Data methodology
How end-of-day prices, volume and adjustments are built.
No:
- Open, high, low, close are raw prices of the regular trading session, not adjusted for splits or dividends.
- adjusted_close is adjusted for both splits and dividends.
- volume is adjusted for splits only.
Historical volume is expressed in post-split share units. Before a forward split it is multiplied by the split ratio, and before a reverse split it is divided by it. For example, AAPL volume before the 4-for-1 split on 2020-08-31 is shown four times higher than originally reported.
The End-of-Day API provides raw OHLC plus adjusted_close. For OHLC adjusted for splits only (not dividends), use the Technical API (opens in a new tab) with function=splitadjusted. To derive fully adjusted OHLC, apply each day's factor adjusted_close / close to that day's open, high and low. Adjusted values are calculated with the CRSP methodology; see Adjusted Closes vs Closes (opens in a new tab). The split and dividend events themselves are available from the Splits and Dividends API (opens in a new tab).
Multiply volume, which is split-adjusted, by a split-adjusted price (for example from function=splitadjusted). Do not multiply it by raw close or by adjusted_close.
Yes. US end-of-day data is consolidated across US exchanges for the regular session; pre-market and post-market trading is not included. Different consolidation rules are a common reason for small volume differences between providers.
We have direct data acquisition from several exchanges, market makers and CFD sources. Details are on Our Data Sources (opens in a new tab).
Yes. Previously published bars, splits and dividends can be corrected, and there is no fixed correction window. In addition, adjusted_close is recalculated across the whole history every time a new split or dividend is added, so past adjusted values change over time by design.
Is the data versioned? Can I get the values as they were known on a past date (point-in-time vintages)?
No. We provide only the current version of the data. A correction overwrites the existing record, and change timestamps are not stored. To reproduce what was available on a given date, keep dated snapshots of your downloads and compare them. Because raw OHLC is not rewritten for corporate actions, you can also rebuild an as-of adjusted series yourself by applying only the splits and dividends with ex-dates on or before each date.
Available price history for delisted tickers is accessible through plans that include EOD data and is provided as is. Coverage varies by ticker and may contain gaps or end before the last trading day; complete history, continued availability and restoration of missing records are not guaranteed. Fundamentals may also be available, depending on the ticker, through plans that include fundamental data. Lists of delisted tickers are available through the Exchanges API (opens in a new tab) with delisted=1. If a ticker was renamed rather than delisted, its available history moves to the new symbol.
Yes, through the Trading Hours and Holidays API (opens in a new tab), included in EOD+Intraday — All World Extended and All-In-One. Holidays can be requested for a date range with the from and to parameters.
About these answers
This page answers the questions we receive most often before people subscribe to a personal plan: how our end-of-day data is built.
The answers on this page apply to all personal plans and reflect our Terms and Conditions (opens in a new tab), which are the only governing document for personal plans. We do not issue separate written permissions, licence letters or signed confirmations for personal use. If your use falls within the personal-use cases permitted here, additional confirmation is generally not needed. For cases that this FAQ directs to sales, or uses outside those described, contact sales@eodhistoricaldata.com.
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