massive-com / massive-com/client-jvm

data issue with symbol MA, the historical daily bar price did not reflect the split on correct date

Open
#287 0 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Kotlin
Stars
82
Forks
38
Avg merge
32m
Merged PRs (30d)
2

Description

symbol: MA
query Stock Splits v3, Stock splits return results that 1 to 10 split on execution date of 2014-01-07:
https://api.polygon.io/v3/reference/splits?ticker=MA&limit=10&apiKey=

{
"results": [
{
"execution_date": "2014-01-07",
"id": "E638b814f2f173345156fb6fb46044c73547ed879a376f59ee074dc5aea29e606",
"split_from": 1,
"split_to": 10,
"ticker": "MA"
}
],
"status": "OK",
"request_id": "a85636b46e54dc7404504e2d7b443295"
}

Then query un-adjusted daily bar for this stock, it shows price changed on 2014-01-22, instead of 2024-01-07 as specified in split query
https://api.polygon.io/v2/aggs/ticker/MA/range/1/day/2014-01-06/2014-01-31?adjusted=false&sort=asc&apiKey=

{
"ticker": "MA",
"queryCount": 19,
"resultsCount": 19,
"adjusted": false,
"results": [
{
"v": 702401,
"vw": 828.5214,
"o": 831.96,
"c": 826.69,
"h": 833.88,
"l": 824.6601,
"t": 1388984400000,
"n": 9750
},
{
"v": 764652,
"vw": 836.5694,
"o": 831.01,
"c": 837.09,
"h": 839.19,
"l": 831,
"t": 1389070800000,
"n": 10882
},
{
"v": 693846,
"vw": 838.8688,
"o": 837.32,
"c": 836.84,
"h": 844.01,
"l": 836.0135,
"t": 1389157200000,
"n": 11400
},
{
"v": 721264,
"vw": 841.311,
"o": 840,
"c": 843.6,
"h": 844.2399,
"l": 836.25,
"t": 1389243600000,
"n": 10431
},
{
"v": 821383,
"vw": 835.6546,
"o": 846.84,
"c": 834.76,
"h": 847.48,
"l": 831.6,
"t": 1389330000000,
"n": 11816
},
{
"v": 1236066,
"vw": 821.7265,
"o": 835.46,
"c": 810,
"h": 837.9999,
"l": 807.63,
"t": 1389589200000,
"n": 18007
},
{
"v": 1087015,
"vw": 818.3703,
"o": 812.82,
"c": 821.71,
"h": 822.97,
"l": 804.14,
"t": 1389675600000,
"n": 13687
},
{
"v": 775067,
"vw": 826.0903,
"o": 825.11,
"c": 823.37,
"h": 829.779,
"l": 821.24,
"t": 1389762000000,
"n": 10446
},
{
"v": 496571,
"vw": 825.6356,
"o": 824.82,
"c": 825.5,
"h": 827.99,
"l": 822.42,
"t": 1389848400000,
"n": 7956
},
{
"v": 1333039,
"vw": 821.536,
"o": 825,
"c": 818.42,
"h": 834.02,
"l": 807.88,
"t": 1389934800000,
"n": 17604
},
{
"v": 1010370,
"vw": 819.3832,
"o": 823.02,
"c": 818.48,
"h": 826.56,
"l": 814.03,
"t": 1390280400000,
"n": 12440
},
{
"v": 7220717,
"vw": 83.037,
"o": 82.21,
"c": 83.3,
"h": 83.9,
"l": 82,
"t": 1390366800000,
"n": 53484
},
{
"v": 6595809,
"vw": 82.6815,
"o": 83.8,
"c": 82.36,
"h": 83.81,
"l": 81.92,
"t": 1390453200000,
"n": 41298
},
{
"v": 9541279,
"vw": 79.9785,
"o": 81.78,
"c": 78.51,
"h": 81.98,
"l": 78.5,
"t": 1390539600000,
"n": 58303
},
{
"v": 13715538,
"vw": 76.4059,
"o": 78.95,
"c": 76.05,
"h": 78.98,
"l": 74.95,
"t": 1390798800000,
"n": 87358
},
{
"v": 7738933,
"vw": 78.4354,
"o": 76.7,
"c": 78.83,
"h": 79.09,
"l": 76.58,
"t": 1390885200000,
"n": 51656
},
{
"v": 7915682,
"vw": 77.944,
"o": 78.19,
"c": 77.7,
"h": 78.67,
"l": 77.01,
"t": 1390971600000,
"n": 45835
},
{
"v": 8749277,
"vw": 79.2893,
"o": 80.45,
"c": 79.76,
"h": 80.55,
"l": 78.24,
"t": 1391058000000,
"n": 55543
},
{
"v": 23255563,
"vw": 75.3643,
"o": 75.51,
"c": 75.68,
"h": 76.99,
"l": 71.75,
"t": 1391144400000,
"n": 128732
}
],
"status": "OK",
"request_id": "2139d6915b846eb69e05c7e20161ae12",
"count": 19
}

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by comparing the Stock Splits v3 response for MA with the un-adjusted daily bars response for 2014-01-06 through 2014-01-31, focusing on the execution date and the price transition. Trace the corresponding client API entry points and tests, if present; done means the discrepancy is explained or corrected and covered by a regression test.

Written by the indexing model from the issue text.

Assessment

Tech stack
kotlin
Domain
api
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.