Using Python api to get adjusted price of stocks

echen1 · June 2019

Hi,

I am trying to retrieve stock's adjusted close price data from Eikon Python API

It's my Code

ek.get_timeseries(['000001.SZ'], interval="daily", corax="adjusted")

Why Eikon Python API feedback data is not adjusted price, corax is "adjusted" ? Any other solution?

Alex Putkov.1 · June 2019

@echen1
By convention Refinitiv does not adjust stock prices for dividends in most markets. For more details see this answer and also the discussion on this thread.

chavalit-jintamalit · June 2019

Hi @echen1

Here is the API document and your code is correct.

How do you check that the price is not adjusted ?

From this corporate event:

The data is adjusted and unadjusted according to the API calls.

echen1 · June 2019

The adjusted price include the cash dividend?

chavalit-jintamalit · June 2019

echen1

Jun 24, 2019

The adjusted price include the cash dividend?

Hi @echen1

No, it does not include cash dividend.

echen1 · June 2019

first, thx for your help.

But, i need adjusted price is include the cash dividend, like other data onwer... Bloomberg.

The adjusted price is not same.

May be Eikon have the adjustment factor? is include CD.

chavalit-jintamalit · June 2019

echen1

Jun 26, 2019

first, thx for your help.
But, i need adjusted price is include the cash dividend, like other data onwer... Bloomberg.
The adjusted price is not same.
May be Eikon have the adjustment factor? is include CD.

Hi @echen1

If you take a look at their 1 year chart which publicly available on internet.

(I am not sure if I can mention their data on Refinitiv website, I may have to delete it)

Here is the (adjusted) close price around the CD event. They are the same close price.

10/07 8.98
11/07 8.78
12/07 8.88
13/07 8.88
16/07 8.73