Hi support team
I want to download unadjusted stock price data. TESLA had a stock split on 2022-08-23.
- Workspace is running while I download data via API
If I use refinitiv.data API:
import refinitiv.data as rd
...
df3 = rd.get_history(
universe=["TSLA.O"],
fields=["tr.PriceClose", "tr.Volume", "tr.Turnover"],
interval="1D",
start="2022-08-01",
end="2022-08-31",
adjustments="unadjusted"
)
gives result:
TSLA.O Price Close Volume Turnover
Date
2022-08-22 289.913043 55843402 16144833663
2022-08-23 296.453037 63985107 18862157610
2022-08-24 297.09637 57259773 17184310837
2022-08-25 296.07 53230013 15731346515
Data does NOT show the stock split and is adjusted for it.
If I use the Eikon API:
import eikon as ek
...
df = ek.get_timeseries(
# [f'{RIC}'],
['TSLA.O'],
start_date="2022-08-01",
end_date="2022-08-31",
interval='daily',
corax='unadjusted')
print(df)
Gives the unadjusted prices BUT is limited to 3000 observations per call
TSLA.O HIGH CLOSE LOW OPEN COUNT VOLUME
Date
2022-08-23 896.4799 889.36 863.77 874.36 576125 21328348
2022-08-24 910.94 891.29 889.5 892.69 594436 19086572
2022-08-25 302.96 296.07 291.6 302.36 1041466 53230013
2022-08-26 302.0 288.09 287.47 297.43 984030 57163947
Data shows stock split and is not adjusted.
Question 1) How can I use unadjusted stock prices with API refining.data?
Question 2) With Eikon API I can only download 3000 lines per data reference. Is there any way to handle that smartly or get around this?
Thanks for your help!
