get_timeseries corax parameter not working?

rajanraju

I tried to run the get_timeseries with corax set to adjusted and unadjusted. STEL.SI paid dividends (Ex-Date : 2019-12-18 Pay Date 2020-01-10). Here's the output:

corax = 'adjusted'

corax = 'unadjusted'

The dividends don't seem to hv been captured. Is there any way I can get the Price adjusted for dividends paid historically via the Eikon api? I was looking for the monthly dividends paid for .STI companies over the past 3 years. I had hoped the adjusted/unadjusted setting would adjust for dividends. Otherwise, will write code to do the adjustment at my end after calling for historic dividends, Will be a bit inefficient as I'd be calling two data points and then doing the calculation at my end. Hopefully, refinitiv already has computed this.

Thanks

Jirapongse

@rajanraju

From my findings, the close price will be adjusted for all below events: Stock dividend, Bonus issue, Demerger (Spin-off event), Rights issue, Share split, Share consolidation and Special Dividend. We do not adjust the close price for the regular cash dividend.

For historic dividends, you can find the proper fields from the Formula Builder in Eikon Excel. You can find dividend fields under Corporate Actions -> Dividend History category. For example, I am using the TR.DivUnadjustedNet field.

You can use the get_data method to retrieve the data.

df,err = ek.get_data(["STEL.SI"],
                 [ "TR.DivUnadjustedNet.coraxdividenddate","TR.DivUnadjustedNet","TR.DivUnadjustedNet.paymenttype"], 
                 {"SDate":"2016-01-01",
                  "EDate":"2020-01-17"
                 })
df

The output is:

However, you can directly contact the content support team for confirmation via my.refinitiv.com.

rajanraju

@jirapongse.phuriphanvichai

Many thanks. The dividend piece is very useful. Pls do consider the adjustment for cash dividends as a functionality enhancement as well. Will make it very useful for people who look at total returns (including cash dividends).