I need a robust way to detect stock splits...I can't see how to do this with the TWS API. I could easily check to see if it appeared to be a stock split for common ratios like 2:1 or 3:1 but theoretically it could be split at any ratio, and there must be a way to tell the difference between a stock split and a stock crash/boom. If I held extra shares in the stock all the time I could check that the number of owned shares had changed unexpectedly but this has obvious disadvantages..is there a callback message from TWS that will indicate a split? Or should I subscribe to a separate data feed, RSS or something?
Dinosaur Technology and Trading » Dinosaur Technology and Trading
How to detect stock splits?
(3 posts)-
Posted 4 months ago #
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I am not aware of any good way to detect a split from the TWS data, as far as I know you have to subscribe to some outside data. I believe you can parse the Yahoo database for some reliable (and free) split data.
Posted 4 months ago # -
Ok, thanks for informing me.
Posted 4 months ago #
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