[feature request] add an adjustment factor API

Alpaca Market Data
1

Hi, can we have an adjustment factor API (similar to Databento | Docs, but it can be way simpler as just include the forward/backward adjustment factor for each symbol).

It benefits both customers and alpaca. As a customer, I don’t have to download corporate actions and do the calculation myself (which is error prone). And to Alpaca, it saves network bandwidth because I don’t have to download both adjusted data and unadjusted data everyday for both daily and minutes data.

2

You can easily calculate the adjustment factors from the corporate actions API. For example LSB had this reverse split today:

{
  "ex_date": "2024-10-04",
  "new_rate": 1,
  "old_rate": 10,
  "payable_date": "2024-10-04",
  "process_date": "2024-10-04",
  "record_date": "2024-10-04",
  "symbol": "LSB"
}

so the adjustment factor on the ex date is 1 / 10 = 0.1.

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