Data Policies
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Currently, StockCharts has access to data from the following markets:
New York Stock Exchange (US)
Nasdaq Stock Exchange (US)
Amex Stock Exchange (US)
BATS Exchange (US)
TSX Stock Exchange (Canada)
TSX-Venture Stock Exchange (Canada)
London Stock Exchange (UK)
National Stock Exchange of India (India)
We have datasets for most ticker symbols in each of the markets we cover, but not necessarily all ticker symbols. We do not automatically provide data for extremely low-priced stocks since technical analysis techniques do not work with such stocks and the charts for those stocks can be extremely misleading.
If you would like to see a particular ticker symbol in a market that we cover, but we do not have that symbol in our database, you can request that we add that symbol by using .
Users who have not signed up for any of our real-time data plans will see charts that are based on data that is delayed by at least 15 minutes. If price data from the BATS exchange is available, those users will see charts that include non-delayed data from the BATS exchange during the first 15 minutes.
Members who have signed up for a real-time data plan will see charts that are based on non-delayed data for that market.
In all cases, it is possible that high-speed, dedicated data feeds may have data that is updated slightly ahead of the data on our charts, simply due to the nature of the Internet.
At StockCharts, we adjust our historical price data to remove gaps caused by stock splits, dividends and distributions. That may cause our charts to look different from other services that do not perform the same adjustments.
For example, if a stock splits 2-for-1, the price is suddenly half of what it used to be, creating a large gap down on the chart. If you were unaware of the split, the chart would give you the impression that something bearish happened to the underlying company. In addition, most of the technical indicators on that chart would give sell signals because of the big drop in prices. Even though such a split is generally considered a neutral event, an unadjusted chart would contain lots of bearish signals.
In order to prevent these kinds of misleading signals from appearing on our charts, we adjust all the historical data prior to the event. In the case of a 2-for-1 split, we divide all of the historical prices for the stock by 2, then multiply all of the historical volume by 2 so that the bars prior to the split match up smoothly with the bars that appear after the split.
In addition to performing adjustments that remove large gaps caused by splits, we also adjust our historical data to remove smaller gaps caused by dividends and distributions. By making these additional adjustments, we ensure that all price movements on our charts are caused by pure market forces - that is, the forces that Technical Analysis attempts to identify.
While these adjustments are very important for accurate technical signals, they can cause problems in the following circumstances:
Our adjusted historical price data cannot be used to determine the actual buy or sell price for a stock at some point in the past.
Our adjusted historical price data may not match up with unadjusted data from other sources.
Adjusting historical price data can cause P&F reversal points to change if “Traditional” box scaling is used (the default).
IMPORTANT NOTE: If you want to see an unadjusted chart for a stock, add an underscore character (“_”) to the front of the ticker symbol.
Historical prices are adjusted by a factor that is calculated when the stock begins trading ex-dividend. The amount of the dividend is subtracted from the prior day’s price; that result is then divided by the prior day’s price. Historical prices are subsequently multiplied by this factor.
Let's look at this example. A stock closes at $40.00 on Monday. On Tuesday, it begins trading ex-dividend based on a $2.00 dividend. If the stock opens unchanged, it will be trading at $38.00. Unless we adjust the prior prices, the chart will show a misleading $2.00 gap.
To calculate the adjustment factor, we subtract the $2.00 dividend from Monday's closing price ($40.00 - $2.00 = $38.00). Then, we divide 38.00 by 40.00 to determine the dividend adjustment in percentage terms. The result is 0.95.
Lastly, we multiply all historical prices prior to the dividend by a factor of 0.95. This adjusts historical prices proportionately so that they stay rationally aligned with current prices.
Adjustments for stock splits are similar, but, to calculate the factor, you have to divide the number of shares after the split by the number of shares before the split. (Example: To adjust for a 2-for-1 split, divide 1 by 2. The factor is 0.5.)
Just like with dividend adjustments, we multiply all historical prices before the split by 0.5.
With splits, we adjust the volume in the opposite direction of prices so that the total liquidity remains the same. So, where we divided 1 by 2 to calculate the adjustment factor for prices, we now divide 2 by 1 to calculate the adjustment factor for volume. In this case, the adjustment factor for volume is 2.0, so we multiply all volume prior to the split by the adjustment factor of 2.0.
Reverse splits are calculated the exact same way as regular splits. For a 1-for-4 reverse split, for example, you would divide 4 by 1 to calculate the adjustment factor for prices (4.0) and divide 1 by 4 to calculate the adjustment factor for volume (0.25).
Whenever a stock's historical data is adjusted, we add it to the list of recent adjustments on our .