Corporate actions data using Python code

Question

Client would like to know how to retrieve data for all companies listed in ASX all such events over the last years. Could you please tell me how to do that using Python codes?

Companies make announcement on all kinds of things, e.g., executive change, dividend, earnings. In desktop example if you now go to BHP.AX, you will see "events", which can be M&A, dividend, earnings

Client would like to get this as a Python code for companies listed in ASX all such events over the last years

Jirapongse · Answer

@avinash.sonde

It could be the search API.

Please check this Building Search into your Application Workflow article.

You can use the Advanced Search to search the requried RICs. Please refer to this Find content and functionality using the Data Library with Workspace Advanced Search article.

Otherwise, you can contact the helpdesk team for the correct Filter string.

avinash.sonde · Answer

Thanks for the codes, they are working!

The 1999 number is the currently listed companies, right? What if I want to have all the firms including the delisted ones in the past? What would be the correct code then?

Jirapongse · Answer

@avinash.sonde

Thank you for reaching out to us.

First, the client can use the screener to get the list of RICs in ASX. For example:

df = ld.get_data(
    universe=['SCREEN(U(IN(Equity(active,public,primary))), Contains(TR.ExchangeCode,"ASX"), CURN=USD)'],
    fields=["TR.RIC"])
df

There are around 2000 RICs so we need to split those RICs into chucks.

n = 50
chunks = [df['RIC'].to_list()[i : i + n] for i in range(0, len(df['RIC'].to_list()), n)]
chunks

Request data for each chunk.

df_list = []
for rics in chunks:
    print(rics)
    df = ld.get_data(
        universe = rics,
        fields = [
            'TR.EventStartDate',
            'TR.EventType',
            'TR.EventTitle',
            'TR.EventEndDate'
        ],
        parameters={'SDate':'-1Y','EDate':'1D','EventType':'ALL'})
    df_list.append(df)

Merge all data frames.

import pandas as pd
pd.concat(df_list)

This is sample code and has not been fully tested. You may need to contact the content team to verify the TR fields and parameters.

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