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Used Metastock XV downloader to download data for ETF AGG and mutual fund VWEHX and then converted to csv file. For AGG, there was a ex-dividend 0.23 on 6/1/17, here is what Datalink data looked like: OPEN HI LOW CLOSE 5/31/17 109.64109.81109.64109.766/1/17 109.36109.5109.34109.48
But Yahoo data (verified with other sources too) OPEN HI LOW CLOSE 5/31/17 109.41109.58109.41109.766/1/17 109.36109.5109.34109.48
The problem is that for 5/31/17 OPEN HI LOW --- if they are adjusted, but CLOSE is not adjusted (CLOSE is the same as that on 6/1/17). If they are not adjusted, then they are different from Yahoo's. I was told by a Meta support that all ETFs and stocks data are UNADJUSTED. So totally confused? For mutual fund, it's even worse: Meta support said all data are ADJUSTED (once a month). For VWEHX, it had ex-dividend on 5/31/17 and 4/28/17. The data on 4/27 and 4/28 are WRONG for the close prices (should be adjusted): CLOSE ActualClosePrice Dividend VWEHX.O D 4/27/17 0:00 5.867343 5.92 VWEHX.O D 4/28/17 0:00 5.877254 5.93 0.0261 The correct ration for the adjusted data should be (5.93+0.0261)/5.92 = 1.006097973 But if we just used Meta/Datalink Adjusted Close, it would be 5.877254/5.867343 = 1.00168918 So, I'm completely baffled by DataLink's EOD data --- Something very wrong, either the way I did that or their data
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Originally Posted by: largib3891  Used Metastock XV downloader to download data for ETF AGG and mutual fund VWEHX and then converted to csv file. For AGG, there was a ex-dividend 0.23 on 6/1/17, here is what Datalink data looked like: OPEN HI LOW CLOSE 5/31/17 109.64109.81109.64109.766/1/17 109.36109.5109.34109.48
But Yahoo data (verified with other sources too) OPEN HI LOW CLOSE 5/31/17 109.41109.58109.41109.766/1/17 109.36109.5109.34109.48
The problem is that for 5/31/17 OPEN HI LOW --- if they are adjusted, but CLOSE is not adjusted (CLOSE is the same as that on 6/1/17). If they are not adjusted, then they are different from Yahoo's. I was told by a Meta support that all ETFs and stocks data are UNADJUSTED. So totally confused? For mutual fund, it's even worse: Meta support said all data are ADJUSTED (once a month). For VWEHX, it had ex-dividend on 5/31/17 and 4/28/17. The data on 4/27 and 4/28 are WRONG for the close prices (should be adjusted): CLOSE ActualClosePrice Dividend VWEHX.O D 4/27/17 0:00 5.867343 5.92 VWEHX.O D 4/28/17 0:00 5.877254 5.93 0.0261 The correct ration for the adjusted data should be (5.93+0.0261)/5.92 = 1.006097973 But if we just used Meta/Datalink Adjusted Close, it would be 5.877254/5.867343 = 1.00168918 So, I'm completely baffled by DataLink's EOD data --- Something very wrong, either the way I did that or their data
Hi, In regards to AGG, this was a Cash Dividend. We do not adjust for Cash Dividends as they do not directly impact the underlying share price/# shares. Stock Dividends are adjusted for as these result in additional shares issued, directly affecting the share price. I believe our data team is looking into the Mutual Fund concern. Someone from our support team should follow up with you once we have an update.
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