For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
shubham.raj avatar image
1 ●0 ●0 ●5

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
screen-shot-2018-08-22-at-124437.jpeg (103.7 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvotes
Accepted
Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

@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:


screen-shot-2018-08-22-at-133755.png (380.3 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.