Adjusted price using TRTH intraday summary report

roy10
roy10 Newcomer
in TRTH

Hello,

Looking at the TRTH intraday summary report, we are getting raw prices as shown on the market without price adjustments in case of any corporate events (dividends, splits, etc.). Meaning that pulling an intraday summary report of a few years for a specific stock, we are getting "jumps" on prices due to those events.

Is there a way to daily adjust the price in that report? some kind of adjusted factor which will normalize all prices to be consecutive?

Thanks,

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @roy10,

    the TRTH Intraday summary request delivers unadjusted data, and there is no parameter to change that behavior.

    To adjust pricing and volume data you need to use corporate actions data, which can be retrieved using TRTH, see REST tutorial 9.

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