US Equities Detailed Adjustment Factors

US Equities Detailed Adjustment Factors
Production
·

Data Class

Equity

Data Type

Event

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

The extended version of the algoseek US Equities Adjustment Factors dataset is a comprehensive resource for financial market participants, offering detailed insights into corporate events that affect US Equities securities. This extended version provides a deeper understanding of market dynamics, making it ideal for thorough analysis and historical backtesting.

In addition to the core information, this dataset includes a range of data fields that enhance its analytical depth. These fields include the unique security identifier (SecId), the ticker symbol on the effective date, the value of the adjustment factor, the reason for the corporate event, and a unique event ID. It also provides the security name, the old and new values affected by the event, and the source of the corporate event information, offering a complete view of each event’s impact on the respective security.

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Corporate Events Reference Data Detailed Data Price Adjustment Adjustment Factors Volume Adjustment Event Tracking
Dataset Info
Dataset Name ID
eq_adj_factors_detail
Algoseek Dataset ID
US1005
Data Format
Reference
Data Class
Equity
Data Type
Event
Time Granularity
Event
Region
US
Universe
All stocks, ETFs/ETNs from US exchanges
Version
1.0
Update Frequency Options
End of day
 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.
 Historical Info
Data Size
7.2 MB / year
Update Size
48.8 KB
Update Frequency
1 Day
Start Date
2007-01-01
End Date
Ongoing

SQL (ArdaDB)

Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
Delivery Info
Update Time
01:30 ET
Database Table
USEquityReferenceData.DetailedAdjustments
Database Schema
USEquityReferenceData
Object Type
Table
Primary Date Column
EffectiveDate
Timestamp Column
--
Internal ID Column
SecId
Identifier Column
Ticker
Data Fields
Preview Data
# name data type description
1 ASID Integer A unique identifier for a security
2 Ticker String Symbol name
3 Name String Company name
4 ISIN String International Securities Identification Number
5 EffectiveDate Date The date on which the event becomes effective
6 ReportDate Date Date of the algoseek event report file
7 Revision Integer Version of the algoseek event report file
8 AdjustmentFactor Float The value of the Adjustment factor for the event
9 AdjustmentReason String The reason for the Corporate Event
10 EventType String Type of event
11 EventId String Unique Event ID under the AdjustmentReason
12 DivPayrate Decimal The cash dividend payout rate
13 DivCurrency String The currency of a cash dividend
14 DivPaymentType String The type of divided payment
15 Detail String Details of the event including Dividend Amount, Period (e.g., Interim), etc

CSV (S3)

Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
Delivery Info
S3 Bucket Name
us-equity-adjustment-detail-secid-yyyy
Update Time
01:30 ET
S3 Bucket Path
xx/xxxxx.csv
S3 Bucket Path Description
One csv file per SecId grouped into folders by first two digits where xx - two leading digits of SecId, xxxxx - SecId
S3 Start Year
2007
S3 End Year
N/A
S3 Bucket Size
12.2 MB / year
Sample Data File
AAPL data for 2007-2020
Data Fields
Preview Data
# name data type description
1 SecId Integer Unique security identifier
2 Ticker String Ticker on the Effective Date
3 EffectiveDate String Date that the event becomes effective
4 Name String Name of the company
5 ReportDate String Date and version (_N suffix) of the algoseek event report file
6 AdjustmentFactor Decimal The value of the Adjustment factor for the event
7 AdjustmentReason String The reason for the Corporate Event
8 EventType String Type of event (e.g. DIV=Dividend)
9 EventId Integer Unique Event ID under the AdjustmentReason, i.e., each pair of AdjustmentReason and EventId is unique.
10 Detail String Details of the event including Dividend Amount, Period (e.g., Interim)
11 ISIN String ISIN (International Securities Identification Number) Identifier.