Thanks for the replies. I'm not looking for data adjusted for splits and dividends, but rather the ex-dates when the dividend or split will be affecting prices, and the amount of the dividends/ splits. It appears Yahoo finance might have this information, Im just not sure how, in R, to extract anything other than prices in R. Ralph Vince
On Thu, Sep 6, 2012 at 6:48 AM, FJ M <chicagobrownb...@hotmail.com> wrote: > Tickdata provides daily and intraday data very early the next morning. Their > 1-minute intraday data is cheaper than every single trade data. Tickdata.com > > Yahoo Finance provides daily data available between 7 PM CST and 9 PM each > evening. > > Google Finance provides daily data also, not sure about when it is > available. > > Dividend adjusted data is problematic. If you want just log normal price > returns, you will want to exclude the dividend from the close on ex-dividend > eve when calculating the return on ex-dividend day. If you are looking to > calculate your cost basis by subtracting out the cumulative dividend, you > need to pick a starting point. If you want the cumulative return you can add > the dividend to the stock price, but you need to pick a starting point. If > you want to re-invest the dividend, you will need to keep track of both the > dividend, the pay date to be accurate and pick a start date. Yahoo Finance > provides the dividend on the ex-dividend date. I do not have a source for > the pay date. I suspect most analysts re-invest the dividend on the > ex-dividend date at the ex-dividend price. > > Good luck. > > >> Date: Wed, 5 Sep 2012 21:39:04 -0400 >> From: rvinc...@gmail.com >> To: r-sig-finance@r-project.org >> Subject: [R-SIG-Finance] Equities Data > >> >> I'm looking for a reliable vendor of equity data, one that also >> provides information regarding corporate actions (dividends, splits, >> ex-dates, etc). Anyone know of any good sources? R. Vince >> >> _______________________________________________ >> R-SIG-Finance@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.