I need to download adjusted OHLC prices daily. Should include all corporate actions including cash dividends, splits, mergers etc
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How do I download ADJUSTED OHLC data for SP500 names daily using EIKON API with python?
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AHS
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In line with industry standard Refinitiv does not adjust stock price history for cash dividends in most markets. You can use get_timeseries method with fields 'OPEN','HIGH','LOW','CLOSE':
ek.get_timeseries(['TRI.N'],['OPEN','HIGH','LOW','CLOSE'])
Or you can use get_data method with fields 'TR.PriceOpen', 'TR.PriceHigh', 'TR.PriceLow', 'TR.PriceClose', e.g.
ek.get_data('TRI.N',
['TR.PriceClose.date','TR.PriceOpen','TR.PriceHigh',
'TR.PriceLow','TR.PriceClose'],
{'SDate':'-1M','EDate':'0D'})
For more details see the documentation for Eikon Data APIs. In particular I suggest you check out this tutorial, that talks at length about metadata discovery (finding field names and parameters) for use with Eikon Data APIs.
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This question has been discussed numerous times on this forum. Follow the links below for previous threads on the subject.
https://community.developers.refinitiv.com/questions/32889/dividend-adjusted-historical-prices.html
https://community.developers.refinitiv.com/questions/21214/download-adjusted-prices.html
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@Alex, What are the Eikon fields for Open, HIGH, LOW, CLOSE for daily OHLC?
Can you send a link to an python example which pulls this data from EIKON API?
I noticed on the links you sent that your adjusted prices do not contain cash dividends, is that still the case?
