docs
Core concepts
API Reference
Resources
Menu
API key Support
Support
Schemas and data formats

Adjustment factors

Adjustment factors covers worldwide corporate actions capital events, spanning multiple currencies for the same event. Each record includes all necessary fields to identify the country, security, event, and adjustment factor.

See also
See also

Reference data enums for a lookup table of possible enumeration field values.

Fields

  • Timestamps are strings in ISO 8601 format, expressed in UTC
  • Dates are strings in YYYY-MM-DD ISO 8601 format, expressed in the local time of the listing exchange
  • Enums are strings, with each value corresponding to a predefined set of options listed in the associated lookup table
Field
Type
Description
security_id String Security level numerical ID. Can be used to link all multiple listings together.
event_id String Event identifier unique at the event level. Links to the corporate actions event_id.
event Enum Event type. See EVENT enum.
issuer_name String The issuer name (sourced from corporate action).
security_type Enum The security type. See SECTYPE enum.
primary_exchange Enum Exchange code for the primary security. See EXCHANGE enum.
exchange Enum or null Exchange code for the listing. Equivalent to the MIC but more stable as MIC might not be available in a timely fashion. Also note that the MIC can change but the exchange will remain the same. See EXCHANGE enum.
operating_mic Enum Market Identifier Code (MIC) as an ISO 10383 string. See EXCHANGE enum.
symbol String or null The query input symbol which matched the record.
nasdaq_symbol String or null Nasdaq Integrated Platform Suffix convention symbol.
local_code String or null Local Code. Usually unique at market level but there are exceptions to this rule. Either an alpha string, or a number.
local_code_resulting String or null Resultant local code when applicable/known.
isin String or null ISIN global level identifier as an ISO 6166 string (sourced from corporate action).
isin_resulting String Resultant ISIN when applicable/known (sourced from corporate action).
us_code String or null US domestic CUSIP (sourced from corporate action).
status String Adjustment status. Can be (A)pply, (R)escind, (P)ending.
ex_date Date Date from which the event is effective.
factor Number Adjustment factor to apply.
close Number or null Closing price on the ex_date.
currency Enum or null Currency for the closing price as an ISO 4217 string. See CUREN enum.
sentiment Number Market sentiment - the market's reaction to the event. Simply the previous close divided by today's open. Only correct if factor calculation requires previous close.
reason Number Reason/type of event, used to distinguish between different event types. See Adjustment factors dataset guide.
gross_dividend Number or null The amount of the dividend before any taxes or fees are deducted. This value represents the total dividend declared by the company.
dividend_currency String or null The currency in which the dividend is paid as an ISO 4217 string. See CUREN enum.
frequency String or null The frequency at which the dividend is paid. See FREQ enum lookup table.
option Number The choice or option number associated with the event, often used when shareholders are given multiple options for how they would like to receive the dividend or other corporate action benefit (either cash, or script). See option field description.
detail String A human-readable description of the event.
ts_created Timestamp The timestamp (UTC) the record was added by Databento.
Python C++ Rust HTTP/Raw