Editing Fundamental Data Items
Author: Panache
Creation Date: 1/8/2020 5:59 PM
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Panache

#1
Is it possible to save FundamentalDataItems? Specifically, I would like to modify the splits in FundamentalDataItems and then save the modified file.

It appears that the Process a Stock Split tool does not add a new split, but instead modifies the price and volume data. It would be easier (and less destructive of the data) to simply add another split. Similarly, as you know, Yahoo contains some bad split information, which I would like to remove.

Or is all of this moot, because the next time the provider is updated, FundamentalDataItems will be overwritten?
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Eugene

#2
QUOTE:
Is it possible to save FundamentalDataItems?

Short answer: serialization is impossible.

QUOTE:
It would be easier (and less destructive of the data) to simply add another split. Similarly, as you know, Yahoo

Long answer: Each fundamental provider handles this on its own. But the data is provided as is, without a fundamental data editor. Could be fine to have a "Fundamental Data Editor" but there probably isn't enough bang for the buck to justify its development? It's the first time when I hear (from you) about such a need.

Yahoo is smart in this aspect. In a previous Y! Finance API (before 2018) the split quality sometimes left a lot to be desired but not now. It's surprising to hear you see a bad split there but "Ignore selected splits" is here to help (Data Manager > Yahoo! Data tab). This feature provides a split exclusion list to the user. No other fundamental provider supports serializing its data in a user-editable format and/or a "Split exclusion/correction" list because it's not a use case.

QUOTE:
Or is all of this moot, because the next time the provider is updated, FundamentalDataItems will be overwritten?

Concerning WL Developer providers (and WLP with Fidelity's fundamental providers aside), all fundamental data providers by MS123 I'm aware of do overwrite the fundamentals on each update.
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Panache

#3
Thanks Eugene.

QUOTE:
Yahoo is smart in this aspect. In a previous Y! Finance API (before 2018) the split quality sometimes left a lot to be desired but not now. It's surprising to hear you see a bad split

For example, my fundamental data for ZAZA is showing:

Splits

Fidelity
8/20/2014 0.1

Yahoo
8/20/2014 0.1
8/19/2014 0.1
4/7/1981 4

I'm pretty sure ZAZA didn't split 1 for 10 two days in a row!


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Eugene

#4
Yep, that's a good example of a bad split. Fidelity is correct.

https://www.splithistory.com/zaza/
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Eugene

#5
QUOTE:
However, a fundamental data editor to be able to correct that stock split would be very helpful to me.

What about "Ignore selected splits"?
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Panache

#6
QUOTE:
What about "Ignore selected splits"?

The problem is it is a real split, so the data needs to be adjusted for it. However, it's supposed to be 2.5 for 1. (In case anyone jumps into this thread, it's Yahoo's 0 for 1 stock split for D on 5/20/1983).

It's not a big deal. My data cleaning program alerts me when it encounters a split with a value <= 0, and I adjust the affected bars manually.
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Eugene

#7
Indeed, that's odd:



According to company's authorized split history, it was a stock exchange:

https://s2.q4cdn.com/510812146/files/doc_downloads/stock-splits.pdf
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