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USEquityPricing split adjusted close prices

Hello,

I am trying to fetch historical price data for various equities via the pipeline but it seems that the data is not split adjusted. Is there any way to get the adjusted price data, without using the get_pricing function?

2 responses

Hi Jim, stumbled on to your query while I was searching through forums, this might be of interest:

https://www.quantopian.com/posts/the-pipeline-api-dividends-and-splits-what-you-need-to-know

Hi,

It's interesting that Q price data differs from Research data. Here is the log output from the attached algo:

2014-06-02  PRINT 628.23  
2014-06-03  PRINT 637.72  
2014-06-04  PRINT 644.27  
2014-06-05  PRINT 646.85  
2014-06-06  PRINT 645.49  
2014-06-09  PRINT 93.65  
2014-06-10  PRINT 94.22  
2014-06-11  PRINT 93.76  
2014-06-12  PRINT 92.22  
2014-06-13  PRINT 91.19  
2014-06-16  PRINT 92.179  
2014-06-17  PRINT 92.16  
2014-06-18  PRINT 92.24  
2014-06-19  PRINT 91.7  
2014-06-20  PRINT 91.26  
2014-06-23  PRINT 90.79  
2014-06-24  PRINT 90.265  
2014-06-25  PRINT 90.43  
2014-06-26  PRINT 90.82  
2014-06-27  PRINT 91.91  
2014-06-30  PRINT 93.07  
2014-07-01  PRINT 93.62