Learn

Stock Data Workflows

Prepare price and financial inputs with explicit dates, missing-data rules and reproducible loading steps.

11 guides

• Download historical stock prices and check coverage

  Plan stock history requests, classify per-symbol coverage and generate a targeted retry list without disguising short histories or duplicating date keys.

• Build a quarterly panel from SEC company facts

  Select SEC-style facts by concept, unit and original duration, derive single quarters from compatible cumulative values and preserve filing provenance and revisions.

• Import a stock price CSV into a usable price table

  Map a stock CSV into explicit OHLCV fields, parse dates and numeric units, quarantine rejected rows and reconcile the standardized output against its source.

• Update stock prices with overlap and revision checks

  Refetch an overlap window, distinguish revised and newly closed stock bars, isolate unfinished observations and verify a repeated update adds no duplicate rows.

• Join stock prices to released fundamentals with an as-of merge

  Build a daily price and fundamentals panel using explicit release cutoffs, next-session activation and revision deduplication, with missing timestamps kept separate.

• Diagnose and repair missing stock price bars

  Compare stock history with market sessions, listing intervals and verified status evidence, then refetch only supported acquisition gaps without manufacturing prices.

• Resample daily stock prices into weekly OHLCV bars

  Aggregate stock daily bars using explicit week boundaries and a market calendar, reconcile every OHLCV field and keep incomplete or missing-data weeks separate.

• Resume interrupted stock downloads from a verified cache

  Persist stock download attempts, validate cache content and completion markers, then reuse completed batches and retry only unfinished work within a fixed budget.

• Reconcile stock prices from two data providers

  Align session, timezone and adjustment meaning before comparing two stock price sources, then choose documented observations or quarantine unresolved field conflicts.

• Prepare local stock data for a backtest loader

  Adapt local OHLCV rows into a per-stock handoff, verify index and currency contracts, and block malformed inputs before any strategy calculation starts.

• Validate adjusted stock prices against corporate actions

  Rebuild declared split and dividend factors from raw observations, audit price and volume separately and quarantine mismatched adjusted stock data before use.