How to get historical stock splits for mutual funds?

BlackBird
BlackBird Explorer
in Eikon Data APIs

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.pngcrsox-yahoo.png

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Best Answer

  • bob.lee
    bob.lee LSEG
    Answer ✓

    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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