How do I download ADJUSTED OHLC data for SP500 names daily using EIKON API with python?

vnigam

I need to download adjusted OHLC prices daily. Should include all corporate actions including cash dividends, splits, mergers etc

Alex Putkov.1

In line with industry standard Refinitiv does not adjust stock price history for cash dividends in most markets. You can use get_timeseries method with fields 'OPEN','HIGH','LOW','CLOSE':

ek.get_timeseries(['TRI.N'],['OPEN','HIGH','LOW','CLOSE'])

Or you can use get_data method with fields 'TR.PriceOpen', 'TR.PriceHigh', 'TR.PriceLow', 'TR.PriceClose', e.g.

ek.get_data('TRI.N',
            ['TR.PriceClose.date','TR.PriceOpen','TR.PriceHigh',
             'TR.PriceLow','TR.PriceClose'],
            {'SDate':'-1M','EDate':'0D'})

For more details see the documentation for Eikon Data APIs. In particular I suggest you check out this tutorial, that talks at length about metadata discovery (finding field names and parameters) for use with Eikon Data APIs.

Alex Putkov.1

This question has been discussed numerous times on this forum. Follow the links below for previous threads on the subject.

https://community.developers.refinitiv.com/questions/28991/using-python-api-to-get-adjusted-price-of-multiple.html

https://community.developers.refinitiv.com/questions/32889/dividend-adjusted-historical-prices.html

https://community.developers.refinitiv.com/questions/21214/download-adjusted-prices.html

vnigam

@Alex, What are the Eikon fields for Open, HIGH, LOW, CLOSE for daily OHLC?

Can you send a link to an python example which pulls this data from EIKON API?

I noticed on the links you sent that your adjusted prices do not contain cash dividends, is that still the case?