Coming Soon: Corporate-Action Data for US Equities on Pyth

Corporate-action data for US equities is coming soon to the Pyth Data Marketplace.

The upcoming dataset will bring splits, reverse splits, dividends, mergers, ticker changes, and other corporate actions alongside Pyth price feeds. It will include upcoming and historical records across nine event types, with effective dates and adjustment factors where applicable.

As the dataset becomes available, teams will be able to explore its coverage and access options through Pyth Terminal.

A stock comes with a calendar

A stock does not only have a price. It also has a calendar.

Companies pay dividends. They split or reverse-split their shares, change tickers, spin off divisions, get acquired, or leave the market entirely.

Any token, perpetual contract, or collateral position referencing a US equity inherits that calendar.

Traditional markets have managed these events for decades through reference-data services, transfer agents, clearing systems, and the overnight gap between trading sessions. As venues begin listing equities onchain, that same corporate-action context becomes essential for digital markets.

A price without its corporate-action context can be misleading

A price feed shows what a stock is trading at. It does not, by itself, explain why the price changed.

On June 7, 2024, NVIDIA closed at approximately $1,209 per share. After its 10-for-1 split took effect, the stock began trading at approximately $120 on June 10. The company had not lost 90% of its value; each pre-split share had become 10 post-split shares.

A system that sees only the price could interpret this as a crash. A system that also understands the corporate action can recognize it as a planned change in the unit of ownership.

Dividends create similar effects. On an ex-dividend date, a stock’s price often adjusts lower by roughly the value of the distribution, all else equal. Without the event context, that move can look like selling pressure.

Corporate-action data is part of an instrument’s market context, not merely an annotation.

What is planned

The upcoming Pyth corporate-actions dataset is planned to cover US equities across nine event types:

- Splits
- Reverse splits
- Cash dividends
- Stock dividends
- Ticker changes
- Delistings
- Rights issues
- Spinoffs
- Mergers

Each record will include the event type and effective date, with adjustment factors where applicable. The dataset will include both upcoming and historical events, helping teams prepare for scheduled changes and reconcile events that have already occurred.

The records are planned to be delivered through Pyth’s reference-data API alongside the Pyth Pro catalogue. Once available, teams will be able to add corporate-action data through the same Pyth integration they use for equity prices, rather than reconciling a separate vendor feed and schema.

Who it is for

Tokenized-stock issuers will be able to track events that affect token multipliers, supply, and distribution logic.

Perpetual venues will be able to identify splits, ticker changes, delistings, and mergers before they take effect, then apply their own contract rules.

Lending protocols will be able to distinguish a corporate action from an actual market move when evaluating tokenized equities as collateral.

Prediction and outcome markets will be able to reference event records when a ticker changes or a company is acquired, according to their own contract terms.

Brokers and fintechs will be able to source prices and corporate actions through one market-data integration.

In every case, the venue decides what an event means for its product. Pyth provides the data and timing.

Learn more

Corporate-action data is coming soon to the Pyth Data Marketplace. Explore the planned coverage and access options through the Pyth Terminal.

For additional event types or coverage beyond US equities, talk to our team.