EOD close price for ETFs

using the funds API, I want to get the EOD close adjusted price for ETFs.

I am using this (it has 2 ETFs and one mutual fund).

https://api.refinitiv.com/data/funds/v1/assets?properties=prices[start:2023-01-09%3Bend:2023-01-10]&symbols=SPY.N,QQQ.N,FCNTX

for the ETFs (SPY.N and QQQ.N) I get MID and NAV and for the mutual fund FCNTX I get NAV and OFFER.

I believe MID is the midpoint before the close? How do I get the auction price? and how do I get the data adjusted for splits, dividends, cap gains distributions etc....

Thanks

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Accepted answers

bob.lee

@kdayri , MID price is the "market close price" for Lipper's contents. The code for that is a bit strange due to historical reason. You should check some sample values to make sure it matches your definition of "EOD adjusted price". In case you have doubts, please raise a content query to Lipper's contents team or via the client support team.

All comments

bob.lee

kdayri

I cant get adjusted and unadjusted prices in the funds API? how odd.

wasin.w

Hello @bob.lee

Could you please help with the follow up question below?

bob.lee

@kdayri and @wasin.w , Lipper’s database only store official prices (NAV, Bid , Offer) published by fund companies. The MID price is a special case that it is market close price from Exchange for funds traded in Exchange or it is the index value if it is an index. If you are asking for prices that adjusted for dividend payment and other corporate events (unit split/merge), so that you can use the adjusted price to indicate the funds’ total return history, then currently the API do not offer that directly.

You can try to derive that based on dividend information or more the fund’s total return performance data: rolling performances data set. If your “adjusted / unadjusted” price means something else, please clarify the definitions.

For funds’ total return history, it is typically showing the % growth or some indexed value rather than using the adjusted price (which just a form of the index).

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