If I need to filter out small prices, I can use something like this:
latest_close = USEquityPricing.close.latest
above_20 = latest_close > 20
However, latest_close is the fully adjusted price. As an example, at a given time 't' (before the split), the actual price of the stock was above 20, but using the fully adjusted prices (actual price/split ratio), the price could be below 20. Thus, this could introduce biases in the backtesting. In this case, how can I get the "not adjusted prices" for a given dataset?