US Equities Cumulative Adjustment Factors
US Equities Cumulative Adjustment Factors
Production
·
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
Dataset Name ID
eq_adj_factors_cumul
Algoseek Dataset ID
US1003
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
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.
Data Size
3 MB / year
Update Size
23.7 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.
Data Fields
Preview Data
| # | name | data type | description |
|---|
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.
us-equity-cumulative-adjustment-secid-yyyy
S3 Bucket Name
us-equity-cumulative-adjustment-secid-yyyy
Update Time
05:00 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
5.9 MB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | SecId | Integer | Unique security identifier |
| 2 | Ticker | String | Ticker on Effective Date |
| 3 | EffectiveDate | String | Date that the event becomes effective |
| 4 | CumulativeFactorPriceBackward | Decimal | Cumulative factor for equity price, calculated with backward methodology |
| 5 | CumulativeFactorPriceForward | Decimal | Cumulative factor for equity price, calculated with forward methodology |
| 6 | CumulativeFactorVolumeBackward | Decimal | Cumulative factor for equity trading volume, calculated with backward methodology |
| 7 | CumulativeFactorVolumeForward | Decimal | Cumulative factor for equity trading volume, calculated with forward methodology |
| 8 | AdjustmentReason | String | The reason for the Corporate Event (e.g. CashDiv=Cash Dividend) |
| 9 | EventType | String | Type of event (e.g. DIV=Dividend) |