US Equities Basic Adjustment Factors

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US Equities Basic Adjustment Factors
Production
·

Data Class

Equity

Data Type

Event

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

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.

Browse by tags:

Corporate Events Reference Data Basic Data Price Adjustment Adjustment Factors Volume Adjustment Event Types
Dataset Info
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
Historical Info
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
Introductory Demo Info
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.

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