otp.oqd.CorporateActions#

class CorporateActions(start=utils.adaptive, end=utils.adaptive, symbol=utils.adaptive)#

Bases: onetick.py.core.source.Source

OneQuantData™ source EP to retrieve a time series of corporate actions for a symbol.

This source will return all corporate action fields available for a symbol with EX-Dates between the query start time and end time. The timestamp of the series is equal to the EX-Date of the corporate action with a time of 0:00:00 GMT.

Examples

>>> src = otp.oqd.sources.CorporateActions()  
>>> otp.run(src,  
...         symbols='TDEQ::::AAPL',
...         start=otp.dt(2021, 1, 1),
...         end=otp.dt(2021, 8, 6),
...         symbol_date=otp.dt(2021, 2, 18),
...         timezone='GMT')
        Time   OID  ACTION_ID    ACTION_TYPE  ACTION_ADJUST ACTION_CURRENCY  ANN_DATE   EX_DATE  PAY_DATE  REC_DATE                       TERM_NOTE TERM_RECORD_TYPE ACTION_STATUS
0 2021-02-05  9706   16799540  CASH_DIVIDEND          0.205             USD  20210127  20210205  20210211  20210208          CASH:0.205@USD                         NORMAL
1 2021-05-07  9706   17098817  CASH_DIVIDEND          0.220             USD  20210428  20210507  20210513  20210510           CASH:0.22@USD                         NORMAL
2 2021-08-06  9706   17331864  CASH_DIVIDEND          0.220             USD  20210727  20210806  20210812  20210809           CASH:0.22@USD                         NORMAL

Parameters

start (datetime.datetime, otp.datetime, onetick.py.adaptive, default= onetick.py.adaptive) – Start of the interval from which the data should be taken. Default is onetick.py.adaptive, making the final query deduce the time limits from the rest of the graph.
end (datetime.datetime, otp.datetime, onetick.py.adaptive, default= onetick.py.adaptive) – End of the interval from which the data should be taken. Default is onetick.py.adaptive, making the final query deduce the time limits from the rest of the graph.
symbol (str, list of str, Source, query, eval query, default= onetick.py.adaptive) – Symbol(s) from which data should be taken.