'Adj Close' dropped from .download in version 0.2.54
Many thanks for the fast release on this version! I noticed this no longer includes 'Adj Close' data in the '.download' dataframe (both for single ticker calls and for multiple ticker calls). Is there a way to have this produced again alongside the OHLCV data? Thanks in advance for any insight or help.
Following the code on this, and - as I'm sure you're aware - this is related to a change in default behaviour to auto_adjust=True setting in download(). I assume the prior default was auto_adjust=False (which produces the additional 'Adj Close' values).
Assuming that is the case, I'd like to request that the auto_adjust default be restored to False for download(), if that's possible. I use this and call this embedded in so many places and the consistency would be very much appreciated. Many thanks, if possible.
The switch was to get consistency with Ticker.history, where default behaviour matches more use cases - return prices dividend-adjusted. Don't need to calculate yourself.
I hardly ever use Ticker.history but I use download all the time. Your answer implies (and perhaps I should know) that there are cross-dependencies,between the functions. Is that the case? Does auto_adjust =True additionally modify OHL and not just C? From what I understand now, I would still recommend setting auto_adjust=False for download() as it seems to produce a superset of data for download() I.e. with the inclusion of ‘Adj Close’ and ‘Close’.
No cross-dependency
OHLC is adjusted
Using YF 0.2.60 as of May 1, 2025. Only when the historical close = adj close are all data downloads the same as yahoo historical data. However, when they are not the same, the data is incorrect and the downloaded close = the Historical adj close.
Anyone know why or how to correct this?
Read the docs