How Can I Get Unadjusted OHLCV Data?

Allen Wang

I need to download historical OHLCV data, both adjusted and unadjusted. I don't think using `get_timeseries` would be the best solution as it has a 3000-row limit each call.

Below is the code I'm using for unadjusted data:

ek.get_data(
    instruments=instruments,
    fields=[
        'TR.PriceClose.date',
        'TR.PriceOpen',
        'TR.PriceHigh',
        'TR.PriceLow',
        'TR.PriceClose',
        'TR.Volume',
    ],
    parameters=dict(
        Adjusted='0',
        SDate=sdate,
        EDate=edate,
        Frq='D'
    )
)

But the result turned out still dividend adjusted (I verified that against the output from setting `Adjusted` to '1'). Can anyone point out a solution here?

Alex Putkov.1

There have been several previous discussions on the subject on this forum. See the threads here, here and here.