question

Upvotes
Accepted
54 1 1 7

How could I adjust the turnover correctly?

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
eikon-data-apipython api#content
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvotes
Accepted
13.7k 61 39 63

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.


ahs.png (128.1 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

They always send me to this portal when the case is related to the Eikon Data API via Python.
However, I will create the case there as well. Thank you.
Hi @alekseenkova.marina

Ensure you frame your question around content, not API. If your goal is to understand the meaning behind the different corporate action values, this should have nothing to do with this forum. This forum is to understand how to programmatically retrieve the data using the API - not to understand what the data means.