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davet1 avatar image
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How to use CorporateActions extractions

I've been using the various REST examples (.../datascope-select-dss/datascope-select-rest-api...) and I'm trying to make sense of CorporateActions. I can make the sample request, and receive the response ok, but I'm not sure about the Condition fields, or how to best process the results. The example says

    "Condition": {
      "ReportDateRangeType": "Last",
      "PreviousDays": 30,
      "ExcludeDeletedEvents": true,
      "IncludeCapitalChangeEvents": true,
      "IncludeDividendEvents": true,
      "IncludeEarningsEvents": true,
      "IncludeMergersAndAcquisitionsEvents": true,
      "IncludeNominalValueEvents": true,
      "IncludePublicEquityOfferingsEvents": true,
      "IncludeSharesOutstandingEvents": true,
      "IncludeVotingRightsEvents": true,
      "CorporateActionsCapitalChangeType": "CapitalChangeExDate",
      "CorporateActionsDividendsType": "DividendPayDate",
      "CorporateActionsEarningsType": "PeriodEndDate",
      "ShareAmountTypes": [
      ]
    }

Firstly, where can I find a list of all the various Condition options with their descriptions?

Secondly, what's the right way to process this data? I can imagine making an initial request for (say) 20 years of corporate events (I think I can set StartDate and EndDate instead of saying PreviousDays: 7200), but how are the rows identified? In the DSS content guide xls file I can see the field, "Issue Level Event ID", "Unique system-generated ID for each issue-level record related to the corporate actions event; All subsequent amendments and updates to this event are entered under this number". What happens with that? How are amendments and updates flagged? How do I know what order to apply them in if I receive multiple entries for one Issue Level Event ID in a response?

dss-rest-apidssdatascope-selectjavarest-apicorporate-actions
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davet1 avatar image
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For anyone's future reference, it seems that a Corporate Action is identified by a unique identifier. Unfortunately, for some reason, there are (at least) three different unique identifiers.

The three identifiers I have discovered so far:

Issue Level Event ID

Offer ID

Deal ID

I have also been informed (on a phone call with TR) that an update to a corporate action will (of course) come in with the same unique identifier as its initial creation. The information received in that record is a complete representation of the record (so no need to look for individual field updates), also that if there have been multiple updates to a corporate action then they will all be rolled into one (because the record represents the latest state). Therefore you shouldn't receive multiple updates to a corporate action in a request.

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davet1 avatar image
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/bump

Anything? Even an appropriate bit of The Fine Manual to Read?

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zoya faberov avatar image
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Hello @davet1,

On the first part of your question, you can find all Condition options pertaining to CorporateAction via REST API Reference Tree. Expand:

Extractions-> Report Template -> Corporate Action Standard Report Template to see

Condition

On the second part of your question, how to process, I think it depends on what result you are trying to derive and I can think of a couple of pointers, rather then answers:

Corporate actions have an identifier and also have a "Corporate Actions Type". Depending on these fields, one would decide if this type of action on this RIC is of interest, and also what other fields will be populated for this type of action. I.e.

Corporate Action Standard Report Template

-> Enums -> CorporateActionsStandardEventsType shows what event types can be seen,

such as Dividents, Earnings, etc.

For in-depth information on corporate actions content available, the best way to get content questions answered is to contact a TR content expert via My TR Support or to call your local TR Helpdesk.

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davet1 avatar image davet1

It is unfortunate that answers are automatically marked as correct.

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