE!!!! Because data didn't take into account the split!
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Votes +2
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Project StrategyQuant X
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Type Bug
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Status New
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Priority Normal
History
LL
TT
Tamas
05.02.2024 10:00Subject changed from Data Manager: Data bug in SQ Equity Data to Data Manager: Data bug in SQ Equity Data - GOOGL spike
PS
Petr Šomek
06.02.2024 11:00
LL
kim@myfamilylink.net
09.02.2024 01:50Status changed from Waiting for information to New
I think you are looking at the D1 data... Try look at the M1 data rolled up to H1.
Kim
E
LL
Votes: +2
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01.04.2014;1120.27;1137.5;1118.0;1134.89;2182600.0
02.04.2014;1142.65;1144.8;1124.0;1135.1;2088800.0
03.04.2014;split;2.0;*
03.04.2014;573.39;588.3;566.01;571.5;4019600.0
04.04.2014;578.55;579.72;544.49;545.25;5366900.0
So we knows the fact that GOOGL was splitted at 03.04.2014. so raw data should be OK.
I have downloaded googl symbol to strategyqant and watch it in application (here I can't see raw data but backadjusted). I'm attching the screenshot, where I can't see any spike. I see smooth data, so it looks that backadjusting was correct and split was calculated.
Quations:
- can you send me similar screenshot from your app?
- are you using GOOGL data from our application or did you imported them from some csv or yahoo?
- can you please clear data content and redownload them again?
- are you testing daily data or minutes?
Thanks