adjusted closign price: eikon and yahoo finance is difference

ken03
ken03
in Datastream

i notice that the TR.PriceClose data is different from yahoo finance's adjusted close price.

code is

df, err = ek.get_data(

instruments = ['MSFT.O']

fields = [

'TR.PriceClose.date',

'TR.PriceClose'

],

parameters = { 'SDate' ...



For example for microsoft on 2021-02-12, eikon TR.PriceClose gives 244.990, and for yahoo finance it is 238.582

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @ken03

    Thank you for reaching out to us.

    I checked and found that the close prices on Yahoo finance may be adjusted due to dividends.

    I also found this question (When is a dividend price adjustment done in Refinitiv Eikon?) on MyRefinitiv. According to the answer to that question, I think this could be a reason why the prices retrieved by Eikon Data API are different from Yahoo finance.

    However, please wait for the confirmation from the content support team in the ticket 13300370.


Answers

  • raksina.samasiri
    raksina.samasiri admin

    Hi @ken03 ,

    Thank you for posting the question in this forum. However, this forum is dedicated to an API usage question hence, the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 13300370 was raised on your
    behalf and the support team is going to contact you directly to assist with
    this.

    Hope this helps and please let me
    know in case you have any further questions.

  • ken03
    ken03

    hi raksina and jirapongse, many thanks for your assistance

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