Description
A time series of daily return factor data for equity securities. Contains closing price, return factor, and cumulative return factor information used for total return calculations and performance analysis.
Start Dates
US start dates
Delivery Times
Full History is the combined all-history file, which is published on its own schedule.
| Region | Full History |
|---|
| US | 05:00 CT T+1 |
Schema Definition
| Field Name | Data Type | Description |
|---|
| tradingDate | date | Trading date |
| securityID | bigint | SpiderRock security ID |
| ticker_tk | string | Underlying ticker |
| todayTicker | string | Today's ticker symbol |
| close | float | Closing price |
| closePr | float | Prior closing price |
| returnFactor | float | Daily return factor (ratio of adjusted to unadjusted close) |
| totalReturn | float | Daily total return |
| cumulReturnFactor | double | Cumulative return factor from inception |
Differences to V7