Does Tiingo provide any metadata for stock splits?

Data Sources Tiingo
1

Hi @Rishi_at_tiingo,

I do have a Tiingo subscription with the fundamental addon and was hoping to find a datapoint which gives me the last stock split date (and ratio). But so far I haven't found a easy datapoint for it. Did I miss something?

My use case:
I have an Amibroker database and do a daily update for stocks with "Tiingo.com Historical" in AmiQuote. So far I miss usually all stocksplits, notice them by accident, notice them during a trade check or fixing them by downloading all stocks for the last x years (I do this from time to time). For a new indicator, which I want to calculate daily, I need the database to be updated each day. So I was wondering if I am able to minimize the download size.

If Tiingo does not offer any split information, I see only these options:

  1. Download daily the whole stock universe for the last x years. (Using only the "Is Active" field of the https://api.tiingo.com/tiingo/fundamentals/meta to narrow the number of tickers.)
  2. Search for another dataprovider to find the affected tickers.
  3. Use Amibrokers internal pourify function (https://forum.amibroker.com/t/find-unadjusted-stock-splits/4666)
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Hi @RioL

We do offer split data as one field in our End-of-Day data as outlined by the "splitFactor" field in the REST API: https://api.tiingo.com/documentation/end-of-day

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I am not sure how to explicitly get this field in AmiBroker/AmiQuote or how to manipulate the data as I am unfamiliar with the deeper workings of AmiBroker/Quote - but the data is there! I do know some users have made Tiingo plugins for the fundamental data in AmiQuote/Broker- would that be a possibility here?

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Hi Rishi,

thanks, this one I did indeed overlook. And yes AmiQuote does not keep this data, so I would need to download the tickers as csv files and import them afterwards.
I actually hoped for one file with metadata, which also contains the split data. This way it would have been an easy job to compare either the last split day with the current date or with the file of the previous day to create a tickerlist which needed a new full download.

So I'll probably try first option 1 of my first post and check if I stay within my download limit, if not I'll look again into the "End-of-Day Endpoint".

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We don't have a meta data file for keeping track of splits, but we have something similar

https://api.tiingo.com/tiingo/daily/prices?format=csv&token=<TOKEN_HERE>

That will return the latest price for securities on the latest day. It also contains "splitFactor" If splitFactor != 1, it means there was a split on that day.

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Happy New Year, Rishi!

That's exactly what I was looking for, very nice. Where in the documentation do I find this? I searched the api documentation site with google and did not find it. By the way a search field on your api documentation site would greatly help finding things.

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