US Equities Detailed Adjustment Factors

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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.

Browse by tags:

Corporate Events Reference Data Detailed Data Price Adjustment Adjustment Factors Volume Adjustment Event Tracking
Dataset Info
Algoseek Dataset ID
US1005
Data Class
Equity
Dataset Name ID
eq_adj_factors_detail
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
96 MB
Annual Size
7.2 MB / year
Update Size
48.8 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.

Included in Data Research Packages:

Equities Historical Research Package

$2,500 /month

No Exchange Fees