Corporate actions

The corporate actions dataset includes coverage from 215 exchanges worldwide, 310,000+ listed and delisted securities from 85,000+ companies, categorized as 60+ event types. The dataset focuses on crucial events affecting global securities such as dividends, takeovers, mergers & acquisitions and rights issues.

Each record represents a unique corporate actions event at the listing level.

• History. From to 2018-05-01 to present.
• Coverage. Global.
• Update frequency. 4x per day.
• Listing level. All records are maintained at the listing level, which means each individual listing for a security has its own set of records.
• Delisting and relisting. The system continues to track securities even after they have been delisted. This is crucial because securities are occasionally relisted, so maintaining a continuous record prevents gaps in the time series thus avoiding ambiguity.

See also

Corporate actions field descriptions for further details.

Securities and listings

A security is a fungible, tradable financial asset listed on regulated exchanges. Each security has a primary exchange listing and may be listed on multiple secondary exchanges. The corporate actions dataset utilizes a security_id to associate these various listings.

Each public listing is identified by a unique listing_id that links together a series of point-in-time (PIT) records. The records are ordered by the event_date and ts_record timestamp.

A listing_group_id groups all listings for the same security on a specific exchange, including secondary listings such as those in different trading currencies.

Events

Corporate actions can be broadly categorized into three types of events at both the security and listing levels:

• General events. Announcements, company meetings, lawsuits/class actions, listing status changes, incorporation change, security description change, etc.
• Capital change events. Mergers, stock splits / reverse stock splits, return of capital, franking, liquidation, divestments, dividends, currency redenomination, etc.
• Exchange events. New listing, security reclassification, security swap, preferential offer, etc.

The event field categorizes the type of corporate action and is the primary field for filtering and categorizing events at a granular level. Event records can be paired with an event_id, which links associated events, such as all payment rows.

The top ten event types are listed in descending order based on their frequency of occurrence, see the EVENT enum lookup table for possible values.

Event subtypes

The event_subtype field is only used for a limited number of events which fall into distinct sub-groupings, see the EVENTSUBTYPE enum lookup table for possible values.

Security types

The top ten security types covered are listed in descending order based on their frequency of occurrence, see the SECTYPE enum lookup table for possible values.

Exchange coverage

The corporate actions dataset has coverage across 220+ exchanges worldwide.

• primary_exchange specifies the primary exchange for the security associated with the event.
• exchange field specifies the exchange for the listing and can be filtered by specifying a dataset.
• operating_mic field specifies the ISO 10383 MIC of the listing exchange associated with the event.

See the EXCHANGE enum lookup table for possible values.

Tip

The operating_mic field will match the venue from the listed publishers and the Definition schema exchange field, which is an ISO 10383 Market Identifier Code (MIC).

Listing continuity

The listing_id and security_id have continuity with changes to the underlying security in the following scenarios:

• Name changes. Issuer name changes which result in a ticker symbol change (e.g. Facebook: FB -> Meta Platforms: META).
• Mergers. Either where the company operates under a new name, or one of the original company names.
• Demergers. Either where the companies operate under new names, or one keeps the original company name.

The listing_id and security_id do NOT have continuity in the following scenarios:

• Spin-offs. When the parent company continues operating, the spun-off companies become new listings.
• Delistings. When the security is never relisted.

Point-in-time (PIT) corporate actions

The corporate_actions.get_range endpoint provides a time series of point-in-time (PIT) records for the queried symbols and events. This is ideal for research or backtesting where it’s crucial to include records as they were known at specific points in time. Note that, like other APIs, the time ranges have an exclusive end.

The Python client library offers a pit parameter to control record retention:

• If True: All historical records for each event_unique_id will be retained, preserving the complete point-in-time history.
• If False (default): The DataFrame will include only the most recent record for each event_unique_id, based on the ts_record timestamp.

Split and restructuring events

The corporate actions dataset includes normalization of several stock restructuring events, such as splits, spin-offs, and demergers, as shown in the following table:

Payment ratios

For FSPLT, DIV, and BON events, the ratio_new includes the existing holdings. As a result, some reported ratios may differ from the actual figures in official announcements.