Stock splits
Retrieve forward and reverse stock-split events across the market or for one exact ticker listing. Each event includes its execution date, structured ratio, split factor, reverse-split flag, related share and price values, currency, and stable public ID.
Choose a split workflow
Use the same endpoint with filters that match your research scope.
| Goal | Endpoint and approach |
|---|---|
| Browse recent splits across all tickers | List stock splits in descending date order. |
| Retrieve one listing's split history | Pass an exchange-qualified identifier. |
| Find splits on one exact date | Use the exact date filter. |
| Analyze a bounded event window | Combine date bounds and choose the required order. |
| Process a large result set | Follow each returned cursor page URL unchanged. |
Work with split events
Splits are recorded per ticker. An identifier filter returns events for that
exact listing, and each result's symbol identifies the listing. Use an
exchange-qualified symbol when the local ticker code is ambiguous.
Read split_ratio for the structured from-and-to relationship and
split_factor for the share-count multiplier. Use is_reverse_split to
distinguish consolidations from forward splits. Price and share fields can be
unavailable, so handle nullable values without substituting zero.
When you only need a continuous historical price series, request an adjustment from the historical stock-price route. Use the split feed when you also need to explain, display, or process the corporate action itself.
Common use cases
Use split data to connect corporate actions with prices and holdings.
- Corporate-action timelines. Display a ticker's forward and reverse split history with execution dates, ratios, factors, and available reference data.
- Portfolio reconciliation. Recalculate portfolio share counts after an executed split while retaining the event used for the adjustment.
- Price-chart explanations. Explain discontinuities in unadjusted historical charts by placing split events beside the affected trading dates.
- Event studies. Measure price behavior around split execution dates by joining the event feed with a bounded historical-price window.
- Reverse-split screening. Screen retrieved events with
is_reverse_splitto identify share consolidations for further research. - Durable event references. Store stable split IDs so internal records and user-facing links can refer to the same corporate action over time.
History access
Your plan controls the available historical range. A request outside that range returns the standard permission error described in handle API responses.
Next steps
Retrieve split events, then choose how to connect them to market data.