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?