Sample SQL Queries

Returns every recorded stock split for a given symbol, ordered most recent first.

SELECT
    symbol,
    event_date,
    old_shares,
    new_shares,
    adjustment_factor
FROM fact_corporate_action_event
JOIN dim_symbol_alias
  ON fact_corporate_action_event.security_id = dim_symbol_alias.security_id
WHERE action_type = 'SPLIT'
  AND symbol = 'RELIANCE'
ORDER BY event_date DESC;

Computes a backward-adjusted close price using cumulative dividend adjustment factors.

SELECT
    lineage_date,
    symbol,
    close_price,
    close_price / COALESCE(
        SUM(cumulative_dividend_adjustment) OVER (
            PARTITION BY symbol
            ORDER BY lineage_date
        ), 1.0
    ) AS adjusted_close
FROM fact_equity_eod
JOIN dim_symbol_alias
  ON fact_equity_eod.security_id = dim_symbol_alias.security_id
WHERE symbol = 'INFY'
ORDER BY lineage_date;

Lists all renames, mergers, and delistings for securities matching a name pattern.

SELECT
    security_id,
    old_symbol,
    new_symbol,
    change_date,
    change_reason
FROM fact_symbol_lineage_event
WHERE security_id IN (
    SELECT security_id
    FROM dim_security_master
    WHERE issuer_name LIKE '%Tech%'
)
ORDER BY change_date DESC;

Finds symbols with corporate action events that have no corresponding adjustment factor — a common source of silent backtest errors.

SELECT
    symbol,
    COUNT(*) AS missing_adjustments
FROM fact_corporate_action_event
WHERE security_id NOT IN (
    SELECT security_id FROM fact_adjustment_factor
)
  AND action_type IN ('SPLIT', 'BONUS', 'DIVIDEND')
GROUP BY symbol
HAVING COUNT(*) > 0;