According to the Documentation page for FinancialData:

For historical data, properties such as “High”, “Low”, “Close” are adjusted for stock splits, dividends and related changes.

As best I can interpret this, if you want an adjusted close price, use Close, and for the unadjusted price, use RawClose.

However, it appears prices are not adjusted. For example, for GE (and every other stock I’ve tested so far), the Close and RawClose prices are exactly the same:

FinancialData["NYSE:GE", "Close", {"Dec 20, 2002", "Dec 24, 2002"}, "Values"] FinancialData["NYSE:GE", "RawClose", {"Dec 20, 2002", "Dec 24, 2002"}, "Values"] (*{25.95, 25.73, 25.33}*) (*{25.95, 25.73, 25.33}*) 

Yahoo Finance historical data shows that the RawClose is correct, but the Close is wrong:

The same behavior applies to Open vs RawOpen, High vs RawHigh, Low vs RawLow, and Range vs RawRange… the raw price and the non-raw price are the same.

I’ve held off on adding the “bug” tag since I’d like another set of eyes, but it appears price adjustments aren’t happening (unless I’m misinterpreting the docs). This is on V10.2, Windows 64-bit.