How to get Corporate Actions from 1900.01.01 till today in onDemadExtract for a ric

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ykr1314
ykr1314 Newcomer

How do I get this

ric region splitdate adjtype adjustment description ..
-----------------------------------------------------------------------------..
000001.SZ F 1995.09.25 43 0.833333 2:10 Non-renounceable scrip is..
000001.SZ F 1996.05.27 43 0.5 10:10 Non-renounceable scrip i..
000001.SZ F 1997.08.25 43 0.666667 5:10 Non-renounceable scrip is..
000001.SZ F 2000.11.06 13 0.873533 3:10 Non-renounceable rights i..
000001.SZ F 2007.06.20 33 1 Return of capital ..
000001.SZ F 2007.06.20 43 1 1:10 Non-renounceable scrip is..
000001.SZ F 2013.06.20 80 0.625 6:10 Stock dividend, same stoc..
000001.SZ F 2013.06.20 80 0.625 6:10 Stock dividend, same stoc..
000001.SZ F 2014.06.12 43 0.833333 2:10 Non-renounceable scrip is..
000001.SZ F 2015.04.13 43 0.833333 2:10 Non-renounceable scrip is..
000001.SZ F 2016.06.16 43 0.833333 2:10 Non-renounceable scrip is..

at present I am able to get this for same ric

RIC Capital Change Ex Date Capital Change Event Type Adjustment Factor Capital Change Event Type Description
---------------------------------------------------------------------------------------------------------------------------
"000001.SZ" "2016/06/16" "43" ".833333" "Non-renounceable scrip issue in same stock"

How do I get back date data for same ric instead of just the latest CA.

Best Answer

  • To get back date date, you may specify the date range in the request's Conditions. Below are the sample of Corporate Actions request and result. Some rows do not match.

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
    "ContentFieldNames": [
    "RIC",
    "Capital Change Ex Date",
    "Capital Change Event Type",
    "Actual Adjustment Factor",
    "New Shares Terms",
    "Old Shares Terms",
    "Capital Change Event Type Description"
    ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "InstrumentIdentifiers": [{
    "Identifier": "000001.SZ",
    "IdentifierType": "Ric"
    }]
    },
    "Condition": {
    "ReportDateRangeType": "Range",
    "QueryStartDate": "1990-01-01T00:00:00.000Z",
    "QueryEndDate": "2017-11-09T00:00:00.000Z",
    "ExcludeDeletedEvents": true,
    "IncludeCapitalChangeEvents": true,
    "IncludeDividendEvents": false,
    "IncludeEarningsEvents": false,
    "IncludeMergersAndAcquisitionsEvents": false,
    "IncludeNominalValueEvents": false,
    "IncludePublicEquityOfferingsEvents": false,
    "IncludeSharesOutstandingEvents": false,
    "IncludeVotingRightsEvents": false,
    "CorporateActionsCapitalChangeType": "CapitalChangeExDate",
    "CorporateActionsDividendsType": "DividendPayDate",
    "CorporateActionsEarningsType": "PeriodEndDate",
    "ShareAmountTypes": [
    ]
    }
    }
    }
    RIC,Capital Change Ex Date,Capital Change Event Type,Actual Adjustment Factor,New Shares Terms,Old Shares Terms,Capital Change Event Type Description
    000001.SZ,1996/05/27,43,.5,10,10,Non-renounceable scrip issue in same stock
    000001.SZ,1993/05/24,71,.518138,9.5,10,Complex capital change
    000001.SZ,2007/06/20,43,1,1,10,Non-renounceable scrip issue in same stock
    000001.SZ,2000/11/06,13,.873533,3,10,Non-renounceable rights issue in same stock
    000001.SZ,1997/08/25,43,.666667,5,10,Non-renounceable scrip issue in same stock
    000001.SZ,1995/09/25,43,.833333,2,10,Non-renounceable scrip issue in same stock
    000001.SZ,1994/07/11,71,.638999,6,10,Complex capital change
    000001.SZ,2014/06/12,43,.833333,2,10,Non-renounceable scrip issue in same stock
    000001.SZ,2015/04/13,43,.833333,2,10,Non-renounceable scrip issue in same stock
    000001.SZ,2007/06/20,33,,,,Return of capital
    000001.SZ,2013/06/20,80,.625,6,10,"Stock dividend, same stock"
    000001.SZ,2008/10/31,43,.769231,3,10,Non-renounceable scrip issue in same stock
    000001.SZ,2016/06/16,43,.833333,2,10,Non-renounceable scrip issue in same stock

    With regard to data availability, I have found the following information in the User Guide for Tick History 11.2 GUI

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