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by dabauws 29 days ago
absolutely - and there's more too, at least when it comes to historical & live data for stocks.

for example: stocks have multiple 'prices' - a bid, ask, last, mid, vwap, twap, etc. a stock's historical 'close' price can be split-adjusted, dividend-adjusted, unadjusted, split and dividend adjusted.. and more. a stock's ticker can change to a ticker used before. a stock can change ticker, but maintain a CIK identifier; a stock can change a CIK identifier, but keep the same ticker.

1 comments

Honestly I don't find most adjustments that complicated as long as you think about it economically rather than pulling a formula out thin air e.g. think about how you arbitrage it if it wasn't adjusted.