R.S. - 1 year ago 134
R Question

# Quantmod: extracting split dates from yahoo EOD price data

This is in relation to stock data obtained from Yahoo Finance.

I'm looking for a method for determining dates when a stock was split (or bonus shares were issued, the distinction is immaterial to current task).

I could not find any specific answer to this problem. Here's the best I could think of:

``````require(quantmod)
AAPL<- getSymbols("AAPL", from="1987-01-01",to="2016-08-01", auto.assign = F)
# tail(AAPL)
# assuming a minimum split of 10:11
probableSplitDates<- index(AAPL)[probableSplits]
x<- AAPL[c(probableSplits, ((probableSplits)-1))]
x\$splitRatio<- round(1/(1+Delt(x\$tmpratio)))
#Added Following 1 line for very old stocks with adjusted price in low   decimals
probableSplitDates<- index(x[x\$splitRatio>1,])

x\$splitRatio[probableSplitDates]

chartSeries(AAPL["2014-06"],theme = chartTheme('white'))
``````

I would like to know what issues this solution might run into.

Even though I'm using Apple here, I am looking for data from Indian exchanges (for example, RELIANCE.NS) so some of the US specific sources for cross-referencing will not work for me.

EDIT: Added one line to code for old adjusted price in very low decimal values

You could use the split/dividend data that Yahoo Finance provides.

``````require(quantmod)
getSplits("RELIANCE.NS")
#            RELIANCE.NS.spl
# 1997-10-27             0.5
# 2009-11-26             0.5
``````

You could also use `adjustOHLC` to do the adjustment for you.

``````getSymbols("RELIANCE.NS")