Adjusted Prices

Historical market data often needs to account for dividends, splits, and other corporate actions. yfin exposes the raw chart data returned by the API and keeps yfinance-compatible adjustment options in the Python layer.

REST API

The REST history response can include:

• OHLC price arrays.
• Volume arrays.
• adjclose when an adjusted close series is available.
• Corporate action events when requested with actions or events.

curl "https://api.yfin.dev/v1/history?symbol=AAPL&period=1y&interval=1d&actions=true"

Python Compatibility

The Python SDK supports yfinance-shaped history arguments such as auto_adjust, back_adjust, actions, keepna, and rounding.

import yfin as yf

aapl = yf.Ticker("AAPL", contact="you@example.com")

adjusted = aapl.history(period="1y", auto_adjust=True)
raw = aapl.history(period="1y", auto_adjust=False, actions=True)

Which Price Should I Use?

Use case	Prefer
Displaying a recent quote or chart	Raw close or current quote fields.
Calculating long-horizon returns	Adjusted prices when available.
Studying actual traded price levels	Raw OHLC prices.
Modeling dividend or split events	Raw prices plus corporate action events.
Migrating yfinance code	Keep the same auto_adjust / back_adjust behavior your code already expects.

Practical Rules

• Do not mix adjusted and unadjusted price series in the same return calculation.
• Store whether a series is adjusted in your own derived datasets.
• Check corporate action events before investigating large single-day moves.
• Treat adjusted close availability as symbol- and interval-dependent.