Ratio-Based Price Adjustment Support in a Ricequant Data Feed
Summary
This brief VeighNa community exchange requests support for downloading ratio-adjusted prices from Ricequant, in addition to price-difference adjustments. A reply points out that the existing rqdata data feed's dominant-price method passes a pre-close ratio parameter. The exchange is therefore about corporate-action price adjustment conventions and whether a particular feed path already exposes ratio-based adjustment data.
The post offers no implementation details, validation, or comparison of adjusted price series. It does not establish whether the existing method satisfies the original request for a download feature, or whether it applies to all instruments and use cases. For researchers, the practical lesson is narrow: confirm which adjustment convention a data feed applies before using historical prices for analysis or backtesting, since ratio and difference adjustments can produce different series.
Key ideas
- The request asks for Ricequant ratio-based adjusted-price downloads alongside price-difference adjustments.
- A reply says the existing dominant-price method in the rqdata feed passes a pre-close ratio parameter.
- The exchange does not verify whether this method fully meets the requested feature or covers all use cases.
- Researchers should confirm the adjustment convention used in historical data before analysis or backtesting.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.