I am trying to get adj.Open , adj.High and adj.Low prices. Most data sources like yahoo and google finance provide only adj.close price.
Is it possible to derive other adj. prices using close and adj.close values with considerable accurracy?
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The formula is fairly simple.
Adjusted Open = Open * Adjusted Close / Unadjusted Close
Adjusted High = High * Adjusted Close / Close
Adjusted Low = Low * Adjusted Close / Close
Adjusted volume = Volume / (Adjusted Close / Close)
Since the Adjusted Close is only give to two decimal places, the accuracy is a little limited but should be OK for most stocks. There are exceptions for those that have had a lot of dividends, splits, reverse splits, spinoffs etc.
Also beware that some sources have various issues with past corporate actions and don't do this at all consistently (e.g. some data already been adjusted). Good ones to check that are usually messed up include TOPS and GE.