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Historical Stock Market Data with Split-Dividend Adjustment Ratio

by Tom Huggens, 936 days ago
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As with the Historical Stock Market Data item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.

In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the "ratio" field while the unadjusted close will be stored under the "unadjclose" field.

Here are some examples of usage:

// Getting the unadjusted close price
a = getdata("adjust", "unadjclose");
plot(a, "Unadjusted close price");

// Getting the adjustment ratio
a = getdata("adjust", "ratio");
plot(a, "Dividend/Split Adjustment ratio");

// Getting potential dividend adjustment (ratio value changed but below 10%)
a = round(getdata("adjust", "ratio"), 2);
a = a != a[1] and absolute(perf(a, 1)) < 10;
plot(a, "", colorGreen);

// Getting the unadjusted open price
a = open / getdata("adjust", "ratio");
plot(a, "Unadjusted Open Price");


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Object ID: 1656


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