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Corporate Action

Download sample file: CorporateAction.csv

Specific event that occurs on instruments such as dividends or instrument spilt

This Corporate Action file type is identified using the pattern: **CorporateAction*.csv (as specified by corporateActionFilePattern). This file is loaded using the CorporateAction topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

For information on the glob patterns used and how to customize them, see note on File name patterns

This file is intended to describe the corporate actions performed on the market data. It is separated from the market data input file and store to avoid empty fields as those events may occur rarely. It can contain either of the following:

Instrument-related modification such as split / merge, described by the SplitRatio column that will be used as a scale factor for market price correction.
Cash-related event such as dividend payment or bond coupon drop, that is expressed by a cash stream described in the CashDividend column.

Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	String with format ‘YYYY-MM-DD’	Indicates the date of the file. See Note on AsOfDate.	2018-09-27
RiskFactor	Y	N	String	Identifier of the risk factor. Must match risk factor identifier in the sensitivities files	Honda_Spot price
CashDividend		Y	Double	Dividend or Coupon amount paid to the holder this day	0.25
SplitRatio		Y	Double	If there’s an underlying instrument split, the quantity ratio between this day and the previous one	0.25