HOW to get adjustment factor "Sheet" by get data?

wyj
wyj Explorer
in Eikon Data APIs

I want to create a adjustfactor sheet like the picture below,any one who can help me?

by the ek.get_data() or ek.get_timeseries() way

image

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @wyj
    There are multiple issues with what you're trying to do. In the example request you provided you're mixing up fields from different categories: dividend history, capital change history and adjustment factor history. As a result you have columns of data related to different events, which are not aligned on the rows. E.g. the TR.CAAdjustmentFactor of 0.833333 returned at the top of the column is related to the scrip issue effective 16-Jun-2016 and has no relation to the cash dividend paid on 21-Jul-2017.
    If you're looking to retrieve adjustment factors specific to dividends then use

    ek.get_data(['000001.SZ'],['TR.DivPaymentType','TR.DivExDate','TR.DivAdjustmentFactor'],{'SDate':0, 'EDate':-6000})
    What you will notice is that for Chinese stocks the adjustment factor returned for cash dividends is null. This is because in line with market practice Thomson Reuters does not adjust price history for Chinese stocks for most cash dividends. See the discussion on this thread for more details on how Thomson Reuters adjusts stock prices history for capital changes and how you can you can perform additional adjustments following the methodology of your choosing.

Answers

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG

    Due to a bug in handling null values while returning series in get_data(), it is not currently possible. This issue should be fixed in the upcoming release though.

  • wyj
    wyj Explorer
    https://community.developers.refinitiv.com/discussion/comment/26456#Comment_26456

    Thanks a lot, I try to get data through the following way, and get the data, but the data seems not right );

    can u have a try?

    df, err = ek.get_data(['000001.SZ'],["TR.DivPaymentType;TR.DivExDate;TR.CAAdjustmentFactor;TR.AdjmtFactorAdjustmentFactor;"],{'SDate':0, 'EDate':-6000, 'Curn':'CNY'})

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