The API Returned 200 OK. The Data Was Garbage.
Stock data APIs lie more often than you'd think. I'm not talking about server errors or rate limits — those are easy. I'm talking about successful HTTP 200 responses that return subtly broken data: missing dividends, adjusted prices that aren't actually adjusted, timestamps in the wrong timezone, or splits that happened but aren't reflected for three trading days.
Most financial API debugging guides focus on authentication and rate limits. But the real problems show up later, when your backtest returns 40% annual returns and you can't figure out why it won't work in paper trading.
Here's what actually breaks.
Split Adjustments That Arrive Late
Stock splits are supposed to be reflected immediately in adjusted prices. They aren't always.
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