https://www.quantopian.com/help#overview-datasources says native data is always adjusted close prices.

But, you could use fetcher and grab it from yahoo which has both types of close, for example.
https://www.quantopian.com/posts/yahoo-financial-data

Quandl has a great API for grabbing data from yahoo/other various free data sources.

Thanks, Ken and Ethan. That's good to know. I wasn't specific enough in my question. I'm after one minute bar unadjusted data. From a non-Quantopian source I have fills for which I have the date and unadjusted fill price. I want to use Quantopian's one minute bar data to find the minute of the date on which the fill was obtained. For example, say that for ticker XYZ I know I had a buy fill on March 9, 2003 at 10.56, I want to find the time of the first one minute bar of the day that has a low below 10.56- that's what I will use as the time of fill.

I suppose I could fetch the unadjusted and adjusted closes for that day from Yahoo, use those to calculate an adjustment factor, use that adjustment factor to adjust my unadjusted fill price and then use Quantopian's adjusted minute bar data to find time of fill. The problem with that is that I don't know whether Quantopian's adjustment methodology would yield the same factor that dividing the Yahoo closes would. So I would really just like to have a way to expose the unadjusted minute bar data from Quantopian.

Thanks,

Oded

Quantopian's prices are only adjusted for splits, not dividends.

Thanks, Simon. That helped me realize, that all I need to do is get the unadjusted close for the day from my source and divide that by Quantopian's adjusted close to get the adjustment factor to apply to my fill prices and then I will be able to do my search for exact time of fill.

I just joined and interested in testing algos for trading ETFs like IWM and EWJ..Are price series adjusted for dividends or only for splits? I have noticed some variations in backtest results when using different series.

See above?

Thanks