US Equities Basic Adjustment Factors
US Equities Basic Adjustment Factors
Production
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The U.S. Equities Basic Adjustment Factors dataset provides adjustment factors that affect price, volume or both for corporate events that impact historical equity time series. Each adjustment entry is accompanied by the adjustment reason, enabling transparent and reproducible application of corporate-action adjustments. The dataset allows users to compute both forward- and backward-adjusted price and volume series, supporting a wide range of analytical and back-testing methodologies. Coverage includes all U.S. exchange-listed equities, with historical data available from 2007 onward.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1002
Data Class
Equity
Dataset Name ID
eq_adj_factors_basic
Data Format
Reference
Version
1.0
Time Granularity
Event
Region
US
Data Type
Event
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
22.1 MB
Annual Size
1.7 MB / year
Update Size
9.8 KB
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Universe Identifiers
A, AAL, AAP + 500 more
Description
One year of data (2023) for SP500 index.
Included in Data Research Packages: