Corporate-action adjustment factors

Mirrors adjustment_factors.get_range of the Python client's reference data API.

Usage

db_adjustment_factors(
  start,
  end = NULL,
  symbols = NULL,
  stype_in = "raw_symbol",
  countries = NULL,
  security_types = NULL,
  allocate_isins = TRUE,
  compression = "zstd"
)

Arguments

start, end

Request window. start is required; leaving end as NULL asks the server to forward-fill.

symbols

Character vector of symbols, a comma-separated string, or NULL for all symbols.

stype_in

Symbol type of symbols. The reference API accepts more types than the historical one, among them "isin", "figi" and "nasdaq_symbol", and passes the value through unvalidated.

countries

Optional country filter, a character vector or a comma-separated string.

security_types

Optional security-type filter.

allocate_isins

Ask the server to allocate ISINs.

compression

Transfer compression, "zstd" or "none".

Value

A tibble of adjustment factors, with ts_created parsed as a timestamp and ex_date as a date.

See also

Other reference: db_corporate_action_enums(), db_corporate_action_events(), db_corporate_actions(), db_security_master(), db_security_master_last()

Examples

if (FALSE) { # \dontrun{
db_adjustment_factors(start = "2024-01-01", symbols = "AAPL")
} # }