Get Split date and split ratio for a stock current and historical

armandnaude
armandnaude Explorer
in Eikon Data APIs

I know you can get last /current split info wiht the follownig:

fields = ['TR.CAAnnouncementDate',
'TR.CARecordDate',
'TR.CAEffectiveDate',
'TR.CADealDate',
'TR.CAExDate',
'TR.CAAdjustmentFactor',
'TR.CAAdjustmentType',
'TR.CATermsOldShares',
'TR.CATermsNewShares'
]
 
r, e = tr.get_data('AAPL.O', fields, parameters={"CAEventType":"SSP"})


How do I get historical split info and how do I get this in RDP?

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Best Answer

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

    You can add 'SDate' and 'EDate' keys to the request parameters dictionary with values expressed as date strings (e.g. '2020-09-20') or as strings defining the time interval relative to today's date. E.g. to retrieve the list of stock splits for the last 20 years use

    ek.get_data('AAPL.O', fields, {'CAEventType':'SSP','SDate':'0D','EDate':'-20Y'})

    I don't believe this data is available from RDP yet. To the best of my knowledge the service on RDP that will provide fundamental and reference data for stocks has not been launched yet.

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