Historical adjusted closing price data

suyashb

Hi,

Can historical API be used to fetch adjusted closing price data?

Thanks

sujith

Hi @suyashb,
For every segment adjusted close is published by the exchange at different time and sometimes it is delayed also.
In general, I would say if you fetch day's candle post 18:00 hrs then you will get the adjusted close price.

suyashb

@sujith Does this mean that the current closing price in historical data is adjusted closing price (adjusted for split/dividend etc)?

sujith

Hi @suyashb,
Adjusted close price is the close price for the scrip after settlements in post market session.

If you are referring to adjusted historical data for which corporate action has been applied then it is applied by end of the week and not end of the day.

suyashb

@sujith I was looking at the closing price for idfc around October 1st, 2015 (when the demerger with idfcbank happened resulting in a bonus share of idfcbank for each share of idfc. If the closing price was adjusted for corporate action, the closing price jump from 120+ to ~60 wouldn't have been there.

Am I looking at the wrong column here?

sujith

Hi @suyashb,
Historical data for IDFC is already adjusted.
Actual Close price on 30/09/2015 was 141.05, after adjustment close price on 30/09/2015 is 69.15

suyashb

Thanks @sujith . Is there a way to get corporate action adjusted data at minute level?

sujith

@suyashb,
Minute level data is also adjusted whenever historical data is adjusted.

suyashb

@sujith I pulled in data for IDFC for 30th Sep 2015 and 1st Oct 2015 at 5 minute level. The closing price on 2015-09-30T15:25:00+0530 is 142 while the closing price on 2015-10-01T09:44:22+0530 is 69.15. There is a sudden fall in price due to demerger, which is adjusted for in daily data.

sujith

Hi @suyashb,
It is not adjusted data. It is not adjusted for day data also.
I have informed data team, they will adjust it soon.

suyashb

@sujith Thanks for making the change. I can see the adjustment in day level data. Closing price on 30th Sept is 69.15 and on 1st Oct is 60.35.

sujith

Hi @suyashb,
This is the following example what I am looking at,

{
    status: "success",
    data: {
    candles: [
        [
            "2015-09-30T00:00:00+0530",
            140.3,
            144.1,
            137.1,
            141.05,
             61060302
        ],
        [
            "2015-10-01T00:00:00+0530",
            69.15,
            73.9,
            59.8,
            60.35,
            101486653
        ]
    ]
  }
}

suyashb

@sujith Well that's strange because when I pulled it earlier, it was adjusted. Even you verified in your comment on 29th August. Probably, it got changed to the non-adjusted values in one of the updations.

Also, do we have an ETA on the correction process?

sujith

Hi @suyashb,
It seems like that corporate action is a special one called spinoff. Our team has to figure out more details. It might take some time.

suyashb

Can you also check with the data team to ensure that this issue is not present in other stocks?

suyashb

@sujith I am having another problem here. I am trying to download 5 minute historical data for some of the scrips in a loop. During the process, I am randomly getting an error stating invalid API credentials. Please look into it on an urgent basis as this data will be required for Monday's trading.

The error occurred for different stocks every time I tried.

sujith

Hi @suyashb,
We were doing some maintenance work yesterday. Hence sessions were cleared multiple times. You can try it today and let us know if you are facing the issue.

darkknight

@sujith I am facing this error repeatedly today. And it is occurring very arbitrarily. Please look into this on priority

sujith

@darkknight,
We we're doing some maintenance work during this weekend. Hence sessions might have got cleared. Let me know if you face it tomorrow.