retrieving TR.AdjmtFactorAdjustmentDate;TR.AdjmtFactorAdjustmentFactor for JCI.N via Python API and

Unknown

I am trying to retrieve TR.AdjmtFactorAdjustmentFactor from EIKON python data API & excel

with belowing code:

ek.get_data('JCI.N', [ 'TR.AdjmtFactorAdjustmentDate;TR.AdjmtFactorAdjustmentFactor ], {'SDate':'0D', 'EDate':'-40AY'})

in Excel

=TR("JCI.N","TR.AdjmtFactorAdjustmentDate;TR.AdjmtFactorAdjustmentFactor","SDate=2001-01-02 EDate=2018-10-20 CH=Fd RH=IN",G1)

As the screen shot, there are two factors with different value appeared on 2007-7-2 and 2012-10-01.

could someone give me the instruction how to deal with it?

Thanks.

Alex Putkov.1

It's not uncommon for multiple capital change events to happen on the same date. In the case of JCI.N on 2007-7-2 there was a 4:1 stock consolidation and a demerger resulting in stock dividend paid in different stock for which the adjustment factor for the original stock was determined to be 0.383101.
You can view the details of the capital change event in Eikon application. If you have further questions about these events, the best resource is Refinitiv Helpdesk, which you can reach by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. Our content specialists can look into the details of this event and provide any necessary clarifications or corrections if it's determined that the data in Eikon is wrong.

Zhenya Kovalyov

@guogl it looks like a sorting difference, as both values correspond to the same date. In my output order difference is different, as in I can see the first occurrence, but not the second. I can also see the difference in order when I mimic your API request params in Excel - so this is not an API issue.

Is it critical?

Unknown

I am calculating accumulated adjustment factors for post adjustment price purpose.

Two factors with different value appeared on 2007-7-2 did give the wrong value for my calculations.

Unknown

Ok, will do