Get Data API for Corporate action doesn't return Stock Dividend Event.

shubham.raj
shubham.raj Newcomer
in Eikon Data APIs

I ran this in python api:

df, err = ek.get_data(['MCRO.L'],[
'TR.CAMarketAdjustmentFactor(SDate=20010101, EDate=20180101,CAEventType=All)',
'TR.CAAnnouncementDate(SDate=20010101, EDate=20180101,CAEventType=All)',
'TR.CACorpActDesc(SDate=20010101, EDate=20180101,CAEventType=All)',
'TR.CACorpActEventType(SDate=20010101, EDate=20180101,CAEventType=All)'
])

With CAEventType as All

The data frame it returns doesn't include Stock dividend event while its present when queried in Eikon dashboard under event historical data.

Historical data :

image

Question

1) Why do i get this discrepancy?

2) Is there a better way to query the same? other than adding (SDate=20010101,EDate=20180101,CAEventType=All) against each search parameter

Thanks

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @shubham.raj I think the app might be consolidating several requests, hence there is a difference.

    The fastest way for you, I guess, would be to contact your local Thomson Reuters support desk and ask them for the exact fields to replicate the view.

    Alternatively, you can request dividend history in a separate request and then merge your two data frames:

    df, e = ek.get_data('MCRO.L', ['TR.DivDate','TR.DivType','TR.DivPayDate','TR.DivReinvestmentPrice','TR.DivCurr','TR.DivUnadjustedGross','TR.DivAdjustedGross'], {'SDate':'0D', 'EDate':'-10AY'})

    The full list of dividend related fields can be found either in the Data Item Browser app on Eikon or the Formula Builder in Excel:

    image

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