Corporate Actions US Options

Coverage

North America

Frequency

Daily

EOD Pricing

Daily

CorpAct

The corporate actions (CorpAct) family of files track changes to the option and strike level details that impact Position and Risk Management due to a corporate action event’s. This would include any adjustments that affect either the option symbol or the strike prices of an option. We offer standard and custom-tailored delivery of Corporate Actions content through industry-standard means. We currently support multiple versions of the Corp Act files based on the influence and data models of major data vendors within the Market Data industry.

Corporate Actions (Corp Act) Pending

The Corp Act Pending file tracks all confirmed but not yet effective corporate actions that involve changes to the option and strike level details. The pending corporate actions have been confirmed by either direct exchange or OCC memos.

Symbol ChangeOp

The Symbol Change Op file logs changes to an option symbol most commonly due to a corporate action.

Symbol ChangeEq

The Symbol Change Eq file logs changes to an options underlying symbol most commonly due to a corporate action.

Issue Deliverable

The Issue Deliverable files show the current deliverable values for all option symbols. There are multiple versions of this file based on the detail level of reference data on subscribing client’s security master data attributes and their specific requirements.

Data Delivery

Delivery options

SFTP

Delivery format

TXT