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

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!

eikon-data-apipythonrefinitiv-dataplatform-eikon#technology#contentpython api
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Hello @alekseenkova.marina

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

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AHS

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Thanks,

AHS

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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I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground. If you still require more details, you should open a ticket within the Helpdesk - they will bring in a historical content expert to address further details around adjustments.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.



ahs.png (58.7 KiB)
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I think you forgot to write the parameter - close price as it was written in the question. Could you please show the complete formula?

Thanks!

Hi @alekseenkova.marina

I did not forget to include the 'CLOSE' parameter because the field doesn't exist. What I showed above is a way to see ALL fields associated with 1-day prices for TD.TO. Looking at the result, you can see there are fields called: 'ALT_CLOSE' and 'TRDPRC_1'. I don't know the difference between these fields, but I believe either one is the field you are after. I suggested to contact the helpdesk as they would have a much better understanding of the meaning behind these fields.

I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground


Could you please show where exactly on the page I could find that @nick.zincone ?

Hi @alekseenkova.marina

I just clicked on that link above and it brought me to the documentation. If you are prompted to login, login first then try clicking the link again.

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