Upcoming changes in EOD2_DATA #175
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Updates to the Indices data has been
Update has been pushed to EOD2_data. I have held back on updating the 75 stocks with gaps in trading data due to #176. Since it affects some SME stocks, I'll fix the issue and post the update together. |
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All changes are now updated. Please update both EOD2 and eod2_data submodules to get all the latest changes. See update instructions I noticed another issue. ETF stocks are included in EQ series but all corporate actions are listed under Mutual funds and not Equity. Because of this ETF stocks are not adjusted for bonus and splits. I will check and fix this in a future update. |
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This week, I noticed some stocks in EOD2_DATA had large gaps with no trading activity. It would seem that some of these stocks were suspended from trading for many years and their ISINs either reassigned to another stock or trading resumed on the same stock.
I have attached the list of stocks (75 total) along with the last date it was relisted.
mod_files.csv
I intend to eliminate the data prior to these dates, since we anyways do it as part of daily sync operations on EOD2
Let me know if any reason I should leave the data unchanged.
Also Indices data had a single date out of order, which throws errors while resampling to other timeframes in Pandas. The data has been checked and sorted correctly.
Updates will be posted to EOD2_DATA this Friday evening after 7pm. Make sure to update your local repo over the weekend.
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