CORPORATE EVENT ADJUSTMENT FACTORS
Accurate price and volume series start with accurate adjustment.
Corporate event adjustment factors covering every event that changes price or volume: splits, dividends, rights offerings, and share exchanges. Four dataset levels, from a bare factor to the full dividend and share-exchange detail.
Detailed Adjustment Factors (sample)
Daily
| Field | Type | Example |
|---|---|---|
| ASID | integer | 1010000000001033 |
| Ticker | string | AAPL |
| EffectiveDate | String | Effective date |
| Name | string | Apple Inc |
| ISIN | decimal | US0378331005 |
| AdjustmentFactor | decimal | 0.99572484109315 |
| AdjustmentReason | string | CashDiv |
| EventType | string | DIV |
| DivPayrate | decimal | 2.65 |
| DivCurrency | string | USD |
Every event that moves the number
One missed event breaks every series downstream.
Every corporate event that changes a security’s price or volume leaves a discontinuity: a 4-for-1 split quarters the price overnight; a special dividend shifts it by the payout. Unadjusted, the series is silently broken.
Four granularity levels
Basic, Detailed, Cumulative, and Daily Cumulative.
Keyed to the ASID
Every factor links to the persistent ASID, so adjustments trace correctly across ticker changes and delistings without separate reconciliation tables.
Full history from 2007
Cumulative factors from today back to inception.
What’s in the dataset
Four datasets, one for each level of detail.
Some teams want the factor applied. Others want the raw detail to run their own calculations. All four are keyed to the security identifier.
Equity · Event · US
US Equities Detailed Adjustment Factors
Event-level U.S. equity adjustment factors with detailed corporate-action metadata, supporting audit-ready historical adjustment and back-testing.
SecId
Ticker
EffectiveDate
Name
ReportDate
AdjustmentFactor
AdjustmentReason
EventType
EventId
Detail
ISIN
Equity · Event · US
US Equities Basic Adjustment Factors
Price and volume adjustment factors for U.S. equities, enabling forward and backward corporate-action adjustments since 2007.
SecId
Ticker
EffectiveDate
AdjustmentFactor
AdjustmentReason
EventId
Equity · Event · US
US Equities Cumulative Adjustment Factors
Cumulative forward and backward price and volume adjustment factors for U.S. equities, supporting fully normalized historical time series since 2007.
SecId
Ticker
EffectiveDate
CumulativeFactorPriceBackward
CumulativeFactorPriceForward
CumulativeFactorVolumeBackward
CumulativeFactorVolumeForward
AdjustmentReason
EventType
Equity · Event · US
US Equities Daily Cumulative Adjustment Factors
Daily backward cumulative adjustment factors for U.S. equities, delivered as a continuous time series with carry-forward values for seamless historical normalization.
SecId
Ticker
TradeDate
AdjustmentFactor
CumulativeFactorPrice
CumulativeFactorVolume
AdjustmentReason
EventType
Why it matters
What you will NOT get from a generic adjustment feed.
Most adjustment data gives you a factor and nothing else. When a number looks wrong, you have no way to check it.
algoseek adjustment factors
The factor plus the dividend amount and share exchange ratio, so every number can be traced to its source.
Keyed to the ASID, so adjustments trace correctly through ticker changes, delistings, and every other lifecycle event.
Four granularity levels: basic for speed, detailed for auditability, cumulative with forward and backward factors, and daily cumulative for zero-maintenance adjusted series.
A generic adjustment feed
A bare factor with no underlying detail. No way to check whether the number is right.
Keyed to the ticker, so a ticker change or delisting breaks the link to the corporate event.
One level of detail. You take the factor or you build the calculation yourself from scratch.
Take just the adjustment factors if that is all you need, or get them inside the Equities Package or Multi-Asset Package, alongside the security master, tick data, and bars under one license.
Explore the Data
Query the equity security master directly with Python or SQL. Up to a year of production data, no agreement, no credit card needed.
Talk to our team
Core team from the trading side. Integration help, licensing for redistribution, and pipeline design.