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.

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	The security's symbol in the Nasdaq convention (e.g. `BF.B`). See Symbology on the security master schema page for known limitations on `USNYSE` listings.
`local_code`	String or null	The listing exchange's native symbol form, as published by the upstream reference-data vendor. Convention varies by listing exchange. 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.