Retrieving Stock Split Data using the Eikon Data API (get_data)

I am using the Eikon Data API (Python) to retrieve various time series data (prices, volume, etc.) using the get_data function. Did anyone already successfully obtain explicit information in stock splits (effective date, ratio) using that function? if yes, which fieldnames were used?

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Accepted answers

Jirapongse

@Peter.Winkler3

Thank you for reaching out to us.

It is recommended to use the LSEG Data Library for Python instead of the Eikon Data API, as it offers enhanced functionality and better integration. The LSEG Data Library also includes the get_data method, which can retrieve the same data available through the Eikon Data API.

The sample code is available on GitHub.

I found this TR.CAAdjustmentFactor field which provides the multiplication factor expressing the effect of the capital change event on historical per share values. The code looks like this:

ld.get_data(
    universe = ['AAPL.O'],
    fields = ['TR.CAAdjustmentFactor(CAEventType=SSP).coraxcaanndate','TR.CAAdjustmentFactor(CAEventType=SSP)'],
    parameters = {'SDate':'2000-01-01','EDate':'2025-09-29'})

You can use the Data Item Browser tool to search for fields and parameters.

Otherwise, the best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data.

Then, we can help you converting that formula to Python code.

All comments

Jirapongse

@Peter.Winkler3

Thank you for reaching out to us.

The sample code is available on GitHub.

I found this TR.CAAdjustmentFactor field which provides the multiplication factor expressing the effect of the capital change event on historical per share values. The code looks like this:

ld.get_data(
    universe = ['AAPL.O'],
    fields = ['TR.CAAdjustmentFactor(CAEventType=SSP).coraxcaanndate','TR.CAAdjustmentFactor(CAEventType=SSP)'],
    parameters = {'SDate':'2000-01-01','EDate':'2025-09-29'})

You can use the Data Item Browser tool to search for fields and parameters.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data.

Then, we can help you converting that formula to Python code.

Peter.Winkler3

Hi Jirapongse,

many thanks for your comprehensive reply, worked well and helped a lot!

I am just wondering if there is some documentation on all the event types that could be selected. Do you know if there is a list to be found somewhere?

I am also not sure if there is a code different from SSP to be used for reverse stock splits. Do you maybe know more about that?

Kind regards,

Peter

nick.zincone

Hi @Peter.Winkler3

Within the Data Item Browser (DIB), when you pull up the Data Item Code (TR.CAAdjustmentFactor), you can pull up the Parameters section which will offer a number of settings. For example, you can see a multitude of available codes for the Corporate Actions:

I don't see any specific reference to the term "reverse stock split", however, I believe the "Share Consolidation" may be referring to the reverse stock split. And if I apply this event type (SCN) to the request, I don't see any events. Now, that may be true for Apple.

However, trying another RIC, I do see one:

Because these are more content-based questions, you can go through support and they will bring in a content specialist to confirm.

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