Unable to fetch Corporate action data

Question

HI team,

I have written a python code to fetch Corporate action data from Reuters for a specific time period. My code looks something like this:

df_CA = rd.get_data(    universe=list1,    fields=[        "TR.CAEffectiveDate",        "TR.CAAnnouncementDate",        "TR.REPCorpActionType",        "TR.CACorpActDesc",        "TR.CAAdjustmentFactor",        "TR.CARecordDate",        "TR.CAExDate"    ],    parameters={"SDate": "2024-01-01", "EDate": "2026-12-31"})

However I am unable to fetch the corporate action type. Is "TR.REPCorpActionType" the correct keyword?

Thanks a lot for your time!

Jirapongse · Answer

According to the Data Item Browser tool, TR.CACorpActEventType belongs to the Corporate Actions/Capital Changes category and represents the capital change event type, whereas TR.REPCorpActionType belongs to the Deals/Repurchase category and represents the type of corporate action associated with a share repurchase program.

ld.get_data(
    universe = ['MSFT.O'],
    fields = [
        'TR.REPCorpActionType',        
        'TR.REPCorpActionType.date',
        'TR.REPCorpActionType.DealId',
        'TR.REPCorpActionText'
    ]
)

TR.REPCorpActionType doesn't support the SDate and EDate parameter.

For more information, please contact the helpdesk support team directly via LSEG Support.

ujjawal_khandelwal · Answer

Hi @Bhavya_Vishnu,

Thank you for reaching out!

To identify the correct field for Corporate Action Type, I would recommend using the Data Item Browser (DIB) in LSEG Workspace. DIB allows you to search and filter fields by asset class and content classification (including Corporate Actions) and provides detailed information about each field, including:

* Field name
* Definition
* Supported parameters
* Content classification

This is typically the best place to verify the appropriate field mapping for a particular content set. For your case, I believe you are looking for Capital Change events so 'TR.CACorpActEventType' should be the right field.

You may also find the following article useful when working with Corporate Actions content:

* Exploring the LSEG Workspace Corporate Actions Content Set

I also notice that the question has been posted under the Eikon Data APIs category. I would recommend using the latest LSEG Data Library for Python, which is the strategic Python library going forward. You can find it here:

* LSEG Data Library for Python
* LSEG Data Library - Patterns and Features - Series Index

If you are unable to locate the required Corporate Actions field or confused, I would suggest raising a ticket with LSEG Support, as field selection questions are generally content-related and can be confirmed by the content specialists.

Please let me know if you found this helpful and please continue on this thread if you have any API-related questions and we'll be happy to help.

Thank you : )

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