Proper start date for stock split queries in C#

jiah
jiah
in Eikon Data APIs

I asked a question here which was partially answered:


https://community.developers.refinitiv.com/questions/103066/some-corporate-event-fields-are-empty-when-using-t.html


It appears that the start date must be some time in the past, but we're not exactly sure how far back we must go or why.


Can you please investigate your server side code and explain what they starting date must be and why.


Thank you.

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @jiah So again let me try in Python first - so for this event the announcement date falls in between the SDate/EDate parameters.

    events_df = rd.get_data('IVOG.K',['TR.TickerSymbol','TR.AdjmtFactorAdjustmentDate','TR.AdjmtFactorAdjustmentFactor','TR.AdjmtFactorIsApplied','TR.CACorpActEventType','TR.CACorpActEventType.coraxcaanndate'],{'SDate':'2023-02-01', 'EDate':'2024-12-31'}) 

    events_df

    1678809649471.png

    However - if I try this:

    events_df = rd.get_data('IVOG.K',['TR.TickerSymbol','TR.AdjmtFactorAdjustmentDate','TR.AdjmtFactorAdjustmentFactor','TR.AdjmtFactorIsApplied','TR.CACorpActEventType','TR.CACorpActEventType.coraxcaanndate'],{'SDate':'2023-03-14', 'EDate':'2024-12-31'})
     
    events_df

    1678809978124.png

    Here I get the event but I don't get the Corporate Change Event Type or the coraxcaanndate. Is this sort of what you mean?

Answers

  • jiah
    jiah

    Yes, great example. Just by changing the start date, various fields go empty. I'm trying to find why that is (perhaps a bug?), and what the proper start date should be.


    I think the value will be missing even if you back off the date by 5 or 10 days.

  • jiah
    jiah

    Following back up on this. Can you tell me how many days I need to go back to properly get the events information? Thanks.

  • Jirapongse
    Jirapongse

    @jiah

    Each event (TR.CACorpActEventType) has an announcement date (TR.CACorpActEventType.coraxcaanndate).

    For example, if you would like to get an event that was announced on 23 Feb 2023, the SDate must be before 23 Feb 2023 and the EDate must be after 23 Feb 2023. For example, SDate is 01 Feb 2023 and EDate is 01 Mar 2023. Then you will get events announced between 01 Feb 2023 and 01 Mar 2023.


    1679365110375.png


  • jiah
    jiah

    Ok, so it's measured off of the announcement date. You can close this ticket now. Thank you.

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