Hello guys,
I am using the DSS API to extract the tick price of stocks, but given the stock split, is it possible to extract the split ratio adjusted price? Below I pasted my sample JSON.
Thanks for your time and support!
{ "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", "ContentFieldNames": [ "Trade - Price","Trade - Volume"], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ {"Identifier": "AAPL.OQ", "IdentifierType": "Ric"} ], "ValidationOptions": {"AllowHistoricalInstruments": "True"}, "UseUserPreferencesForValidationOptions" : "False" }, "Condition": { "MessageTimeStampIn": "LocalExchangeTime", "DateRangeTimeZone": "Local Exchange Time Zone", "ReportDateRangeType": "Range", "QueryStartDate": "2020-03-09T09:30:00.000Z", "QueryEndDate": "2020-03-09T16:00:00.000Z", "DisplaySourceRIC": "True", "TimeRangeMode": "Window" } } }