[Python] Importing data in Python frol yfinance works except for AJ Close (Adjusted Close)

This code works fine if you replace Adj Close with Open or Close. I can't work out why Adj Close, which is what I want, does not work. I run this as a Jupyter Notebook after having installed yfinance. I would really appreciate your suggestions. Here is the code followed by the output.

# Import necessary libraries
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from datetime import datetime, timedelta
import os

# Set the style for plots
plt.style.use('seaborn-v0_8-darkgrid')
sns.set_palette("viridis")
plt.rcParams['figure.figsize'] = (12, 8)
plt.rcParams['font.size'] = 12

# Define the major stock indices to analyze
indices = {
'S&P 500': '^GSPC', # United States
'Dow Jones': '^DJI', # United States
'NASDAQ': '^IXIC', # United States
'FTSE 100': '^FTSE', # United Kingdom
'DAX': '^GDAXI', # Germany
'CAC 40': '^FCHI', # France
'Nikkei 225': '^N225', # Japan
'ASX 200': '^AXJO', # Australia
'TSX': '^GSPTSE', # Canada
'FTSE MIB': 'FTSEMIB.MI' # Italy
}

# Define the time period for the data
end_date = datetime.now()
start_date = end_date - timedelta(days=365*10) # 10 years of data

print(f"Collecting weekly returns data from {start_date.strftime('%Y-%m-%d')} to {end_date.strftime('%Y-%m-%d')}")

# Function to download data and calculate weekly returns
def get_weekly_returns(ticker, start_date, end_date):
try:
# Download the data
data = yf.download(ticker, start=start_date, end=end_date, interval='1wk')

# Calculate weekly returns
data['Weekly_Return'] = data['Adj Close'].pct_change()

# Drop NaN values
data = data.dropna()

return data['Weekly_Return']
except Exception as e:
print(f"Error downloading data for {ticker}: {e}")
return pd.Series(dtype='float64')

# Collect weekly returns for all indices
all_returns = pd.DataFrame()

for name, ticker in indices.items():
print(f"Downloading data for {name} ({ticker})...")
returns = get_weekly_returns(ticker, start_date, end_date)

if not returns.empty:
all_returns[name] = returns
else:
print(f"No data available for {name}. Skipping.")

# Save the data to a CSV file
csv_file = 'weekly_returns_major_indices.csv'
all_returns.to_csv(csv_file)

print(f"Data successfully saved to {csv_file}")
print(f"Total number of weeks: {len(all_returns)}")
print(f"Indices included: {', '.join(all_returns.columns)}")

# Display the first few rows of the data
all_returns.head()


If you replace data['Adj Close'] with data['Close'] or data['Open'], it all works fine. I see data['Adj Close'] used in plenty of code snippets including here and indices do have an adjusted close, like individual stocks, so I really don't know what's happening.

yfinance version is 0.2.55. Wayne provided two posts (I searched only using Adjusted Close in full. My mistake. Thank you for your patience.)

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