get_ex_factors
Get stock adjustment factors at data.data.{symbol} in the response envelope.
Each event has forward/backward factors: adjusted = raw * factor_a + factor_b.
Forward: apply factors after the candle timestamp oldest first. Backward:
apply factors at/before the timestamp newest first. For ordinary adjusted
candles, use get_kline or get_kline_latest with adjust instead.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| type | No | Only stock; omit for unambiguous symbols | |
| symbols | Yes | Comma-separated US/HK/CN stock symbols | |
| end_time | No | Inclusive end time, Unix milliseconds | |
| start_time | No | Inclusive start time, Unix milliseconds |