I need to download historical OHLCV data, both adjusted and unadjusted. I don't think using `get_timeseries` would be the best solution as it has a 3000-row limit each call.
Below is the code I'm using for unadjusted data:
ek.get_data(
instruments=instruments,
fields=[
'TR.PriceClose.date',
'TR.PriceOpen',
'TR.PriceHigh',
'TR.PriceLow',
'TR.PriceClose',
'TR.Volume',
],
parameters=dict(
Adjusted='0',
SDate=sdate,
EDate=edate,
Frq='D'
)
)
But the result turned out still dividend adjusted (I verified that against the output from setting `Adjusted` to '1'). Can anyone point out a solution here?