From what I can tell, the database does not include merger information for Canadian securities, i.e. daysfrommergerann = NA for all securities under the All Fundamentals - Canada universe.
I typically click no for “allow mergers” for my US ports, but I’ve found this does not screen out in Canadian markets.
Does anyone know of any workarounds, short of manually checking corporate actions for each stock in the port (which would not be helpful for backtests)?
Thanks in advance.
Ryan