Get corporate action (split date, ratio) history for stock with RDP

PatrickZ

While replace old TS1 solution with RDP:
within the TS1 (monthly) data, the CA event info (like split) was returned.

================================================================

TSLA.OQ [Monthly]

Events:-

2020 Aug 31 01:00 '83' Split: 0.2

2022 Aug 25 01:00 '83' Split: 0.333333

================================================================
Is there a similar facility with Refinitiv.Data.Content.??? or any RDP API?

raksina.samasiri

Hi @PatrickZ ,

Have you had a chance to check this article yet?

To get the complete list of relevant fields, as this is the content-related question, please raise the content question ticket via MyRefinitiv

aramyan.h

Hi @PatrickZ ,

You can use Refinitiv Data Libraries for Python which sit on top of RDP to get the CA data. Here is an example request:

rd.get_data(universe = 'TSLA.OQ',fields = ["TR.CAEffectiveDate", "TR.CAAdjustmentFactor", "TR.CAAdjustmentType"], parameters={'SDate': '2019-01-01', 'EDate': '2023-10-30'})

You may look for additional CA fields from the Data Item Browser inside the Workspace

Hope this helps.

Best regards,

Haykaz

syed.ghazanfar

Thanks for the info.
Unfortunately, we are looking to the .Net (C#) solution.
Assuming the main elements in Refinitiv.Data.Content:

.Data
.ESG
.HistoricalPricing
.IPA
.News
.Pricing
.SearchService
.Symbology

only the .Data would seems to be the candidate to look in...
FundamentalAndReference.Definition().Universe("TSLA.OQ").Fields("???", "???")
Assuming this, where to fine an exhaustive list of fields?

Having the CA info in the TS1 was actually a good thing: after finding the split info a client application would possibly want to refresh the previously loaded historical data...

Best regards

nick.zincone

Hi @syed.ghazanfar,

Try the following:

var response = FundamentalAndReference.Definition().Universe("TSLA.OQ")
                                                   .Fields("TR.CAEffectiveDate", "TR.CAAdjustmentFactor", "TR.CAAdjustmentType")
                                                   .Parameters(new JObject()
                                                    {
                                                       {"SDate", "2019-01-01" },
                                                       {"EDate", "2023-10-30" }
                                                    })
                                                   .GetData();

PatrickZ

Hello!
Code-wise this looks good, as anticipated, but I will have first need to get the access to fundamentals...
But regarding the fields: this does not look like the "standard" Refinitiv data model fields.
I cannot find them in any guide or data model that I can think of.
Is there any data guide available?

nick.zincone

Hi @PatrickZ,

Just to better understand, I noticed you are looking for a replacement for the old TS1 service as it is being decommissioned? What API (library) are you using to get TS1?

Regarding the fields, these are fields and their definition is available within the DIB (Data Item Browser) of the LSEG Workspace desktop product. However, it's not clear if you are accessing the data within the desktop or platform.

PatrickZ

Thanks for your answer.
Regarding the TS1: the precise motivation is to replace our existing RFA API based application with a new one using the newest API (RDP). As we need to preserve the functionalities, we need to fetch the split (corporate action) info. In the old app, we used the relevant info returned in TS1 monthly data. As it is impossible with RDP interday data because the data structure has changed, we are looking for the alternative. Thus the need for a complete list of relevant fields.
Our new application is a standard Windows console /Windows Service app.
Thanks