Hi, I'm looking for a provider that has adjusted prices for "open high low close". I know yahoo finance has adjusted "close" price, but not for "open high low". Do you know any provider that sells adjusted "open high low" prices (daily data)? Thanks!
ProRealTime has adjusted data for splits, dividends, etc... EOD data is free on their platform, not sure if you can export it
Prices are not adjusted intraday. That means that from the relationship of adj. close to close, you can calculate your own adj. OHL. The bigger problem using Y Finance (for backtesting at least) is that they tend to delete inactive tickers. I looked around a couple of months ago and found no data (outside of CRSP/ WRDS, which is prohibitively expensive) that is both adjusted for splits etc. and survivership-bias-free. BTW if someone has a database of past earnings announcement dates (Ticker, date, pre-market or after-market indicator), I'd be interested too.
Worth what you pay for it, but not 100% accurate. If you care about getting every distribution adjusted, I know I've seen them not get some right and I would doubt they would handle things more complicated than a cash payout or a simple split correctly (spinoffs or other weird stuff).
I'd say it's priceless. Have used it for many years without problems, and have been impressed with it. Haven't done any side by side comparison with other data, though. I don't use it anymore because I discontinued the strategy that needed it. A site I recently came across is Quandl, a data store: https://www.quandl.com Take a look!