Dataset Name: six_corporate_actions_distribution
Group: market_data
Vendor: Six Group
Data Starts at: 2007-01-01 00:00:00
Symbol Set: Equities
Asset Class: Equity,ADRs,ETFs,Fixed Income,Options,FX,Futures
Data Update Time(s): EOD daily
Data Update Frequency: day
SIX Corporate Actions
The award-winning Corporate Actions from SIX with its comprehensive, near real-time reference database, are globally sourced to support cash flow management, income distribution and risk management.
Timely, Complete, and Processed Automatically
Our award-winning corporate actions data is globally sourced to support cash flow management, income distribution, and risk management.
Aggregated from all major financial markets, our corporate actions data is structured to maximize the automation of operations. This enables firms to handle the growing volume and complexity of corporate actions.
Delivered to customers worldwide, our data reduces operational and reputational risk, making data consumption more efficient. Corporate actions are a core strength of SIX and provide the foundation for multiple services.
How You Will Benefit
Deep Data Coverage - Receive corporate actions with related sub-events and messages
Flexible Delivery Options - Our corporate actions can be delivered in a format that suits you
Global, Timely, and Accurate - Sourced from major financial centers; updated and verified constantly
Stay Aware, Stay Ahead
The SIX data model enables complex events to be standardized, decrypted, and delivered in near-real time.
Our service helps you to plan ahead and reduce the risk of missing announcements. It notifies you in advance of events taking place in your portfolio.
In the past, customers had to combine data from SIX, fund manufacturers, and different specialist companies, in a number of hard-to-integrate formats. SIX now works with more than 50 partners to deliver aggregated corporate actions data in a wide variety of formats that can be integrated easily.
"We focus on the quality, accuracy and timeliness of our corporate actions data, as well as on how clients need to adapt to changing market conditions." - Annelotte de Nanassy, Senior Product Manager, SIX
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| symbol | string | Trading Symbol or Ticker |
| identifierScheme | string | Field common to all delivery files. Indicates the type of code of the identifier column (ISIN, CH, GB…). |
| BC | string | Field common to all delivery files. Indicates the Market Code Numerical (SIX) of the identifier. This field is only relevant for listings. |
| clientReference | string | Field common to all delivery files. This is a copy of the clientReference column from the selection file. When the clientReference column is not specified in the selection file, this field value is empty. |
| eventIdentifier | string | Identification code for an event. |
| corporateActionType | string | Corporate Action event type. |
| messageType | string | Providing the information if it is a new / mutation or deletion message in the output template |
| messageStatus | string | Indicates if the event is complete or incomplete. |
| swissValorNumber | int64 | Official national instrument identifier assigned by the National Numbering Agency responsible for Switzerland: SIX Financial Information. |
| instrumentShortName | string | Instrument short name with up to 19 characters. |
| instrumentNamePrefix | string | Instrument classification in textual form. |
| instrumentClassificationBySIX | string | Instrument classification allocated by SIX. Present on all instruments in the SIX database. |
| issuerSIXCompanyKey | string | Company entity identifier allocated by SIX on all institutions present in the SIX database. |
| issuerInstitutionShortName | string | Institution short name with up to 19 characters. |
| SIXMarketCodeNumerical | string | Represents the SIX identifier for exchanges, trading platforms, regulated or non-regulated markets and trade reporting facilities as sources of prices and related information. |
| exDividendDate | string | The ex-dividend date, or ex-date for short, is one of four stages that companies go through when they pay dividends to their shareholders. The ex-dividend date is important because it determines whether the buyer of a stock will be entitled to receive its upcoming dividend. |
| recordDate | string | Date on which the owner of the instrument must be recorded in the company's register in order to be entitled to receive the payment. |
| paymentDate | string | Date on which the payment is actually made. |
| significantDate | string | The purpose of the significant date is to offer one effective date, per event. According to the event, it selects among available dates with specific rules used for filtering and sorting. |
| meetingDate | string | Date on which the ordinary or extraordinary general meeting takes place. |
| dueDate | string | Date on which the payment was to be due. This element is only filled if the payment is omitted or only made in part. |
| paymentFunction | string | Specific and commonly used classification for the type of payment function. |
| earningPeriodDateFrom | string | Indicates the starting date of the period for which the cash flow is achieved. For dividend payments, the business year must be stated. Most of the time, it is stated without indicating DD.MM. Hence, for these cases, the format YYYY0000 must be delivered. |
| earningPeriodDateTo | string | Indicates the last date of the period for which the cash flow is achieved. For dividend payments, the business year must be stated. Most of the time, it is stated without indicating DD.MM. Hence, for these cases, the format YYYY0000 must be delivered. |
| subscriptionPeriodOrExerciseFrom | string | Planned start of payment/subscription or exercise period |
| subscriptionPeriodOrExerciseTo | string | Planned end of payment/subscription or exercise period |
| grossDistributionCurrency | string | The currency code linked to the gross amount. |
| grossDistributionQuantityOrAmount | double | The gross amount for cash dividends is delivered in this element. In case of stock distributions (e.g. stock dividend, rights distribution), this amount equals the amount of issued instruments (e.g. shares, rights) and forms the distribution ratio in conjunction with number of initial instruments. |
| grossDistributionType | string | This indicates if the total amount is specified as an amount or as a percentage or if it is stated per a specific number of instruments/units. |
| distributedSwissValorNumber | int64 | Official national instrument identifier assigned by the National Numbering Agency responsible for Switzerland: SIX Financial Information. |
| distributedISIN | string | International Securities Identification Number based on the national identification number and structured regarding ISO6166. The ISIN consists of 3 parts:1. Country code based on ISO3166-1 representing in most cases the country of issue 2. Nine character long national identification code (filled with leading zeros if needed 3.Single character check digit based on the Luhn algorithm) |
| initialInstruments | double | As an example, for Leverage Products, this specifies the amount of warrants necessary to exercise into the predefined Number of underlyings. For instruments that are quoted in percent/instruments with a nominal/denomination (e.g. Convertible bonds, certain Structured Products) the Number of initial instruments corresponds to the smallest denomination. |
| amortizationType | string | Represents the different ways in which planned or effective amortization payments are/were executed. |
| amortizationRateOrAmount | double | Indication of the actual amortization amount or amortization rate. Rates given as a percentage are based on the outstanding nominal capital amount or on the number of outstanding shares. The amortization amount of equity instruments for which no quotation type was specified always represents an absolute amount of shares (e.g. 100'000). |
| amortizationQuotationType | string | This indicates if the total amount is specified as an amount or as a percentage or if it is stated per a specific number of instruments/units. |
| amortizationCurrency | string | Currency code of the amortization amount. |
| amortizationDate | string | Amortization drawing date. |
| paydownFactorInPercentage | double | Paydown factor expressed in percentage. Factor by which the par value of a instrument is reduced upon capital redemption. It corresponds to the difference between the old principal/pool factor and the current principal/pool factor. If a negative amortization is included once the new principal/pool factor was announced, this factor of the aforementioned difference also corresponds to the negative amortization factor. |
| factorAdjustedNominalValue | double | If a capital redemption is executed based on the adjustment of the principal/pool factor, the numerically adjusted par value is recorded here provided it was made available. |
| factorAdjustedNominalValueCurrency | string | The currency of the factor adjusted nominal value. |
| poolFactor | double | Percentage of original denomination in relation to the outstanding denomination amount expressed as a factor. By means of this factor, the new outstanding capital amount (after capital redemption) can be calculated, e.g. for pooled instruments such as Mortgage Backed Securities, by multiplying the original denomination with this factor. An amortization that is carried out based on the adjustment of this factor does not change the denomination. |
| distributionCurrency | string | The currency code linked to the amount. |
| distributionAmount | double | The amount after possible deductions of expenses or taxes. |
| distributionType | string | Type of amount (e.g. gross amount). |
| denomination | double | Break-down of debt instrument by their nominal values (in Switzerland usually CHF 1000 and CHF 5000), or of physically available equity instruments by the number of share certificates (e.g. 1, 25, 100). |
| strikeCurrency | string | Specifies explicitly the currency of the Strike Price or Strike Level |
| strikePrice | double | Strike price. Options contracts are derivatives that give the holders the right, but not the obligation, to buy or sell some underlying security at some point in the future at a pre-specified price. This price is known as the option's strike price (or exercise price). For call options, the strike price is where the security can be bought by the option holder; for put options, the strike price is the price at which the security can be sold. |
| strikeType | string | Charaterises the plain embedded option/forward: long call, short call, long put, short put, long forward, short forward. Barriers: Specifies the barrier effect for e.g. Kick-in, Kick-out, Autocall early redemption. |
| reinvestmentCurrency | string | Currency in which the reinvestment amount is denominated. |
| reinvestmentAmount | double | Purchase price at which investors are entitled to buy an instrument issued as a result of a capital increase. In the event of a reinvestment, this amount corresponds to the theoretical issue price of the reinvested security (e.g. DRIP). |
| proRataInterestRate | double | Indicates the the portion of interest earned if the interest is payed in several installments. |
| dividendType | string | Type of dividend payment (e.g. ordinary dividend, bonus). |
| dividendPaymentFrequency | string | Indicates the frequency of dividend payments per business year |
| paymentStatus | string | Status of payment in its life cycle (e.g. planned). |
| couponNumber | string | Number of coupon or Code Coupon in France (Euroclear). |
| description | string | Remarks and supplementary information in text format. The entries are possibly supplied in more than one language. |
| referenceEventIdentifier | string | Reference to the corporate action event to which this single message belongs. |
| referenceSubEventIdentifier | string | Reference to the subevent within the corporate action event to which this single message belongs. |
| optionDescription | string | The transformation event contains more than one option and is too complex to be displayed in a flat file. |
| mainCashFlowSetEventIdentifier | string | |
| mainCashFlowSetCompositionType | string | Describes the relation of elements for complex payments (e.g. Addition, Choice/alternative). |
| mainCashFlowSetSelectionPeriodDateFrom | string | Start of the period when a choice regarding an optional payment is possible. |
| mainCashFlowSetSelectionPeriodDateTo | string | End of the period when a choice regarding an optional payment is possible. |
| mainCashFlowSetEntitledParty | string | Indicates the party choosing the optional payment. |
| cashFlowSet1EventIdentifier | string | Identification code for an event. |
| cashFlowSet1DefaultCashFlow | string | The cash flow applicable after the expiry of the selection period if no choice was made. |
| cashFlowSet2EventIdentifier | string | Identification code for an event. |
| cashFlowSet2DefaultCashFlow | string | The cash flow applicable after the expiry of the selection period if no choice was made. |
| cashFlowSet3EventIdentifier | string | Identification code for an event. |
| cashFlowSet3DefaultCashFlow | string | The cash flow applicable after the expiry of the selection period if no choice was made. |
| cashFlowSet4EventIdentifier | string | Identification code for an event. |
| cashFlowSet4DefaultCashFlow | string | The cash flow applicable after the expiry of the selection period if no choice was made. |
| messageDate | string | Initial entry date of the event. |
| lastUpdate | string | Date on which the message was amended last. |