stocks

Split/bonus adjustment factors with unquantified events

The split and bonus adjustment-factor timeline used to adjust the price series, oldest first: ex-date, action type, ratio, factor, cumulative factor, a confidence label and whether a second record corroborates the event. meta.reconstruction gives the formula to rebuild the raw (unadjusted) series. unquantified_events lists rights issues and demergers that are known but have NO reliable numeric factor (a rights adjustment needs the subscription price; a demerger is not a single number): do not invent a factor for them, and treat a price gap on those ex-dates as suspect rather than as a return. Factors cover splits and bonuses only; the adjusted series is price-return, not total-return. The paged, typed view of the same events is /v1/stocks/{symbol}/corporate-adjustments.

get/v1/stocks/{symbol}/adjustment-factors

Request

  • Base URL: https://api.tapetide.com
  • URL: https://api.tapetide.com/v1/stocks/{symbol}/adjustment-factors
  • Auth: HTTP bearer

Path parameters

symbolstring required

Stock or index symbol, e.g. "RELIANCE", "TCS", "NIFTY". Percent-encode symbols containing "&" (M%26M).

Response

OK. Costs one request unit.

dataunknown required

Changes

No recorded changes to this operation across all 1 revision of this API.