What is the most correct way of retrieving adjusted closed prices via Python Eikon API?

alekseenkova.marina

Should I use this formula

ek.get_timeseries(['TD.TO'], fields=['CLOSE'], corax='adjusted', start_date='2022-01-01', end_date='2022-11-09', interval='daily')

or the formula with rd.get_gistory for the same information?

What do you recommend?

If you recommend rd.get_history could you please provide the most correct way of implementing it on my particular case?

Could you please explain more corax='adjusted' parameter or send me the documentation where I could read it?

Thank you!

nick.zincone

Hi @alekseenkova.marina

I would recommend you utilize the rd.get_history() call. Looking at the capabilities, you can specify adjustments at a more granular level as well as retrieve more fields within the response. For example:

rd.get_history(universe='TD.TO', interval='1D', 
               start='2022-01-01', end='2022-11-09',
               adjustments=Adjustments.EXCHANGE_CORRECTION)

I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground. If you still require more details, you should open a ticket within the Helpdesk - they will bring in a historical content expert to address further details around adjustments. If you are accessing this content within the desktop (Eikon or Workspace), you can press F1 - Help & Support and ask your question there.