Refinitiv Data Library for Python

Adjustments

The list of adjustment types that tells the system whether to apply or not apply CORAX (Corporate Actions) events or exchange/manual corrections to historical time series data.

Name Value Description
UNADJUSTED "unadjusted" Not apply both exchange/manual corrections and CORAX
EXCHANGE_CORRECTION "exchangeCorrection" Apply exchange correction adjustment to historical pricing
MANUAL_CORRECTION "manualCorrection" Apply manual correction adjustment to historical pricing i.e. annotations made by content analysts
CCH "CCH" Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock split
CRE "CRE" Apply Currency Redenomination adjustment when there is redenomination of currency
RPO "RPO" Apply Reuters Price Only adjustment to adjust historical price only not volume
RTS "RTS" Apply Reuters TimeSeries adjustment to adjust both historical price and volume
QUALIFIERS "qualifiers" Apply price or volume adjustment to historical pricing according to trade/quote qualifier summarization actions

Usage

The following example demonstrates how to create a historical pricing events definition object for LSEG.L which retrieves the 20 most recent events without applying both exchange/manual corrections and CORAX.

from refinitiv.data.content.historical_pricing import Adjustments
from refinitiv.data.content import historical_pricing

definition = historical_pricing.events.Definition(universe="LSEG.L", adjustments=Adjustments.UNADJUSTED)