Corporate Actions database/feed

Discussion in 'Data Sets and Feeds' started by jad, Jul 30, 2020.

  1. jad


    Wonder, if there is a recommend corporate actions provider (hopefully reasonably priced). Or maybe some SEC parsing code to get those events.

    Currently I use a mix of shareradar (for historical) and interactive brokers (for live)

    However both don't have "rights issue" event. (as a practical problem I ended up shorting BNTX and OXY on days of a "rights issue" event day. now I "short" those warrants, which are not tradeable and much harder to get out of, even if I wanted)

    And it is important that such a feed is "forward" looking. i.e. it would message "today" that in some X days in the future (at least 1 day) if you a shareholder on that day current +X you will get a right to buy more shares, i.e. same style as interactive brokers presents dividends API. (as opposed to, as in some dbs (say shareradar) which presents this info only after the fact, i.e. great for backtesting but not actionable for trading.)