Skip to content

docs(stocks): document candle split/dividend adjustment rules#158

Open
MarketDataDev01 wants to merge 2 commits into
MarketDataApp:stagingfrom
MarketDataDev01:docs/candle-adjustment-validation
Open

docs(stocks): document candle split/dividend adjustment rules#158
MarketDataDev01 wants to merge 2 commits into
MarketDataApp:stagingfrom
MarketDataDev01:docs/candle-adjustment-validation

Conversation

@MarketDataDev01

@MarketDataDev01 MarketDataDev01 commented Jul 13, 2026

Copy link
Copy Markdown

Companion documentation for API PR #212, which unifies the adjustsplits/adjustdividends contract across the stock candles endpoint and the Sheets STOCKDATA formula.

Changes

api/stocks/candles.mdx

  • Documents the adjustdividends parameter, which was not previously listed on this page (only adjustsplits was).
  • Adds a Split and Dividend Adjustments section describing the three supported CRSP-style price series (raw, split-only, fully adjusted) and the combinations now rejected with HTTP 400:
    • Daily: adjustsplits=false, adjustdividends=true (dividend-only) — most often reached by passing adjustsplits=false alone, since adjustdividends defaults to true on daily.
    • Intraday: any adjustdividends=true (no intraday source implements dividend adjustment).

sheets/stocks/stockdata.md

  • Corrects the stale adjusted/unadjusted attribute descriptions.
  • Documents both as standalone attributes that return the full OHLCV row (parity with all), or that can be combined with a specific column (e.g. unadjusted,close).

Notes

  • The API changes are already deployed — the HTTP 400 validation described here is live in production, so the public docs currently lag the API's actual behavior. This PR should merge promptly to close that gap.
  • Targeted at staging per the docs workflow.

Companion to api PR #212, which unifies the adjustsplits/adjustdividends
contract on the stock candles endpoint and the Sheets STOCKDATA formula.

- api/stocks/candles.mdx: document the previously-undocumented
  `adjustdividends` parameter and add a "Split and Dividend Adjustments"
  section covering the three supported CRSP-style views (raw, split-only,
  fully adjusted) and the combinations now rejected with HTTP 400
  (daily divs-only; any adjustdividends=true on intraday).
- sheets/stocks/stockdata.md: correct the `adjusted`/`unadjusted` attribute
  descriptions and document them as standalone attributes that return a full
  OHLCV row (parity with "all").
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant