Adjustments
The list of adjustment types that tells the system whether to apply or not apply CORAX (Corporate Actions) events or exchange/manual corrections to historical time series data.
Value | Description |
---|---|
'unadjusted' | Not apply both exchange/manual corrections and CORAX |
'exchangeCorrection' | Apply exchange correction adjustment to historical pricing |
'manualCorrection' | Apply manual correction adjustment to historical pricing i.e. annotations made by content analysts |
'CCH' | Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock split |
'CRE' | Apply Currency Redenomination adjustment when there is redenomination of currency |
'RPO' | Apply Reuters Price Only adjustment to adjust historical price only not volume |
'RTS' | Apply Reuters TimeSeries adjustment to adjust both historical price and volume |
'qualifiers' | Apply price or volume adjustment to historical pricing according to trade/quote qualifier summarization actions |