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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?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apidatatime-series
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @echen1

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@echen1

Hi,

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

Thanks,

AHS

5 Answers

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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)
sz2.png (54.1 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)
sz4.png (49.8 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


000001sz.jpg (140.9 KiB)
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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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