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How have you dealt with adjusting saved historical data, specifically using the IB API?

As far as I can tell, currently, I need to perform the calculations described on Quandl's blog.

I haven't looked closely enough into IB's fundamental data offerings to know if I'll need to get some of those data values from a different source (e.g., Quandl).

What has your experience been with this? Am I approaching this in the right way?

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Actually, because IB has

  • TRADES - data adjusted for splits but not dividends, and
  • ADJUSTED_LAST - data adjusted for splits and dividends

I can check what I have saved from earlier that day or the previous day against their data, and compute an adjustment factor for only splits, only dividends, and both.

Using that, I have an accurate daily adjustment factor with minimal additional work.

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