Support Board
Date/Time: Mon, 31 Aug 2026 03:56:31 +0000
Post From: Reused ticker symbols showing blended history from prior entity (Denali feed)
| [2026-07-20 13:56:51] |
| TonyCipriani - Posts: 148 |
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Hello, Thanks a lot for trying your best with it. I appreciate it. I do see that other stocks like BNY (formerly BK), SHOE (formerly SCVL), and ECHO (formerly SATS) which also went through ticker symbols changes recently have the same issue as VSXY did before you implemented the change (no blended data). But it's okay, I have looked into a workaround systematic solution on my end using Python so I think I should be fine. Especially since there will be plenty of stocks over the course of time that will go through such changes and it will burden you to keep doing it manually. Regarding equity symbol changes, I'm going to try a rename detection via IBKR's contract ID (conId), which stays stable across a symbol change since it's the same underlying instrument. This catches true renames (like VSCO > VSXY) same-day, with no ambiguity against cases like SPCX where an unrelated company reused a delisted ticker. For true renames, I splice the old and new .dly/.scid files together locally (dedup, atomic swap, archive of the original) so the history is genuinely continuous. With the IPO data, I pull each symbol's true first-trade date from a source. Then I cross-reference that against the actual first bar date sitting in the local .dly file. If the .dly history starts well before the verified IPO/listing date (with a small buffer for pre-listing test prints), that's confirmed ticker-reuse contamination. Right now I just created a vertical marker line on the chart for situations like this, but I could also truncate the useless data if I choose to. Appreciate the help again! Date Time Of Last Edit: 2026-08-09 16:33:45
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