On Tue, Apr 25, 2000 at 01:13:03PM -0500, Matt Sisk wrote:
>
> So I had to dredge up or infer the split information from other sources,
> since it was not immediately clear whether a particular buy or sell
> order occurred on a (very) volatile day or whether there were subsequent
> splits. I actually made some satisfactory progress on an algorithm to
> automatically figure out the split ratio based on the high/low for that
> date and the apparent discrepancy. This was not perfect however; I found
> numerous examples that required explicit split records due to excessive
> volatility.
>
Mmmmm...when I did this job I simply went to the firm's web site and
looked it up on their investor relations page. I would think that one
could do that with most major firms these days; if not, a phone call
would suffice. I would also think that the better on-line investment
services would have this information...somewere.
It occurs to me that there may not be, really, that many web stock
information services. I suspect many brokerage houses are simply
reselling services; this is definitely the case with my current
broker, Deutsch Bank Alex Brown, whose on-line service is provided by
Reuters. Maybe it would be possible to indentify the majors and
support them...and then again, maybe not.
> One can argue that retroactively reconstructing portfolio performance is
> a waste of energy; from a practical standpoint this is correct. However,
> a picture is worth a thousand words, and people like to look at
> performance graphs. This is a feature -- *especially* if they are
> porting their information from another financial package into something
> such as gnucash.
It would be nice to automate, however I think errors would would
probably provoke howls of annoyance.
--
Randolph Fritz
Eugene, Oregon, USA
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