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Does anyone know of a reliable (free) source of historical stock split information? There's a YQL api for pulling down 'key stats' on a symbol but it only contains the LastSplitDate. Adjusted close prices aren't interesting because I'm trying to determine when anomalies in fundamental technical analyses occur due to 'discontinuous' OHLC prices.

(there's some similar questions out there, but none that seem to directly ask about a known free data source)

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  • $\begingroup$ Yahoo used to list the history of stock splits under the basic chart. Now that they have discontinued the basic chart, they no longer give information on historical stock splits. The search for a new source is exactly what led me here. $\endgroup$ – user16377 May 29 '15 at 2:58
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    $\begingroup$ Beware that stock splits are only a small part of the issue with normalizing fundamental data. Other events that produce anomalies include: merger/demeger, change of fiscal year boundaries, re-statement of financials, changes in reporting currency, large institutional placements of stock to raise capital, raising of capital through debt/convertible instruments/listings in other countries, reduction in capital through capital returns. This is a complex area and you'll find that you are opening the proverbial can of worms. $\endgroup$ – Norgate Data May 29 '15 at 4:13
  • $\begingroup$ Now when yahoo.finance has closed free access to splits data, what source are you using? $\endgroup$ – Vlad O. Feb 12 at 7:59
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some links which might help you http://quant.caltech.edu/historical-stock-data.html In the quantmod R package ,the split information is in the "Dividend Only" CSV: http://ichart.finance.yahoo.com/x?s=IBM&a=00&b=2&c=1962&d=04&e=25&f=2011&g=v&y=0&z=30000

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  • $\begingroup$ The ichart finance link looks exactly like what I need, thanks. $\endgroup$ – 0x19af Jul 4 '14 at 21:41
  • $\begingroup$ Which of those keys gets the split and split values? I tried adding &g=v&y=0&z=30000 to the end of my request string and it returns a blank table. : ichart.yahoo.com/… $\endgroup$ – wordsforthewise Apr 25 '17 at 23:41

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