The documatation recommends using RollingWindows rather than making multiple Historical Data Requests..

"We recommend using RollingWindows to hold periods of data instead of making multiple Historical Data Requests. It is much more efficient as we just need to update the RollingWindow with the latest data point, while a History call fetches the whole requested period and synchronizes the data".

Sounds great.  I'm all for efficiency!

However, is it correct that prices in RollingWindows will not automatically be back adjusted for splits and dividends?

If so, I assume it is up to me then to manually adjust the prices.  But I'm not sure how.  Is there an example algorithm that someone could point me to that handles price adjustments for RollingWindows?

Thanks in advance.