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oik22 avatar image
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get_data adjusted prices

I would like to confirm two things about the adjusted/unadjusted stock prices data when using get_data:

(1) get_data() function by default returns stock prices that are adjusted for stock splits but NOT for dividends, so that the below two calls return the same data

df1 = ek.get_data("BA", ["TR.PriceClose.Date", "TR.ClosePrice"],
{"SDate": "1990-01-01", "EDate": "2020-07-31"})[0]

df2 = ek.get_data("BA", ["TR.PriceClose.Date", "TR.ClosePrice"], 
{"Adjusted":"1", "SDate": "1990-01-01", "EDate": "2020-07-31"})[0]

(2) There is no parameter for get_data that returns prices adjusted for dividends - this needs to be done manually.

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1 Answer

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chavalit-jintamalit avatar image
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Hi @oik22

You can use "TR.ClosePrice" field instead.

This field supports the adjusted parameter.


Here is the sample comparison:


ahs2.png (61.9 KiB)
ahs1.png (53.2 KiB)
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