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Eikon Python API

in the function get_timeseries, the parameter 'calendar' which one is the calendar with all working days? I mean all days from monday to friday I have other doubts about the adjustment for futures and for equities

In Equity , is there any Price adjustment for corporate event?




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Hello @RizalieJean.Manayon,

Looking at Refinitiv EDAPI Reference Guide, I think you are looking for "tradingdays ":

On the second question, believe you can select if you would like to adjust for corporate actions (corax)

Hope this helps


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The value of the calendar kwarg in get_timeseries method only affects requests for intraday timeseries, where it controls whether pre and post market trades are included in the response. The value of the calendar kwarg has no effect on interday timeseries requests. To get daily timeseries that fill all weekdays including market holidays you'd need to utilize pandas capabilities to fill the gaps in the timeseries returned by get_timeseries method.
Refinitiv adjusts stock price timeseries for corporate actions such as stock splits. The list of events resulting in the adjustment of stock price history varies by market. In most markets including the US by convention stock price history is not adjusted for regular cash dividends. However in Brazil the convention is to adjust stock price history for most cash dividends. To retrieve unadjusted stock price history, use corax = 'unadjusted' kwarg in get_timeseries method.

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