data / reference / ref.corp.actions.ma
Mergers & acquisitions ref.corp.actions.ma
Deal announcements, terms and completions, with announcement and effective dates separated.
PIT · Core tier · 1996-01 → today · — rows
Coming soon — not served by the API yet.
Methodology
Announcement and completion are separate events with separate dates, and both are kept: a deal that was announced and later withdrawn is real information and removing it would flatter any strategy that traded the spread. Pending deals carry a null completion date and are visible as of their announcement, which is the only way to study merger arbitrage without reading tomorrow's newspaper. Terms are stored as their legs — cash per share, exchange ratio — rather than a single implied value that would lose which half of the consideration moved.
Schema
| Column | Type | Role |
|---|---|---|
as_of_ts | timestamp | knowledge time · UTC |
effective_ts | date | PIT key · completion date |
acquirer_cik | int64 | SEC filer id |
target_cik | int64 | SEC filer id |
deal_type | string | merger · tender · asset sale |
consideration | string | cash · stock · mixed |
cash_per_share | float64 | cash leg |
exchange_ratio | float64 | acquirer shares per target share |
announcement_ts | timestamp | first public notice |
completion_ts | date | null while pending |
status | string | announced · completed · withdrawn |
Use cases
- Reconstruct merger-arbitrage spreads as they were observable.
- Handle a target's final price when its ticker disappears.
- Detect index-removal events ahead of a rebalance.
Background
- Point-in-time market data: as-of dates, restatements, and adjustments
- Delisted stock historical data: why delisted names decide a backtest
Related packages
- ref.identifiers — CIK · CUSIP · FIGI mappings
- ref.corp.actions.splits — Share splits
- ref.corp.actions.dividends — Cash dividends
- ref.listings — Listings · delistings · halts