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shubham.raj avatar image
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Get Data API for Corporate action doesn't return Stock Dividend Event.

I ran this in python api:

df, err = ek.get_data(['MCRO.L'],[ 'TR.CAMarketAdjustmentFactor(SDate=20010101, EDate=20180101,CAEventType=All)', 'TR.CAAnnouncementDate(SDate=20010101, EDate=20180101,CAEventType=All)', 'TR.CACorpActDesc(SDate=20010101, EDate=20180101,CAEventType=All)', 'TR.CACorpActEventType(SDate=20010101, EDate=20180101,CAEventType=All)' ])

With CAEventType as All

The data frame it returns doesn't include Stock dividend event while its present when queried in Eikon dashboard under event historical data.

Historical data :

Question

1) Why do i get this discrepancy?

2) Is there a better way to query the same? other than adding (SDate=20010101,EDate=20180101,CAEventType=All) against each search parameter

Thanks

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apicorporate-actions
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Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Hello @shubham.raj,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

warat.boonyanit avatar image   warat.boonyanit

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS

1 Answer

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Zhenya Kovalyov avatar image
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@shubham.raj I think the app might be consolidating several requests, hence there is a difference.

The fastest way for you, I guess, would be to contact your local Thomson Reuters support desk and ask them for the exact fields to replicate the view.

Alternatively, you can request dividend history in a separate request and then merge your two data frames:

df, e = ek.get_data('MCRO.L', ['TR.DivDate','TR.DivType','TR.DivPayDate','TR.DivReinvestmentPrice','TR.DivCurr','TR.DivUnadjustedGross','TR.DivAdjustedGross'], {'SDate':'0D', 'EDate':'-10AY'})

The full list of dividend related fields can be found either in the Data Item Browser app on Eikon or the Formula Builder in Excel:


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