US Equities Cumulative Adjustment Factors
US Equities Cumulative Adjustment Factors
Production
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The US Equities Cumulative Adjustment Factors dataset provides both backward and forward cumulative adjustment factors for all corporate events impacting price and/or volume, and is essential for those looking to adjust US Equities market data accurately. For additional information, each entry is supplemented with the event type and adjustment reason. This dataset encompasses all US equities, with history dated back to 2007.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US1003
Data Class
Equity
Dataset Name ID
eq_adj_factors_cumul
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
49.2 MB
Annual Size
3 MB / year
Update Size
23.7 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: