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I am planning on transforming Taiwan stocks’ historical daily prices into Lean format. For a) Dividend, b) Stock split, and c)Capital reduction, I get the rules to create the 'factor files' located in 'Data/equity/twn/factor_files/{equity-symbol}.txt'. But I still have two questions:
1. Is the 'factor file' all I need to specify the detail for dividends, splits, and capital reductions?
2. How do I record d)delisting events for Lean?
Upvote
Hi,
#1 - Yes
#2 - Delistings are recorded in the map files. When the latest date provided for a ticker in the map file is in the past, the security has been delisted. For reference, compare the latest timestamp for the fb.1 ticker in this map file and the ending date for fb.1 in the Data Explorer.
Best,
Derek Melchin
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