How do i get adjusted and unadjusted interval high and low price for a security ?

I want to get the interval high and low price of a security say 'AAPL.O' in the period 2023-01-01 and 2023-04-01 in python, what is the formula for it? Is there a parameter to for getting adjusted prices and non-adjusted prices

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Accepted answers

m.bunkowski

Hi @thomas.ng

You can also try this, that involves data cloud computations. Adjusted parameter can be 0 or 1.

rd.get_data("AAPL.O",["MAX(TR.HighPrice)","MIN(TR.LowPrice)"], {"SDate": "2023-01-01", "EDate" : "2023-04-01", "Adjusted":1})

All comments

Jirapongse

@thomas.ng

Thank you for reaching out to us.

You can use the Refinitiv Data Library for Python to retrieve this information. The examples are available on GitHub.

The code looks like this:

rd.get_history(universe="AAPL.O",start="2023-01-01",end="2023-04-01",
               fields=["HIGH_1","LOW_1"])


rd.get_history(universe="AAPL.O",start="2023-01-01",end="2023-04-01",
               fields=["HIGH_1","LOW_1"],
               adjustments="unadjusted")

You can run the help(rd.get_history) statement to see all available parameters.

If you don't specify the fields parameter, the method will return all available fields.

thomas.ng

this doesn't work if start date and end date are the same. Any way to overcome this issue ?

m.bunkowski

Hi @thomas.ng

You can also try this, that involves data cloud computations. Adjusted parameter can be 0 or 1.

rd.get_data("AAPL.O",["MAX(TR.HighPrice)","MIN(TR.LowPrice)"], {"SDate": "2023-01-01", "EDate" : "2023-04-01", "Adjusted":1})

thomas.ng

Thanks so much! That's what I tried. When iterating this through a dataframe with 1k rows, this is extremely slow though.

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