US Equities Daily Cumulative Adjustment Factors
US Equities Daily Cumulative Adjustment Factors
Production
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The US Equities Daily Cumulative Adjustment Factors dataset provides backward cumulative adjustment factors for all corporate events impacting price and/or volume, ensuring accurate adjustment for US Equities market data. For additional information, each entry is supplemented with the event type and adjustment reason. The dataset maintains continuity by logging an entry for every trading day. When there’s no price/volume adjustment events, the data carries previous value forward, making it easier for developer.
Dataset Info
CSV (S3)
Algoseek Dataset ID
US1004
Data Class
Equity
Dataset Name ID
eq_adj_factors_cumul_daily
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
1.5 GB
Annual Size
1.5 GB / year
Update Size
477 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: