How Can I Get Unadjusted OHLCV Data?

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Question by Allen Wang · May 25, 2019 at 11:40 AM · get_data adjusted unadjusted

How Can I Get Unadjusted OHLCV Data?

I need to download historical OHLCV data, both adjusted and unadjusted. I don't think using `get_timeseries` would be the best solution as it has a 3000-row limit each call.

Below is the code I'm using for unadjusted data:

ek.get_data(
    instruments=instruments,
    fields=[
        'TR.PriceClose.date',
        'TR.PriceOpen',
        'TR.PriceHigh',
        'TR.PriceLow',
        'TR.PriceClose',
        'TR.Volume',
    ],
    parameters=dict(
        Adjusted='0',
        SDate=sdate,
        EDate=edate,
        Frq='D'
    )
)

But the result turned out still dividend adjusted (I verified that against the output from setting `Adjusted` to '1'). Can anyone point out a solution here?

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Answer 1 · 2019-05-26T11:16:03Z

REFINITIV

Best Answer

Answer by Alex Putkov. · May 26, 2019 at 11:16 AM

There have been several previous discussions on the subject on this forum. See the threads here, here and here.

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How Can I Get Unadjusted OHLCV Data?

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