Adjusted close prices

avinash.sonde

Client wants to get to get dividend adjusted close prices sample RIC IXJ

Python code snips below for reference. What should I use in the PRICE_FIELD? 

PRICE_FIELD = "TRDPRC_1" 

def fetch_prices(rics: list, interval: str) -> pd.DataFrame:

    """Retrieve price history for a list of RICs."""

    raw = ld.get_history(

        universe = rics,

        fields   = [PRICE_FIELD],

        interval = interval,

        start    = START_DATE,

        end      = END_DATE,

    )

Please provide a sample query either with CLOSE:CLOSE or CLOSE:TRDPRC_1

Jirapongse

@avinash.sonde

Thank you for reaching out to us.

The ld.get_history method supports the adjustments parameter.

 adjustments : str, optional

        Tells the system whether to apply or not apply CORAX (Corporate Actions)

        events or exchange/manual corrections or price and volume adjustment

        according to trade/quote qualifier summarization actions to historical time

        series data. 
        Possible values are:

        exchangeCorrection, manualCorrection, CCH, CRE, RTS, RPO, unadjusted, qualifiers

It can be used like this:

ld.get_history(
    universe = ['IXJ'],
    fields = ['TRDPRC_1'],
    adjustments = ['exchangeCorrection','manualCorrection','CCH','CRE','RTS','RPO'])

You can ignore the fields parameter to retrieve all available fields for this RIC.

ld.get_history(
    universe = ['IXJ'],
    adjustments = ['exchangeCorrection','manualCorrection','CCH','CRE','RTS','RPO'])