If I query with following code then I am getting really strange prices between 2017-03-03 and 2017-03-06. It looks like there is a major / minor currency switch on that date.
I don't mind to convert by myself but this get_timeseries API doesn't even return denominated currency.
ek.get_timeseries(rics=['SRET.L'], start_date='2017-03-01', end_date='2017-04-01', corax='unadjusted')