Query Corporate Action Calendar

Hi!

I was trying to query the corporate action calendar, but none of the command seems to work for me.

ek.get_data(['DBV'],[ 'TR.CACorpActDesc(SDate=20010101, EDate=20180101,CAEventType=All)'])

Only gives me the return of capital. Instead I am hoping to get Dividend, M&A and Name&ID change.


Thanks!

Best Answer

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

    @ghanweck

    The field TR.CACorpActDesc is from the Capital Changes category, and it returns only capital change events. The field definition found in Data Item Browser or CodeCreator apps is "The full description of Capital Change".
    For dividends use fields from Dividend History category, e.g.

    ek.get_data(['DBV'],['TR.DivAnnouncementDate','TR.DivExDate',
                         'TR.DivPayDate','TR.DivUnAdjustedGross'],
               {'SDate':'20010101', 'EDate':'20180101'})

    For the retrieval of M&A activity see the discussion on this previous thread

Answers