Can we download un-adjusted stock price under DEX2 COM API

Hi team, using Excel VBA and DEX2 COM API, is it possible to download un-adjusted historical stock price?

I am trying "Adjusted:0" in either "Request Parameters" and "Display Parameters" and no luck. Any thoughts?

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Accepted answers

Alex Putkov.1

I suspect you're using TR.PriceClose field, which does not provide unadjusted price history. Use TR.CLOSEPRICE instead:

Public Sub GetUnadjustedPriceHistory()
    If oDEX2Mgr Is Nothing Then
        Set oDEX2Mgr = CreateReutersObject("Dex2.Dex2Mgr")
        Set oDEX2MgrADC = oDEX2Mgr
        lCookie = oDEX2MgrADC.Initialize(DE_MC_ADC_POWERLINK)
    End If
    
    Set oRData = oDEX2Mgr.CreateRData(lCookie)
    oRData.InstrumentIDList = "AAPL.O"
    oRData.FieldList = Array("TR.CLOSEPRICE(Adjusted=0)")
    oRData.RequestParam = "SDate=0 EDate=-1Y Frq=D"
    oRData.DisplayParam = "CH:Fd RH:Date"
    oRData.Subscribe False
End Sub

All comments

Alex Putkov.1

I suspect you're using TR.PriceClose field, which does not provide unadjusted price history. Use TR.CLOSEPRICE instead:

Public Sub GetUnadjustedPriceHistory()
    If oDEX2Mgr Is Nothing Then
        Set oDEX2Mgr = CreateReutersObject("Dex2.Dex2Mgr")
        Set oDEX2MgrADC = oDEX2Mgr
        lCookie = oDEX2MgrADC.Initialize(DE_MC_ADC_POWERLINK)
    End If
    
    Set oRData = oDEX2Mgr.CreateRData(lCookie)
    oRData.InstrumentIDList = "AAPL.O"
    oRData.FieldList = Array("TR.CLOSEPRICE(Adjusted=0)")
    oRData.RequestParam = "SDate=0 EDate=-1Y Frq=D"
    oRData.DisplayParam = "CH:Fd RH:Date"
    oRData.Subscribe False
End Sub

Alex, thanks. That works!

Curious, what's the exact difference between TR.PriceClose and TR.ClosePrice, in the context of DEX2 COM API. Say I have a few dozen stock tickers and I am downloading their historical prices, which field is preferred? Many thanks.

Alex Putkov.1

See the explanation in the accepted answer on this thread.

Thank you. You answered all my questions. Appreciated.

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