# Corporate Actions This section contains 7 examples for Corporate Actions using the `onetick-py`.
\\\\ Each example is a self-contained script that can be run against the OneTick Cloud sample databases. ```default # onetick-py WebAPI configuration for OneTick Cloud import os os.environ['OTP_WEBAPI'] = '1' os.environ['OTP_HTTP_ADDRESS'] = 'https://rest.cloud.onetick.com' os.environ['OTP_ACCESS_TOKEN_URL'] = 'https://cloud-auth.parent.onetick.com/realms/OMD/protocol/openid-connect/token' os.environ['OTP_CLIENT_ID'] = '__FILL_IN__' os.environ['OTP_CLIENT_SECRET'] = '__FILL_IN__' ``` ## Adjusting for Additive Dividends by PRICE Retrieve corporate action adjusted daily price history for additive cash dividends, including the original prices using [`corp_actions()`](https://docs.pip.distribution.sol.onetick.com/api/source/corp_actions.html.md#onetick.py.Source.corp_actions) with parameters `adjust_rule='PRICE', apply_cash_dividend=True`.
\\\\ Additive cash dividends can produce negative adjusted price histories across long time horizons.
\\\\ Adjusting for Multiplicative Dividends does not have this problem and is recommended instead. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE_DAILY', tick_type='DAY') data = data[['CLOSE', 'VOLUME', 'EXCHANGE']] data = data.where(data['EXCHANGE'] == '') data['ORIG_CLOSE'] = data['CLOSE'] data = data.corp_actions(fields='CLOSE', adjust_rule='PRICE', apply_cash_dividend=True) result = otp.run(data, start=otp.dt(2024, 1, 1), end=otp.dt(2024, 4, 1), timezone='America/New_York', symbols='AAPL', symbol_date=otp.dt.now()) result ``` ```myst-ansi Time CLOSE VOLUME EXCHANGE ORIG_CLOSE 0 2024-01-02 20:15:00 185.40 82488674 185.64 1 2024-01-03 20:15:00 184.01 58414460 184.25 2 2024-01-04 20:15:00 181.67 71983570 181.91 3 2024-01-05 20:15:00 180.94 62379661 181.18 4 2024-01-08 20:15:00 185.32 59144470 185.56 .. ... ... ... ... ... 56 2024-03-22 20:15:00 172.28 71160138 172.28 57 2024-03-25 20:15:00 170.85 54288328 170.85 58 2024-03-26 20:15:00 169.71 57388449 169.71 59 2024-03-27 20:15:00 173.31 60273265 173.31 60 2024-03-28 20:15:00 171.48 65672690 171.48 [61 rows x 5 columns] ``` ## Adjusting for Corporate Actions by PRICE and SIZE Retrieve corporate action adjusted daily price history for splits, including the original prices where the closing price and volume should be adjusted in different ways due to the split using [`corp_actions()`](https://docs.pip.distribution.sol.onetick.com/api/source/corp_actions.html.md#onetick.py.Source.corp_actions) with parameters `adjust_rule='...', apply_split=True`. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE_DAILY', tick_type='DAY') data = data[['CLOSE', 'VOLUME', 'EXCHANGE']] data = data.where(data['EXCHANGE'] == '') data['ORIG_CLOSE'] = data['CLOSE'] data['ORIG_VOLUME'] = data['VOLUME'] data = data.corp_actions(fields='CLOSE', adjust_rule='PRICE', apply_split=True) data = data.corp_actions(fields='VOLUME', adjust_rule='SIZE', apply_split=True) result = otp.run(data, start=otp.dt(2024, 2, 10), end=otp.dt(2024, 3, 10), timezone='America/New_York', symbols='WMT', symbol_date=otp.dt.now()) result ``` ```myst-ansi Time CLOSE VOLUME EXCHANGE ORIG_CLOSE \ 0 2024-02-12 20:15:00 56.766666 1.479504e+07 170.30 1 2024-02-13 20:15:00 56.379999 1.857422e+07 169.14 2 2024-02-14 20:15:00 56.199999 1.848460e+07 168.60 3 2024-02-15 20:15:00 56.429999 1.694886e+07 169.29 4 2024-02-16 20:15:00 56.786666 2.237354e+07 170.36 .. ... ... ... ... ... 14 2024-03-04 20:15:00 59.300000 1.603330e+07 59.30 15 2024-03-05 20:15:00 60.040000 1.967688e+07 60.04 16 2024-03-06 20:15:00 60.570000 1.269871e+07 60.57 17 2024-03-07 20:15:00 60.360000 1.619530e+07 60.36 18 2024-03-08 20:15:00 60.120000 1.214364e+07 60.12 ORIG_VOLUME 0 4931680 1 6191405 2 6161534 3 5649619 4 7457847 .. ... 14 16033298 15 19676884 16 12698714 17 16195303 18 12143645 [19 rows x 6 columns] ``` ## Adjusting for Multiplicative Dividends by PRICE Retrieve corporate action adjusted daily price history for additive cash dividends, including the original prices using [`corp_actions()`](https://docs.pip.distribution.sol.onetick.com/api/source/corp_actions.html.md#onetick.py.Source.corp_actions) with parameters `adjust_rule='PRICE', apply_others='MULTI_ADJ_CASH'`. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE_DAILY', tick_type='DAY') data = data[['CLOSE', 'VOLUME', 'EXCHANGE']] data = data.where(data['EXCHANGE'] == '') data['ORIG_CLOSE'] = data['CLOSE'] data = data.corp_actions(fields='CLOSE', adjust_rule='PRICE', apply_others='MULTI_ADJ_CASH') result = otp.run(data, start=otp.dt(2024, 1, 1), end=otp.dt(2024, 4, 1), timezone='America/New_York', symbols='AAPL', symbol_date=otp.dt.now()) result ``` ```myst-ansi Time CLOSE VOLUME EXCHANGE ORIG_CLOSE 0 2024-01-02 20:15:00 185.403495 82488674 185.64 1 2024-01-03 20:15:00 184.015265 58414460 184.25 2 2024-01-04 20:15:00 181.678247 71983570 181.91 3 2024-01-05 20:15:00 180.949177 62379661 181.18 4 2024-01-08 20:15:00 185.323597 59144470 185.56 .. ... ... ... ... ... 56 2024-03-22 20:15:00 172.280000 71160138 172.28 57 2024-03-25 20:15:00 170.850000 54288328 170.85 58 2024-03-26 20:15:00 169.710000 57388449 169.71 59 2024-03-27 20:15:00 173.310000 60273265 173.31 60 2024-03-28 20:15:00 171.480000 65672690 171.48 [61 rows x 5 columns] ``` ## Adjusting for Splits by PRICE Retrieve corporate action adjusted daily price history for splits, including the original prices using [`corp_actions()`](https://docs.pip.distribution.sol.onetick.com/api/source/corp_actions.html.md#onetick.py.Source.corp_actions) with parameters `adjust_rule='PRICE', apply_split=True`. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE_DAILY', tick_type='DAY') data = data[['CLOSE', 'VOLUME', 'EXCHANGE']] data = data.where(data['EXCHANGE'] == '') data['ORIG_CLOSE'] = data['CLOSE'] data = data.corp_actions(fields='CLOSE', adjust_rule='PRICE', apply_split=True) result = otp.run(data, start=otp.dt(2024, 2, 10), end=otp.dt(2024, 3, 10), timezone='America/New_York', symbols='WMT', symbol_date=otp.dt.now()) result ``` ```myst-ansi Time CLOSE VOLUME EXCHANGE ORIG_CLOSE 0 2024-02-12 20:15:00 56.766666 4931680 170.30 1 2024-02-13 20:15:00 56.379999 6191405 169.14 2 2024-02-14 20:15:00 56.199999 6161534 168.60 3 2024-02-15 20:15:00 56.429999 5649619 169.29 4 2024-02-16 20:15:00 56.786666 7457847 170.36 .. ... ... ... ... ... 14 2024-03-04 20:15:00 59.300000 16033298 59.30 15 2024-03-05 20:15:00 60.040000 19676884 60.04 16 2024-03-06 20:15:00 60.570000 12698714 60.57 17 2024-03-07 20:15:00 60.360000 16195303 60.36 18 2024-03-08 20:15:00 60.120000 12143645 60.12 [19 rows x 5 columns] ``` ## Retrieving Adjustment Factors Retrieving corporate action adjustment factors across a specified time range.
\\\\ Using [`ref_data()`](https://docs.pip.distribution.sol.onetick.com/api/data_inspection/db.html.md#onetick.py.db._inspection.DB.ref_data) with parameter `ref_data_type='corp_actions'`. ```ipython3 import onetick.py as otp dbs = otp.databases() db = otp.databases()['US_COMP_SAMPLE_DAILY'] result = db.ref_data(ref_data_type='corp_actions', symbol='WMT', start=otp.dt(2024, 2, 10), end=otp.dt(2024, 3, 10), symbol_date=otp.dt.now()) result ``` ```myst-ansi Time MULTIPLICATIVE_ADJUSTMENT ADDITIVE_ADJUSTMENT ADJUSTMENT_TYPE 0 2024-02-26 0.333333 0.0 SPLIT ``` ## Retrieving all OQD Corporate Actions for Period Quering corporate action history from OQD for all symbols.
\\\\ Specifically `OQD_CACT_SAMPLE`, and table `CACT`.
\\\\ The Symbol is specified as `PAY_DATE`, `ANN_DATE`, `EX_DATE` or `REC_DATE`. ```python import onetick.py as otp data = otp.DataSource(db='OQD_CACT_SAMPLE', tick_type='CACT') result = otp.run(data, start=otp.dt(2024, 2, 1), end=otp.dt(2024, 2, 2), timezone='UTC', # Or ANN_DATE, EX_DATE or REC_DATE symbols=['PAY_DATE']) result ``` | | Time | OID | ACTION_ID | ACTION_TYPE | ACTION_ADJUST | ACTION_CURRENCY | ACTION_DATE | DELETED_TIME | TICK_STATUS | OMDSEQ | |------|------------|------------|-------------|---------------|-----------------|-------------------|---------------|----------------|---------------|----------| | 0 | 2024-02-01 | 1000012662 | 7197356 | CASH_DIVIDEND | 0.266044 | USD | 20240201 | 1970-01-01 | 0 | 21116 | | 1 | 2024-02-01 | 1000012663 | 7197357 | CASH_DIVIDEND | 0.090344 | EUR | 20240201 | 1970-01-01 | 0 | 21117 | | 2 | 2024-02-01 | 1000012667 | 7197358 | CASH_DIVIDEND | 0.347669 | USD | 20240201 | 1970-01-01 | 0 | 21118 | | 3 | 2024-02-01 | 1000013831 | 7198677 | CASH_DIVIDEND | 0.266044 | USD | 20240201 | 1970-01-01 | 0 | 21119 | | 4 | 2024-02-01 | 1000013832 | 7198678 | CASH_DIVIDEND | 0.347669 | USD | 20240201 | 1970-01-01 | 0 | 21120 | | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | | 2864 | 2024-02-01 | 97063 | 17951542 | CASH_DIVIDEND | 0.350394 | USD | 20240201 | 1970-01-01 | 0 | 23980 | | 2865 | 2024-02-01 | 99218 | 17997558 | CASH_DIVIDEND | 0.028032 | USD | 20240201 | 1970-01-01 | 0 | 23981 | | 2866 | 2024-02-01 | 99220 | 17997559 | CASH_DIVIDEND | 0.018951 | USD | 20240201 | 1970-01-01 | 0 | 23982 | | 2867 | 2024-02-01 | 99221 | 17997560 | CASH_DIVIDEND | 0.028018 | USD | 20240201 | 1970-01-01 | 0 | 23983 | | 2868 | 2024-02-01 | 99318 | 17937167 | CASH_DIVIDEND | 0.450000 | USD | 20240201 | 1970-01-01 | 0 | 23984 | 2869 rows x 10 columns ## Retrieving OQD Corporate Actions for Bloomberg Symbol Quering corporate action history from OQD.
\\\\ Specifically `OQD_CACT_SAMPLE`, and table `CACS`, for two symbols.
\\\\ Bloomberg symbols have been specified using the prefix `BSYM::::`. ```python import onetick.py as otp data = otp.DataSource(db='OQD_CACT_SAMPLE', tick_type='CACS') result = otp.run(data, start=otp.dt(2024, 1, 1), end=otp.dt(2024, 4, 1), timezone='UTC', symbols=['BSYM::::WMT US Equity', 'BSYM::::AAPL US Equity'], symbol_date=otp.dt.now()) result ``` ```text {'BSYM::::WMT US Equity': 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 DELETED_TIME TICK_STATUS OMDSEQ 0 2024-02-26 203776 17992444 SPLIT 0.333333 20240130 20240226 20240223 20240222 STOCK:2.00000000@203776 NORMAL 1970-01-01 0 380 1 2024-03-14 203776 18004769 CASH_DIVIDEND 0.207500 USD 20240220 20240314 20240401 20240315 CASH:0.2075@USD NORMAL 1970-01-01 0 2864, 'BSYM::::AAPL US Equity': 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 DELETED_TIME TICK_STATUS OMDSEQ 0 2024-02-09 9706 17996883 CASH_DIVIDEND 0.24 USD 20240201 20240209 20240215 20240212 CASH:0.24@USD NORMAL 1970-01-01 0 559 } ```