Corporate actions

Mirrors corporate_actions.get_range.

Usage

db_corporate_actions(
  start,
  end = NULL,
  index = "event_date",
  symbols = NULL,
  stype_in = "raw_symbol",
  events = NULL,
  countries = NULL,
  exchanges = NULL,
  security_types = NULL,
  flatten = TRUE,
  pit = FALSE,
  allocate_isins = TRUE,
  compression = "zstd"
)

Arguments

start, end

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

index

Column the result is ordered by, "event_date" by default.

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.

events

Optional event-type filter, a character vector or a comma-separated string. See db_corporate_action_events().

countries

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

exchanges

Optional exchange filter. Sent only when supplied.

security_types

Optional security-type filter.

flatten

Expand the nested date_info, rate_info and event_info objects into ordinary columns.

pit

Keep every point-in-time record. FALSE, the default, keeps only the latest record of each event.

allocate_isins

Ask the server to allocate ISINs.

compression

Transfer compression, "zstd" or "none".

Value

A tibble of corporate actions.

See also

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

Examples

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