Data retrival using RIC vs CUSIP

lanzani.juli

I am using a list of RICs to retrieve data:

fields = ["TR.CUSIP","TR.OPENPRICE", "TR.CLOSEPRICE", "TR.BIDPRICE", "BID", "TR.ASKPRICE", "ASK", "NAVALUE", "TR.NETASSETVAL", "TR.Volume",
          "TR.NUMBEROFTRADES", "TR.CompanySharesOutstanding", "TR.SharesOutstanding", "TR.Name"]
month = rd.get_history(universe="TZA", fields=fields, interval="1D", start='2010-06-01', end='2010-07-01')

Can you explain the huge discrepancy in daily closing/ open/ bid/ ask or NAV prices:

810,316,800.0000 in 2008 to 19.74 today.

This pattern is observable for Many etfs and distorts market cap computation so I would like to understand how I can adjust the prices. I was not able to do it using the stock split data.

More broadly, my universe is ETFs listed in the US.

nick.zincone

Hi @lanzani.juli

At first glance, I would think over years there may have been some corporate actions such as stock splits but this site does not have moderators providing content-based questions. For content questions, your best resource is to go through the helpdesk and they will bring in a content expert to provide an explanation for the huge discrepancy.