question

Upvotes
Accepted
roy10 avatar image
1 ●2 ●1 ●3

Adjusted price using TRTH intraday summary report

Hello,

Looking at the TRTH intraday summary report, we are getting raw prices as shown on the market without price adjustments in case of any corporate events (dividends, splits, etc.). Meaning that pulling an intraday summary report of a few years for a specific stock, we are getting "jumps" on prices due to those events.

Is there a way to daily adjust the price in that report? some kind of adjusted factor which will normalize all prices to be consecutive?

Thanks,

tick-history-rest-apidatahistorical
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.

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @roy10,

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.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Christiaan Meihsl avatar image
13.7k ●26 ●8 ●12

@roy10,

the TRTH Intraday summary request delivers unadjusted data, and there is no parameter to change that behavior.

To adjust pricing and volume data you need to use corporate actions data, which can be retrieved using TRTH, see REST tutorial 9.

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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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