I am using kite api to download the historical data (in this case 1 minute timeframe) and store it for my research. By default the API returns the adjusted price for historical data.
Since I am maintaining corporate actions data, I would like to apply corporate action adjustment at my end. Is there a way to download the unadjusted price from historical apis?
There is a problem of inconsistency in this case. Whether the data was adjusted or unadjusted will depend on when it was downloaded.
As an example: if i download the data at the end of every day, it will be unadjusted prices. But if i miss a couple of days around ex-date, and then downloaded data will adjusted.
This should be a standard feature in all data api products, can you consider this as a feature request?
As an example: if i download the data at the end of every day, it will be unadjusted prices. But if i miss a couple of days around ex-date, and then downloaded data will adjusted.
This should be a standard feature in all data api products, can you consider this as a feature request?