MIH8
- ago
Hi all.

I just want to be sure if WealthData is adjusted for splits and dividends, and if Q-Data is as well?

Since many providers also offer unadjusted data, it would be helpful if the provider description for historical data included this information.
Can you include this in the description?
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Cone8
 ( 23.39% )
- ago
#1
Here's a whole site of documentation for Wealth-Data:
https://www.wealth-data.com/faq

Q-Data is the same with respect to special dividends, but doesn't get the filtering treatment and primary market opening price like Wealth-Data symbols.
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MIH8
- ago
#2
Thank you, Cone.

Here is my dilemma. For example, today I checked various data sources for the symbol "CG". The date is 03/15/2013 WD/Q-data and Nasdaq providers give me a price around $30. While sources like eodhistorical data and firstrate for example give me a price around $16,- for the same date.

The reason for the comparison is that I got very different results for the backtests when I included only one of these providers. I know there are features in WL to handle this, but I just don't know what the "right" price is.

The providers like eodhistoricaldata and firstrate claim to provide adjusted prices. I'm not sure about sources like Nasdaq and Yahoo.

Especially the use of unlinked datasets could be a problem in this context if you mix things up.

How would you deal with such a situation?
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Cone8
 ( 23.39% )
- ago
#3
As the caretaker of Wealth-Data, before the market opens, I'd look for news, splits, etc. When the market is open, I'd just look at the quote to see which is right.

In the case of EODHD, you need to use the symbol extension to get the right market, i.e., CG.US
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