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                                                   Download historical splits data

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aaa
2011-02-25 21:01:47


How can I download a list of splits for a list of symbols? I am thinking of a downloader like the one we have for historical dividend data.
Thanks!



Patrick Fonce
2011-02-26 06:02:44

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Best Answer
I just shared the item I am using
Splits Calendar - Historical data for U.S. Stocks





Splits Calendar - Historical data for U.S. Stocks (by Patrick Fonce, uploaded several months ago)
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aaa
2011-03-02 13:31:15

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Thanks, Patrick. I have been playing with this downloader and noticed two anomalies that I would like to raise to you:
1. I noticed that some stocks are not shown in the data. For example, EFTC split on June 2, 2010, but the downloader does not show that split. I went back to the Yahoo page and it is also not showing there.
2. In some cases, a split is listed twice in the downloader. For example, ABC was split in 2009. The downloader shows two dates (29/05/2009 and 16/06/2009), with the same announced date of 19-May.

Do you know why these are happening and how to fix them?

Thanks!



Patrick Fonce
2011-03-04 11:15:37

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Hi,

1. If it is not showing in Yahoo then the downloader cannot get it (Data if from Yahoo).

2. This is also because Yahoo show them twice

http://biz.yahoo.com/c/09/s6.html

I updated the script so that it takes only the first split. You must download the script again.



Peter
2013-01-16 21:56:40

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Patrick,

Thank you for creating this download functionality. I downloaded split information and cross checked it back to Yahoo and I found something interesting. I know that you pull data from Yahoo, but it seems that Yahoo has 2 databases, and unfortunately they do not agree. Yahoo lists split info in 3 places, namely at the bottom of their Basic Charts, on their monthly split calendar, and in their historical quotes..... and these don't match. The downloaded data matches the monthly split calendar, but that data is incorrect and incomplete compare to the other sources (which are used for quotes). Here are some examples:

The first link matches the downloadable data, and the second and third show the correct data. What a mess.....

NCBC

http://biz.yahoo.com/c/06/s12.html

http://finance.yahoo.com/q/hp?s=NCBC&a=10&b=10&c=2006&d=00&e=16&f=2007&g=d

http://finance.yahoo.com/q/bc?t=1y&l=on&z=l&q=l&p=&a=&c=&s=ncbc&ql=1

AAN

http://biz.yahoo.com/c/04/s8.html

http://finance.yahoo.com/q/hp?s=AAN&a=07&b=7&c=2004&d=08&e=16&f=2004&g=d

http://finance.yahoo.com/q/bc?t=1y&l=on&z=l&q=l&p=&a=&c=&s=aan&ql=1



Also NBG, MDC, LFC, EGBN, just to name a few.


I know that this is not your problem, but since you put some effort into this I thought that I would point out what I found.

Thanks



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