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split adjustment & volume

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    split adjustment & volume

    Hi,

    I am using Kinetick data and by reading various threads on the topic of split adjustment I became aware that it is not possible to have both intraday & daily/weekly data adjusted correctly at the same time. This really is a shame, but as I read about some workarounds the PRICE issue may be something I can get handled.

    Unfortunately the VOLUME adjustment (or lack thereof) is a topic that nobody seems to have brought up yet, so I'll do it now:

    I want to suggest an option that would also adjust volume in the inverse proportion of the split, so that price * volume remains the same before and after split adjustment. Or put another way: if a stock does a 10:1 split (price dropping to a tenth) volume will increase by a factor of 10 (if I bought 500 shares worth 100,000$ before the split I will now hold 5,000 shares that I will need to sell to close my position).

    Cheers,
    NutFlush

    #2
    Hello NutFlush,

    Thank you for your feedback. I will forward the suggestion for such an option to development to put it on the list of possible future enhancements.
    JasonNinjaTrader Customer Service

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      #3
      The suggestion has been added to the list and has been assigned to ID# 2545.
      JasonNinjaTrader Customer Service

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