The U.S. Equities Detailed Adjustment Factors dataset provides an event-level, fully attributed view of corporate actions that impact U.S. equity price and volume history. This dataset extends basic adjustment factors by exposing detailed metadata for each corporate event, enabling deeper analysis, auditability, and reconstruction of historical adjustments. In addition to the adjustment factor itself, each record includes the algoseek SecId, ticker symbol effective on the event date, event reason, and a unique corporate event identifier. The dataset also captures the security name, and the source of the corporate action information, providing a complete and transparent representation of how each event alters the underlying security’s attributes. This dataset is designed for users who require granular corporate-action tracking, detailed reconciliation, and high-fidelity historical back-testing, particularly in environments where adjustment provenance and event-level explainability are critical.