gs_quant.markets.baskets.Basket.get_corporate_actions¶

Basket.get_corporate_actions(start=datetime.date(1952, 1, 1), end=datetime.date(2023, 8, 24), ca_type=['Acquisition', 'Cash Dividend', 'Identifier Change', 'Rights Issue', 'Share Change', 'Special Dividend', 'Spin Off', 'Stock Dividend', 'Stock Split'])[source]¶

Retrieve corporate actions for a basket across a date range

Parameters:

start (date) – start date (default minimum date value)
end (date) – end date (default is maximum date value)
ca_type (List[CorporateActionType]) – list of corporate action types (default is all)

Return type:

DataFrame

Returns:

dataframe with corporate actions information

Usage

Retrieve corporate actions for a basket across a date range

Examples

Retrieve historical acquisition corporate actions for a basket

>>> from gs_quant.markets.baskets import Basket
>>> from gs_quant.markets.indices_utils import CorporateActionType
>>>
>>> basket = Basket.get("GSMBXXXX")
>>> basket.get_corporate_actions(ca_type=[CorporateActionType.ACQUISITION])

See also

get_fundamentals()