Displaying 1 result from an estimated 1 matches for "adjustohlc".
2018 Mar 15
1
Adjusting OHCL data via quantmod
...It seems that Alpha Vantage's OHLC data are unadjusted, and the adjusted
close column provided is adjusted for splits, and split-adjusted dividends.
-If I use AV's adjusted close column to adjust my OHCL data, my data will
be adjusted for splits, and split-adjusted dividends. (So, I can use
adjustOHLC(), with argument use.Adjusted = TRUE to adjust for splits, and
split-adjusted dividends)
Evidence:
###
library(quantmod)
#AV data
getSymbols("AAPL",src = "av" ,api.key = my_api_key
, adjusted = TRUE, output.size = "full") #supply your own api key
#Manual...