How are ticker changes handled?

The ticker is a unique identifier for a security. When a ticker changes we rewire the history for the updated ticker. When a company is delisted and its ticker is later reused by a different company, the active company keeps the ticker and the delisted company gets a number appended. Historical ticker changes are recorded in the actions table. In addition, we provide a permaticker in the tickers table that is Sharadar’s own unchanging and unique identifier for a security.

What corporate action adjustments are made to your price data?

The stocks and funds tables provide EOD OHLCV data that is unadjusted; split-adjusted; and split, cash dividend and spinoff adjusted. Open, High, Low, Close and Volume are split-adjusted. CloseUnadj is unadjusted and can be used to impute unadjusted Open, High, Low and Volume. CloseAdj is split, cash dividend and spinoff adjusted and can be used to impute fully adjusted Open, High and Low. For more see this post.

Is your data survivorship bias free?

Yes, we have extensive delisted stock coverage and estimate our data is 99% free of survivorship bias. To our knowledge this is the most comprehensive dataset that is free of survivorship bias and readily available. We're continuously working on that last 1%, with the most common issue holding us back being malformed historic electronic records that we are improving our ability to process.