What is the most correct way of retrieving adjusted closed prices via Python Eikon API?

alekseenkova.marina
alekseenkova.marina Explorer
in Refinitiv Data Platform Libraries

Should I use this formula

ek.get_timeseries(['TD.TO'], fields=['CLOSE'], corax='adjusted', start_date='2022-01-01', end_date='2022-11-09', interval='daily')

or the formula with rd.get_gistory for the same information?


What do you recommend?


If you recommend rd.get_history could you please provide the most correct way of implementing it on my particular case?

Could you please explain more corax='adjusted' parameter or send me the documentation where I could read it?

Thank you!

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @alekseenkova.marina

    I would recommend you utilize the rd.get_history() call. Looking at the capabilities, you can specify adjustments at a more granular level as well as retrieve more fields within the response. For example:

    rd.get_history(universe='TD.TO', interval='1D', 
                   start='2022-01-01', end='2022-11-09',
                   adjustments=Adjustments.EXCHANGE_CORRECTION)

    ahs.png

    I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground. If you still require more details, you should open a ticket within the Helpdesk - they will bring in a historical content expert to address further details around adjustments. If you are accessing this content within the desktop (Eikon or Workspace), you can press F1 - Help & Support and ask your question there.


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