dont you think this is random? either do it for all dividends (even if its less than 2 %) or dont do at all?
Do you have any series where you are not historically adjusting the prices?, I can do it on my end, but I want the series untouched by this…
Also the historical futures continuous prices are not adjusted for splits?
For e.g. for BAJAJFINANCE the futures prices in Sep 2016 look like
Date Open High Low Close Volume
01-09-2016 1105 1126.5 1100 1115.5 2685000
02-09-2016 1121 1128 1110.5 1…
