Dataset Name: six_corporate_actions_voluntary
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. |
| transformationType | string | Type classification of the transformation single message (e.g. assimilation). |
| transformationMandatory | string | Flag Yes/No/Unknown |
| newInstrumentIdentifier | string | New instrument identifier after the event. |
| newInstrumentShortName | string | Instrument short name with up to 19 characters. |
| newNominalCurrency | string | The currency code of the nominal value of the instrument after transformation. |
| effectiveDate | string | Date on which the event becomes effective. If the effective date is not known (e.g. messages issued retroactively), the publication date of the source is entered instead. |
| 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. |
| settlementType | string | Indicates the form in which instruments are settled, e.g. in cash, stock or a combination thereof. |
| description | string | Remarks and supplementary information in text format. The entries are possibly supplied in more than one language. |
| oldAmount | double | Indication of the instrument quantity before the transformation. |
| newAmount | double | Indication of the cash amount after the transformation. |
| newInstrumentQuantity | double | Indication of the number of instruments after the transformation. |
| submissionPeriodFrom | string | Marks the beginning of the period during which instruments can be submitted for transformation. |
| submissionPeriodTo | string | Marks the end of the period during which instruments can be submitted for transformation. If the starting date is open or not known, only this field needs to be filled. After that date, tendering or submission is no longer possible except when the period was extended. |
| commentDescription | string | Textual description with maximum of 850 characters. |
| optionDescription | string | The transformation event contains more than one option and is too complex to be displayed in a flat file. |
| grossCurrency | string | Currency Code related to the Gross Amount. It is either delivered according to ISO 4217 or following SIX numerical coding. |
| grossQuantityOrAmount | double | Actual gross payment amount or factor of target instrument specified. |
| grossPaymentPlanned | double | Anticipated gross payment amount. |
| newSwissValorNumber | int64 | Swiss Valor number of the new instrument after transformation. |
| newISIN | string | International Securities Identification Number of the new instrument after transformation. |
| paymentGrossQuantityOrAmountType | 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. |
| initialInstrumentSwissValorNumber | int64 | Official national instrument identifier assigned by the National Numbering Agency responsible for Switzerland: SIX Financial Information. |
| paymentFunction | string | Specific and commonly used classification for the type of payment function. |
| cashFlowFunction | string | Function of cash flow in terms of securities administration. |
| cashFlowPaymentType | string | Classification used for the type of payment (e.g. fixed payment). |
| maturityDateEffectiveDate | string | Date on which the payment was due or is actually made. Date of the premature redemption (possible or advised date), if the issuing conditions of the security provide for a regular calling frequency (monthly, annually, etc.). No date is inserted in this field, if the security is callable at any time. For instruments with an extendable maturity, this field contains the new (i.e. extended) maturity date. |
| subscriptionPeriodOrExerciseFrom | string | Planned start of payment/subscription or exercise period |
| subscriptionPeriodOrExerciseTo | string | Planned end of payment/subscription or exercise period |
| classActionDateType | string | Description of the Class Action Date Type for the fields Class Action Date From/Until. |
| objectionDeadline | string | Date by when objection to the settlement may be filed. |
| classActionStatus | string | Current state of a class action, such as new, settled, MTD (Motion to Dismiss). |
| caseNumber | string | A case number is captured only if and when stated in the official publication of the legal proceedings. |
| classActionCurrency | string | Currency code of the Settlement amount following the legal proceedings. |
| classActionSettlementAmount | double | Settlement amount following the legal proceedings. |
| requestForExclusionDeadline | string | As a rule, class members can exclude themselves from the class action. Date by when the written request for exclusion must be submitted to the claim administrator. |
| classActionDateFrom | string | Date from for a Class Action event. The date type is specified in the field Class Action Date Type. |
| classActionDateTo | string | Date until for a Class Action event. The date type is specified in the field Class Action Date Type. |
| leadPlaintiffDeadline | string | A sixty day period after a securities class action has been filed within which applications for Lead Plaintiff must be filed. If you wish to be a Lead Plaintiff in a particular case, you should contact the lawyers well in advance of this deadline. |
| filingDate | string | The date on which the class action was filed at court by the plaintiff. |
| 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. |
| messageDate | string | Initial entry date of the event. |
| lastUpdate | string | Date on which the message was amended last. |