Coverage: DIH provides corporate actions for equity options and single stock futures. We link the corporate action on the underlying security to the contract and series. The data includes:
Exchange Adjustment Notices for Futures & Options
List of all issuers with instruments linked to the affected underlying
List of all the derivative instruments linked to the impacted equity
You may customize our Derivative Corporate Actions data at an exchange level, root codes or specific underlying trading lines. For example, you can choose to receive details for OPRA on the following event types only:
We have three (3) feeds for our Derivative Corporate Actions data:
Alert Feed — list of all issuers with instruments linked to the affected underlying
Notice Feed — includes details of the corporate action announcement or notice
Series Trading Lines Feed — list of all the derivatives instruments linked to the impacted equity
Updates: Corporate actions files are updated 3 times a day (e.g. after the close in Asia/Pacific, Europe/Middle East/Africa, and the Americas). We provide a "master file" that includes all of the requested data as of that date. Then assuming you subscribe to updates going forward, we provide a "delta file" each day going forward with only the changes to the "master file". A full refresh is available upon request.
Delivery: Files are delivered as delimited text files via ftp download.
Pricing: Data costs depends on several inputs, including:
For which companies do you want data (the complete data set, or a specific list of companies)
How much history do you want
Do you want updates going forward
Is the data for internal use only, or do you wish to redistribute any of the data