Corporate Action Excel getting wrong data

student221
student221 Newcomer
in Eikon COM

Hi guys!

i am new to vba and thomson reuters eikon. I am currently working on a project that needs to use VBA to achieve the corporate action in order to avoid problems in subsequent when updating my data. However, the data from corporate action comes up with null data and the data is wrong.

The formula is here: =TR($A$1:$A$76,"TR.CACorpActDesc;TR.AdjmtFactorAdjustmentDate;TR.AdjmtFactorAdjustmentFactor;TR.AdjmtFactorAdjustmentType","SDate=-1M CH=Fd RH=IN Transpose=Y NULL=NA CODE=MULTI",B2)

And the photo is here:

image

So this is what I want to do:

- I want to achieve the corporate action from the previous month(which can auto update every month)

- I want to achieve the corporate action from 75 companies in a sector

- Need the corporate action adjustment factor so that it can adjust my price data

But this is what I did:

1. Click on the Build Formula

2. select instrument from my cells

3. click the data type i need (corporate action adjustment data, date)

4. set the parameters to -1M (so it can achieve data from last month)

5. click ok

I have no idea how to do this since it keeps coming up with wrong and null data.

Thank you!

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Best Answer

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

    1. Thomson Reuters automatically adjusts timeseries of stock price history for capital changes in line with industry practice. If you're retrieving timeseries of stock price history from Eikon, by default you get price history adjusted for every capital change the stock ever had.
    2. If you need to adjust something other than the stock price history retrieved from Eikon, then based on the info you provided regarding what you're looking to achieve the formula you want to use is =TR($A$1:$A$76,"TR.CACorpActDesc;TR.CAEffectiveDate;TR.CAAdjustmentType;TR.CAAdjustmentFactor","DateType:ED SDate=-1M EDate=0D CH=Fd RH=IN",B2)
    3. This forum is for software developers using Thomson Reuters APIs. Your question is about Thomson Reuters data and capabilities of Eikon Excel add-in. Any questions other than how to use Thomson Reuters APIs would be best directed to Thomson Reuters Helpdesk. For explanation of the formula I provided and how it's different from the one you used, for any other questions on how to retrieve anything you're interested in using Eikon Excel, please call Thomson Reuters Helpdesk number in your country or use Contact Us capability in Eikon application.

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