Where do I find info re stock splits. In particular it would help to have stock split info ahead of the trading day of actual occurrence. It is a requirement to be able to retrieve this in an automated fashion using Eikon API.
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How do i find out when a RIC code (of a stock listing) will produce a stock split - in an automated manner using EIKON API?
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I would suggest building in in Eikon for Excel first and address any content questions that you have to your local Thomson Reuters Support Desk.
However, I think you can query the corporate action data for stock split events (notice CAEventType:SSP), e.g.:
fields = ['TR.CAAnnouncementDate',
'TR.CARecordDate',
'TR.CAEffectiveDate',
'TR.CADealDate',
'TR.CAExDate',
'TR.CAAdjustmentFactor',
'TR.CAAdjustmentType',
'TR.CATermsOldShares',
'TR.CATermsNewShares'
]
r, e = tr.get_data('AAPL.O', fields, parameters={"CAEventType":"SSP"})
That will give you the following information:
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Dear all,
Now that I developed the above and made it part of my application, a question arises pertaining to the meaning of, eg.: <Capital Change Effective Date>. I had expected this date to be the date on which -before trading starts- as of which the change is going to be effective. But e.g. in the case of RICode TREX.K I am finding this date to be shifting along with the calendar, i.e. on every day this date is equal to todays date. I conclude that I must have interpreted wrongly. So the question becomes: As of what date is the stock split (or the 'Capital Change') effective? When do I take the appropriate measures in my database?
@vanderkroon
For an authoritative answer to content explanation questions such as this one the best resource is Thomson Reuters Helpdesk, which you can reach by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.
I'm afraid I do not reproduce the issue you describe. I just tried retrieving capital change history for TREX.K and the value of TR.CAEffectiveDate field related to the upcoming 1:2 stock split is 18-Jun-18 and not today's date. Do you have a replication procedure that I could follow to reproduce what you see?
