ETF adjustment factor data records price adjustment coefficients under events such as dividend distributions, stock splits, and mergers. This data is critical for restoring authentic ETF price trends and eliminating discontinuities in historical data. CnOpenData's ETF Adjustment Factor Data comprehensively covers complete adjustment factor sequences for all market-traded ETFs, supporting both forward and backward adjustments. This enables researchers to accurately evaluate long-term ETF performance, price continuity, and backtesting strategy effectiveness.
Data Features:
- Full-Period Coverage and Scalability: Data extraction supports looping by fund code and date range without volume restrictions, accommodating needs ranging from short-term analysis of single ETFs to long-term market-wide trend studies.
- Integration of Discount Rate and Adjustment Factor: Incorporates the discount rate (%) field, quantifying deviations between adjusted true prices and market trading prices. This integrated data provides dual reference dimensions for trading strategies.
- Comprehensive Key Fields: Includes fund-identifying TS codes, transaction dates for time dimensions, core adjustment factors, and sentiment-reflecting discount rates, forming a complete "subject–time–correction parameter–market deviation" data chain.
CnOpenData ETF Adjustment Factor Data exhibits characteristics such as adjustment calculation support, full-period integrity, and standardized validation, establishing a "data benchmark" for academia and industry to eliminate price distortions.
Time Range
As of June 30, 2025
Data Volume
1.19 million records
Field Display
Sample Data
Data Update Frequency
On-demand updates