Corporate Action Unadjusted Prices

rahul.bevinahal
rahul.bevinahal
in Eikon Data APIs

Using Eikon Python API,

df = ek.get_timeseries(['FXPO.L'], start_date='2017-03-29', end_date='2017-03-30', interval='daily', corax = 'unadjusted')

Unadjusted price as on 29-03-2017 is 162.446552. However, the unadjusted price is actually 166.1.

Is corax='unadjusted' not the correct way to get unadjusted price? If no, what is the alternative?

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  • rahul.bevinahal
    rahul.bevinahal

    Found the alternative

    ek.get_data(['BOB.NS'], ['TR.OFFICIALCLOSEPRICE.date', 'TR.OFFICIALCLOSEPRICE'], {'Adjusted':'0','SDate':'2015-01-01', 'EDate':'2015-01-30','sort':'asc'});

    will give unadjusted prices

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