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:

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