US Equities Basic Adjustment Factors
US Equities Basic Adjustment Factors
Production
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The US Equities Basic Adjustment Factors dataset provides adjustment factors for corporate events that influence price and/or volume, with each entry being supplemented with the event type and adjustment reason. This dataset allows users to compute forward and backward price and volume adjustment as needed. This dataset encompasses all US equities, with history dated back to 2007. For ease of access and organization, each equity ticker is stored as an individual file.
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: