OptionCorpActionRecordHist
Description
SpiderRock Option Corporate Action Record History captures OCC-issued corporate action adjustments affecting option contracts. Each record is keyed by the option root and the corporate action ex-date, and describes the contract adjustments applied on that date — including strike factor, multiplier changes, cash-on-exercise amounts, a free-text description, and the list of deliverable securities with their quantities and allocation percentages.
Start Dates
US start dates
| Start Date |
|---|
| 2012-01-05 |
Schema Definition
| Field Name | Data Type | Description |
|---|---|---|
| root_at | string | Option root asset type (e.g. EQT) |
| root_ts | string | Option root ticker source / exchange (e.g. NMS) |
| root_tk | string | Option root symbol being adjusted |
| exDate | date | Ex-date on which the corporate action takes effect |
| sodRoot_at | string | Start-of-day (pre-adjustment) root asset type |
| sodRoot_ts | string | Start-of-day root ticker source |
| sodRoot_tk | string | Start-of-day root symbol (may differ from root_tk after a symbol conversion) |
| markMultiplier | double | Mark price multiplier applied to the option |
| positionMultiplier | int | Position size multiplier for the adjusted contract |
| strikeFactor | double | Amount subtracted from the option strike price on the ex-date (e.g. a special-dividend adjustment) |
| strikeMultiplier | double | Multiplier applied to the option strike price on the ex-date (e.g. a stock-split ratio) |
| strikePrecision | int | Number of decimal places used for the adjusted strike price |
| corpActionText | string | Free-text description of the corporate action (pipe-delimited key=value pairs) |
| corpActionType | string | Corporate action category (e.g. ReverseStockSplit, SymbolConversion, Dividend) |
| cashOnExercise | float | Cash amount delivered per contract on exercise as part of the corporate action |
| Deliverable | list[struct] | List of deliverable securities; each entry contains the ticker (at/ts/tk), quantity per contract, and allocation percentage |
Differences to V7
- root and newroot symbol columns expanded to full ticker keys: root_at/root_ts/root_tk (v7 root) and sodRoot_at/sodRoot_ts/sodRoot_tk (v7 newroot)
- splitfactor renamed to strikeMultiplier; dividend renamed to strikeFactor; together they define the strike adjustment applied on the ex-date (adjusted strike = prior strike x strikeMultiplier - strikeFactor, rounded to strikePrecision decimal places)
- deliverables JSON text replaced by the structured Deliverable list (share deliverables with quantity per contract and allocation percentage); cash deliverable amounts now carried in the dedicated cashOnExercise column
- comments renamed to corpActionText; records before 2026-06-22 contain the original OCC memo text, later records use pipe-delimited key=value text
- corpActionType, markMultiplier, positionMultiplier, and strikePrecision added
- changestrike, sharesbefore, sharesafter, and occnumber removed