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

FieldTypeExample
ASIDinteger1010000000001033
TickerstringAAPL
EffectiveDateStringEffective date
NamestringApple Inc
ISINdecimalUS0378331005
AdjustmentFactordecimal0.99572484109315
AdjustmentReasonstringCashDiv
EventTypestringDIV
DivPayratedecimal2.65
DivCurrencystringUSD

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.

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.