How could I adjust the turnover correctly?

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

I have the following code:

import refinitiv.dataplatform.eikon as ek

import refinitiv.data as rd

rd.open_session()

data = rd.get_history(universe='TSLA.O', fields=['TR.TURNOVER'], interval='1D', start='2022-11-01', end='2022-11-20')

display(data)

rd.close_session()


https://github.com/Refinitiv-API-Samples/Example.DataLibrary.Python/blob/main/Examples/1-Access/EX-1.01.02-GetHistory.ipynb - it is written here that I can adjust values by corporate actions. How could I adjust the code which is presented above to corporate actions? Or it is not possible to adjust turnover field to corporate actions?


What is the difference between two following options in my case? I do not understand it from the short definition above.

  • CCH - Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock split AND
  • RTS - Apply Refinitiv TimeSeries adjustment to adjust both historical price and volume
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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @alekseenkova.marina

    Have you had a chance to review the reference page within the RDP Playground? There is some additional documentation around the different settings that may provide more guidance. For example:

    ahs.png

    I would also recommend you reach out to the helpdesk - they will bring in a content specialist for this service and elaborate on these details.

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