Equity Reference Corporate Actions
Corporate action adjustment factors for U.S. equities: basic, cumulative, daily cumulative, and event-level detail. Splits, dividends, mergers since 2007.
Corporate action adjustment datasets for all U.S. exchange-listed equities since 2007, providing the multipliers and event records needed to produce split-adjusted stock data and dividend-adjusted OHLCV across the full history of splits, dividends, mergers, spin-offs, and other capital changes.
Four formats are available: basic adjustment factors (forward and backward price and volume multipliers per event), cumulative adjustment factors (single compounded multiplier per security per date), daily cumulative adjustment factors (continuous time series with carry-forward values for seamless date-based joins), and detailed adjustment factors (event-level records with identifiers, reasons, old/new values, and source attribution).
These datasets support accurate backtesting, portfolio analytics, and any quantitative workflow where historical prices must reflect corporate events consistently.
Detailed Adjustment Factors#
The U.S. Equities Detailed Adjustment Factors dataset provides an event-level, fully attributed view of corporate actions that impact U.S. equity price and volume history. This dataset extends basic adjustment factors by exposing detailed metadata for each corporate event, enabling deeper analysis, auditability, and reconstruction of historical adjustments. In addition to the adjustment factor itself, each record includes the algoseek SecId, ticker symbol effective on the event date, event reason, and a unique corporate event identifier. The dataset also captures the security name, and the source of the corporate action information, providing a complete and transparent representation of how each event alters the underlying security’s attributes. This dataset is designed for users who require granular corporate-action tracking, detailed reconciliation, and high-fidelity historical back-testing, particularly in environments where adjustment provenance and event-level explainability are critical.
Basic Adjustment Factors#
The U.S. Equities Basic Adjustment Factors dataset provides adjustment factors that affect price, volume or both for corporate events that impact historical equity time series. Each adjustment entry is accompanied by the adjustment reason, enabling transparent and reproducible application of corporate-action adjustments. The dataset allows users to compute both forward- and backward-adjusted price and volume series, supporting a wide range of analytical and back-testing methodologies. Coverage includes all U.S. exchange-listed equities, with historical data available from 2007 onward.