Hi all: I have been downloading historical prices from Yahoo. But the prices are not adjusted for splits (e.g., AAPL split in 2014 was not adjusted by Yahoo), and my program has some analytic errors as a result. I can write subroutines to try to identify splits, but sometimes it is not possible to tell whether it is a 2:1 split or the price just dropped 50% due to bad earnings. Suggestions? Thanks.
I've used a few data vendors in the past - Premium Data is way ahead of the rest due to the delisted data and extensive history. CSI is a little worse on data quality. Eoddata was terrible. Anything that downloads data from Yahoo is even worse.
CSI data has gotten better. They done cleaning up of the database and major rewrite of unfair advantage over the past year or so. They also allow you to adjust any way you want for example for TradersStudio I set up three directory, split only adjusted, dividend only adjusted and totally unadjusted. I even have a special offer on CSI data for my customers. You can get CSI stock and ETF database for 294.00 with one year of updates at TradersStudio.com. Click Here to see CSI data offer