How to adjust historical intraday data? (solved)

userque said:
Are you sure? I've been using it for years. Which ticker are you referring to?
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Yes, I am sure (at least for MSFT December 2014 data). Did you click on the links I provided?

Note: I am not talking about Google finance charts, but the historical EOD data provided by Google.
 
bellman said:
Yes, I am sure (at least for MSFT December 2014 data). Did you click on the links I provided?

Note: I am not talking about Google finance charts, but the historical EOD data provided by Google.
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Thanks, didn't notice the links before...I was so shocked by what you said above them. :)

Consider these:
http://finance.yahoo.com/q/hp?s=MSFT&a=01&b=1&c=2003&d=01&e=28&f=2003&g=d

https://www.google.com/finance/historical?cid=358464&startdate=Feb+1,+2003&enddate=Feb+28,+2003&num=30&ei=CY36Vvq_McHFerzjkvAN

They show data for Feb, 2003; the month of the stock split (2-13-03 to be exact I believe).

Notice the Google price before and after the split...it's already adjusted...smooth...no split showing--as is the case (split showing) for the yahoo data.

I don't think you can compare time frames like you originally did because of the way the adjustments work retroactively.

I've created spreadsheets to adjust yahoo data (except the volume, I never thought to do that until reading this thread :) ); but I normally just re-download google data, where available.
 
Mind. Blown.

The yahoo adjusted close data doesn't even match up with their own charts!

Whhhaaaa????

userque said:
Thanks, didn't notice the links before...I was so shocked by what you said above them. :)

Consider these:
http://finance.yahoo.com/q/hp?s=MSFT&a=01&b=1&c=2003&d=01&e=28&f=2003&g=d

https://www.google.com/finance/historical?cid=358464&startdate=Feb+1,+2003&enddate=Feb+28,+2003&num=30&ei=CY36Vvq_McHFerzjkvAN

They show data for Feb, 2003; the month of the stock split (2-13-03 to be exact I believe).

Notice the Google price before and after the split...it's already adjusted...smooth...no split showing--as is the case (split showing) for the yahoo data.

I don't think you can compare time frames like you originally did because of the way the adjustments work retroactively.

I've created spreadsheets to adjust yahoo data (except the volume, I never thought to do that until reading this thread :) ); but I normally just re-download google data, where available.
More...
 
Upon closer inspection, it appears that the google historical data (along with google charts AND yahoo charts) adjust for splits. The Yahoo historical data adjusts for splits AND dividends. This is starting to make my head spin.
 
You are correct. Yahoo historical data is adjusted for dividends and splits. Yahoo charts display only adjusted for splits.

Google however only adjust for splits in their historical data.
 
d08 said:
Not adjusted for dividends but seems to be adjusted for splits, witnessed it multiple time myself.
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Yes, actually I believe you are correct. Seems to be roughly the same volume before and after 1:10 splits in UWTI for example. (I don't have an un-adjusted volume number for comparison)
 
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