What is the most correct way of retrieving adjusted closed prices via Python Eikon API?

alekseenkova.marina
alekseenkova.marina
in Refinitiv Data Platform Libraries

Should I use this formula

ek.get_timeseries(['TD.TO'], fields=['CLOSE'], corax='adjusted', start_date='2022-01-01', end_date='2022-11-09', interval='daily')

or the formula with rd.get_gistory for the same information?


What do you recommend?


If you recommend rd.get_history could you please provide the most correct way of implementing it on my particular case?

Could you please explain more corax='adjusted' parameter or send me the documentation where I could read it?

Thank you!

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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @alekseenkova.marina

    I would recommend you utilize the rd.get_history() call. Looking at the capabilities, you can specify adjustments at a more granular level as well as retrieve more fields within the response. For example:

    rd.get_history(universe='TD.TO', interval='1D', 
                   start='2022-01-01', end='2022-11-09',
                   adjustments=Adjustments.EXCHANGE_CORRECTION)

    ahs.png

    I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground. If you still require more details, you should open a ticket within the Helpdesk - they will bring in a historical content expert to address further details around adjustments. If you are accessing this content within the desktop (Eikon or Workspace), you can press F1 - Help & Support and ask your question there.


Answers

  • alekseenkova.marina
    alekseenkova.marina

    I think you forgot to write the parameter - close price as it was written in the question. Could you please show the complete formula?

    Thanks!

  • alekseenkova.marina
    alekseenkova.marina

    Could you please send the file here or to my email?


    I could not open the link. Please find the screenshot attached.

    screenshot-89.png

  • alekseenkova.marina
    alekseenkova.marina

    I would also recommend you review the 'adjustments' within the historical reference guide defined within the RDP Playground


    Could you please show where exactly on the page I could find that @nick.zincone ?

  • nick.zincone
    nick.zincone
    Hi @alekseenkova.marina

    I just clicked on that link above and it brought me to the documentation. If you are prompted to login, login first then try clicking the link again.

  • nick.zincone
    nick.zincone
    Hi
    @alekseenkova.marina

    I did not forget to include the 'CLOSE' parameter because the field doesn't exist. What I showed above is a way to see ALL fields associated with 1-day prices for TD.TO. Looking at the result, you can see there are fields called: 'ALT_CLOSE' and 'TRDPRC_1'. I don't know the difference between these fields, but I believe either one is the field you are after. I suggested to contact the helpdesk as they would have a much better understanding of the meaning behind these fields.

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