Corporate Action Unadjusted Prices

Using Eikon Python API,

df = ek.get_timeseries(['FXPO.L'], start_date='2017-03-29', end_date='2017-03-30', interval='daily', corax = 'unadjusted')

Unadjusted price as on 29-03-2017 is 162.446552. However, the unadjusted price is actually 166.1.

Is corax='unadjusted' not the correct way to get unadjusted price? If no, what is the alternative?

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Accepted answers

Alex Putkov.1

This is a known issue, which was previously reported on this forum. See
https://community.developers.refinitiv.com/questions/15496/get-timeseries-corax-parameter-not-working.html

All comments

Alex Putkov.1

This is a known issue, which was previously reported on this forum. See
https://community.developers.refinitiv.com/questions/15496/get-timeseries-corax-parameter-not-working.html

rahul.bevinahal

Found the alternative

ek.get_data(['BOB.NS'], ['TR.OFFICIALCLOSEPRICE.date',
'TR.OFFICIALCLOSEPRICE'], {'Adjusted':'0','SDate':'2015-01-01',
'EDate':'2015-01-30','sort':'asc'});

will give unadjusted prices

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