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echen1 avatar image
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Using Python api to get adjusted price of stocks

Hi,

I am trying to retrieve stock's adjusted close price data from Eikon Python API

It's my Code

ek.get_timeseries(['000001.SZ'], interval="daily", corax="adjusted")

Why Eikon Python API feedback data is not adjusted price, corax is "adjusted" ? Any other solution?

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Alex Putkov.1 avatar image
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@echen1
By convention Refinitiv does not adjust stock prices for dividends in most markets. For more details see this answer and also the discussion on this thread.

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chavalit-jintamalit avatar image
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Hi @echen1

Here is the API document and your code is correct.

How do you check that the price is not adjusted ?

From this corporate event:

The data is adjusted and unadjusted according to the API calls.


sz1.png (101.9 KiB)
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echen1 avatar image
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The adjusted price include the cash dividend?

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chavalit-jintamalit avatar image chavalit-jintamalit

Hi @echen1

No, it does not include cash dividend.

sz3.png (124.4 KiB)
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echen1 avatar image
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first, thx for your help.

But, i need adjusted price is include the cash dividend, like other data onwer... Bloomberg.

The adjusted price is not same.

May be Eikon have the adjustment factor? is include CD.

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chavalit-jintamalit avatar image chavalit-jintamalit

Hi @echen1

If you take a look at their 1 year chart which publicly available on internet.

(I am not sure if I can mention their data on Refinitiv website, I may have to delete it)

Here is the (adjusted) close price around the CD event. They are the same close price.

10/07 8.98
11/07 8.78
12/07 8.88
13/07 8.88
16/07 8.73

16-07.png (18.7 KiB)
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echen1 avatar image
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Look at this one, is Yahoo adjusted price.

000001sz.jpg


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chavalit-jintamalit avatar image chavalit-jintamalit

Hi @echen1

On the Eikon Data APIs, I don't see any other parameter to include the data you are looking for.

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