CORPORATE EVENT ADJUSTMENT FACTORS
Accurate price and volume series start with accurate adjustment.
algoseek provides corporate event adjustment factors that cover every event changing price or volume: splits, dividends, rights offerings, and share exchanges. Without them, a single missed split silently breaks every price series built on top of it. Four dataset levels, from a bare factor you apply in one step to the full dividend and share-exchange detail you need to calculate your own.
Daily Cumulative Factors (sample)
Daily
| Field | Type | Example |
|---|---|---|
| SecId | integer | 320193 |
| Ticker | string | AAPL |
| TradeDate | string | 2024-06-10 |
| AdjustmentFactor | decimal | 0.25 |
| CumulativeFactorPrice | decimal | 0.007142 |
| CumulativeFactorVolume | decimal | 140.00 |
| AdjustmentReason | string | CashDiv |
| EventType | string | DIV |
Every event that moves the number
A split, a dividend, a share exchange: ignore any one of them and the time series is wrong.
Every corporate event that changes a security’s price or volume leaves a discontinuity in the raw data. A 4-for-1 split quarters the price overnight. A special dividend shifts it by the payout amount. A share exchange rewrites the ratio between old and new shares. If your pipeline does not adjust for each event individually, the historical series is silently broken, and everything built on top of it inherits the error.
algoseek provides four levels of adjustment dataset so your team can work the way it prefers. Some teams just want to download the latest factors and apply them. Others want the underlying detail so they can calculate the adjustments themselves. Both needs are covered, and the full detail, including dividend dollar amounts and share exchange ratios, ships alongside the factors so nothing is hidden behind a single number.
Four granularity levels
Basic (just the factor and its reason), Detailed (the factor plus the dividend amount and event detail), Cumulative (forward and backward factors for both price and volume per event), and Daily Cumulative (a running factor recalculated every day). Choose the level your pipeline needs.
Keyed to the ASID
Every factor links to the persistent ASID, so adjustments trace correctly across ticker changes and delistings without separate reconciliation tables.
Full history from 2007
Cumulative factors from today back to inception, so you can reconstruct an accurate price and volume series for any historical date without maintaining the calculation yourself.
What’s in the dataset
Four datasets, one for each level of detail.
Some teams want the factor applied. Others want the raw detail to run their own calculations. All four are keyed to the security identifier and cover every corporate event that changes price or volume.
Equity · Event · US
Basic Adjustment Factors
The adjustment factor and its reason, nothing more. One row per corporate event. For teams that just want to download the latest factors and apply them.
SecId
Ticker
EffectiveDate
AdjustmentFactor
AdjustmentReason
EventId
Equity · Event · US
Detailed Adjustment Factors
The factor plus the full detail behind it: company name, event type, dividend amount, share exchange detail, and ISIN. One row per corporate event. For teams that want to audit the factor or calculate their own adjustments.
SecId
Ticker
EffectiveDate
AdjustmentFactor
AdjustmentReason
EventType
Detail
ISIN
Equity · Event · US
Cumulative Adjustment Factors
Forward and backward cumulative factors for both price and volume, per corporate event. Four separate factor columns so you can apply the direction and measure your pipeline needs.
SecId
Ticker
EffectiveDate
CumulativeFactorPriceBackward
CumulativeFactorPriceForward
CumulativeFactorVolumeBackward
CumulativeFactorVolumeForward
Equity · Event · US · Most popular
Daily Cumulative Adjustment Factors
A running cumulative factor for both price and volume, recalculated daily. Download one updated file and get fully adjusted price and volume from today back to inception. Apply the factor to the as-is prices on that trade date and you are done. No calculations to maintain on your side.
SecId
Ticker
TradeDate
AdjustmentFactor
CumulativeFactorPrice
CumulativeFactorVolume
AdjustmentReason
EventType
Why it matters
What you will NOT get from a generic adjustment feed.
Most adjustment data gives you a factor and nothing else. When a number looks wrong, you have no way to check it, and no link back to the security it belongs to.
A generic adjustment feed
A bare factor with no underlying detail. No way to check whether the number is right.
Keyed to the ticker, so a ticker change or delisting breaks the link to the corporate event.
One level of detail. You take the factor or you build the calculation yourself from scratch.
algoseek adjustment factors
The factor plus the dividend amount and share exchange ratio, so every number can be traced to its source.
Keyed to the ASID, so adjustments trace correctly through ticker changes, delistings, and every other lifecycle event.
Two granularity levels: basic coverage for every listing, detailed with underwriter, deal type, pricing range, and initial listing price.
Four granularity levels: basic for speed, detailed for auditability, cumulative with forward and backward factors, and daily cumulative for zero-maintenance adjusted series.
Explore the Data
Query the equity security master directly with Python or SQL. Up to a year of production data, no agreement, no credit card needed.
Talk to our team
Core team from the trading side. Integration help, licensing for redistribution, and pipeline design.