Close and Adjusted Close in Interactive Brokers API and Yahoo Finance

External question — Quantitative Finance Stack Exchange Author: Nyxynyx Original post: https://quant.stackexchange.com/questions/36752 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. On Interactive Broker's TWS API manual , there are several historical data types to choose from. Which IB TWS data type's Close value corresponds to Close Adjusted Close in Yahoo Finance?

External answer — Quantitative Finance Stack Exchange Author: Brian from QuantRocket Original post: https://quant.stackexchange.com/a/36757 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. On the page you link: TRADES data is adjusted for splits, but not dividends ADJUSTED_LAST data is adjusted for splits and dividends. Requires TWS 967+. So to get adjusted close, request ADJUSTED_LAST and use the Close field. To get the unadjusted close, request TRADES and use the Close field.