How to get adjusted historical OHLC?

andy.ej
andy.ej
in Eikon Data APIs

HI:

I want to get adjusted historical OHLC,for example:

df =ek.get_timeseries('2330.TW',fields=["Open","High","Low","Close","Volume" ], start_date = "2016-08-07" , end_date = "2016-08-12" ,interval='daily')

it does not get the price considered split or dividend.

Thanks

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Best Answer

  • marcin.bunkowski
    marcin.bunkowski
    Answer ✓

    Hi @andy.ej

    Please have a look at the optional argument of the function ek.get_timeseries():

    image

    Here is the example RIC and time window where you can compare the outputs:

    ek.get_timeseries('VOD.L',fields=["Open","High","Low","Close","Volume" ], start_date = "2014-02-15" , end_date = "2014-02-20" , interval='daily', corax = 'unadjusted' )

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