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How to get historical stock splits for mutual funds?

On 15th Oct 2020, there was a 1:6 stock split for CRSOX mutual fund. How to get stock split ratio or the adjusted factor to adjust the Fund NAV for any mutual fund?


Image 1 code:

column_fields = [
    "TR.FundNAV.Date",
    "TR.FundNAV",
    "TR.TickerSymbol",
    "TR.InstrumentType",
]
refinitiv_data, err = ek.get_data(
    ["CRSOX.O"],
    fields=column_fields,
    parameters={
        "SDate": "2021-10-01",
        "EDate": "2021-11-01",
        "Frq": "D",
        "CH": "Fd",
    },


crsox-code.png crsox-yahoo.png

refinitiv-dataplatform-eikon#contenthistoricalfunds
crsox-code.png (76.7 KiB)
crsox-yahoo.png (134.3 KiB)
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1 Answer

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Accepted
1.5k 3 2 3

Hi @BlackBird ,


This kind of events is not available in the Eikon API. It is available in the RDP Funds API. Below is the query and the response of the RDP Funds API that shows there is a unit split as of 2021-10-15:


https://api.refinitiv.com/data/funds/v1/assets?symbols=CRSOX&properties=splits 
{
  "assets": [
    {
      "id": "CRSOX",
      "splits": [
        {
          "code": "SPLIT",
          "type": {
            "id": "413",
            "code": "SPLIT",
            "name": "Split"
          },
          "values": [
            {
              "date": "2021-10-15",
              "factor": 0.1667,
              "oldShares": 6.0,
              "newShares": 1.0,
              "specialPrice": 0.0
            }
          ]
        }
      ]
    }
  ],
  "totalRecords": 1,
  "fromIndex": 0,
  "toIndex": 0,
  "pageNumber": 0
}
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Thanks for your answer but I have not used RDP Funds API before. I will try this solution.

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