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Tux1 avatar image
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Dividend & split adjusted EOD price from TRTH

Hi,

How can I retrieve from TRTH dividend & split adjusted price for equity ?

Thanks

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2 Answers

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Christiaan Meihsl avatar image
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@webmastertux1, the prices in the database are unadjusted, they are stored as they were transmitted by the exchanges. There is no option to retrieve adjusted prices, you must adjust the prices yourself. The corporate actions can easily be retrieved from the server, using the appropriate calls, as described in the TRTH REST API Tutorial 9.

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Tux1 avatar image
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Hi Christiaan,

Thanks again. Do you have some details about the calculation to get the adjustment factor ?

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Christiaan Meihsl avatar image Christiaan Meihsl

@webmastertux1, you can retrieve the adjustment factor when making the corporate actions request. The content field name is "Adjustment Factor".

Tux1 avatar image Tux1 Christiaan Meihsl

I don't see any field like that in Datascope

Christiaan Meihsl avatar image Christiaan Meihsl Tux1

@webmastertux1, are you looking at a corporate actions request ?

Here it is in the GUI:

It is also available through the REST API call to retrieve Standard Corporate Actions:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
    "ContentFieldNames": [
      "Corporate Actions Type",
      "Adjustment Factor",
...

Does this clarify ? If not, please tell me where you are looking.

adjfact-gui.png (44.3 KiB)
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