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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?
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Derek Melchin
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
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
謝永德
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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