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Does anyone notice quandl WIKI or EOD data are different than Yahoo or Bloomberg? I notice this when I was comparing data providers, which I am using AAPL as a test. AAPL split its stock 7 for 1 on Jun 9, 2014, so I think it is an ideal candidate to compare data.

Here is a picture of data comparison:

Do you know why they are different and which one I should trust? If I should trust neither, is there any other free data provider I can trust?

Candamir
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liunan
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    I agree with the [answer below by assylias](https://stackoverflow.com/a/44386039/8031521). If you are in need of more free data sources, you might also want to try [AlphaVantage](http://www.alphavantage.co/documentation/), which since recently also features both adjusted and unadjusted time series. – Candamir Jun 09 '17 at 00:56

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It depends on whether you adjust the dividends too (the series starting at 52 is adjusted for dividends, the series starting at 58 is not).

For reference, Bloomberg data:

            Unadjusted price    Adjusted for split  Adjusted for split & div
27/12/2011      406.53                58.0757            52.4533
28/12/2011      402.64                57.52              51.9514
29/12/2011      405.12                57.8743            52.2714
etc.
assylias
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  • Are you able to share the source for your data? 1. It might be useful in the context of this question and 2. I am looking for good data sources for splits and dividends. Thanks! – Candamir Jun 09 '17 at 00:54
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    It's from Bloomberg. – assylias Jun 09 '17 at 09:14