Garrett, This is great. Do you think it would be possible to pass in a given ticker to get that informatoin, rather than getting the whole gulp? Ralph Vince
On Thu, Sep 6, 2012 at 2:27 PM, G See <gsee...@gmail.com> wrote: > Ralph, > > This will parse that yahoo link you provided. I'll add it (along with > a wrapper) to the qmao package tonight. > > .getSplitsCalendar <- function(YM=format(Sys.Date(), "%Y%m")) { > stopifnot(length(YM) == 1) > if (is.timeBased(YM) || nchar(YM) == 10) { > YM <- format(as.Date(YM), "%Y%m") > } else if (nchar(YM) == 5) { > YM <- paste0(substr(YM, 1, 4), 0, substr(YM, 5, 5)) > } else if (nchar(YM) == 7 && length(grep("-", YM) == 1)) { > YM <- sub("-", "", YM) > } > if (nchar(YM) != 6) stop("'YM' should be 6 digits or a Date") > Y <- substr(YM, 3, 4) > M <- as.numeric(substr(YM, 5, 6)) > # there is a different URL for the current month than for other months > URL <- if (identical(format(Sys.Date(), "%Y%m"), YM)) { > "http://biz.yahoo.com/c/s.html" > } else paste0("http://biz.yahoo.com/c/", Y, "/s", M, ".html") > rt <- try(readHTMLTable(URL, stringsAsFactors=FALSE), silent=TRUE) > if (inherits(rt, 'try-error')) return(NULL) > dat <- rt[[which.max(sapply(rt, nrow))]] > colnames(dat) <- make.names(dat[1, ]) > dat <- dat[-c(1,2), -NCOL(dat)] > #read.zoo(dat, index.column=1:2 > > dat[[1]] <- as.Date(paste(substr(YM, 1, 4), dat[[1]]), "%Y %b %d") > dat[[2]] <- as.Date(paste(substr(YM, 1, 4), dat[[2]]), "%Y %b %d") > dat[, NCOL(dat)] <- as.Date(paste(substr(YM, 1, 4), dat[, NCOL(dat)]), > "%Y %b %d") > dat > } > > > R> .getSplitsCalendar() > Payable Ex.Date Company Symbol Optionable. Ratio Announced > 3 2012-09-07 2012-09-10 Old Dominion ODFL Y 3-2 2012-08-13 > 4 2012-09-18 2012-09-19 LKQ LKQ Y 2-1 2012-08-17 > 5 2012-09-21 2012-09-24 Medivation MDVN Y 2-1 2012-08-28 > > R> .getSplitsCalendar('201208') > Payable Ex.Date Company Symbol Optionable. Ratio Announced > 3 2012-08-10 2012-08-13 Brown-Forman BF.B Y 3-2 2012-06-14 > 4 <NA> 2012-08-13 Coca-Cola KO Y 2-1 2012-04-25 > 5 2012-08-14 2012-08-15 Oi SA OIBR Y 3-1 2012-08-10 > 6 2012-08-21 2012-08-22 Schweitzer-Mauduit SWM Y 2-1 2012-08-01 > > > getDividendsCalendar gets it's data from earnings.com which is Reuters > data. So, it should be good (except that it's way too much data if > you only want to know the dividend date of a particular ticker) > > Regards, > Garrett > > > On Thu, Sep 6, 2012 at 12:56 PM, Ralph Vince <rvinc...@gmail.com> wrote: >> THis looks pretty good, and could be parsed -- I just wish they had it >> for cash dividends as well; >> http://biz.yahoo.com/c/s.html >> Ralph Vince >> >> On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince <rvinc...@gmail.com> wrote: >>> Hi Jeff, >>> >>> Yes, but they only offer dividends not splits. I;ve been working off >>> of sites like this and looking to automate it somehow, hopefully >>> through R. >>> >>> >>> On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan <jeff.a.r...@gmail.com> wrote: >>>> You might be able to use this: >>>> >>>> http://www.dividend.com/ex-dividend-dates.php >>>> >>>> Jeff >>>> >>>> On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince <rvinc...@gmail.com> wrote: >>>>> Yes, I'm willing to pay for it, but I would like to get it >>>>> automatically into a format I can parse and use, not even sure where >>>>> that exists at the moment. (Doesn't Yahoo Finance get their data from >>>>> CSI?) Ralph Vince >>>>> >>>>> On Thu, Sep 6, 2012 at 12:04 PM, G See <gsee...@gmail.com> wrote: >>>>>> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <br...@braverock.com> >>>>>> wrote: >>>>>>> The only way I know of to get out of maintaining it by hand is to pay >>>>>>> for >>>>>>> data. >>>>>>> >>>>>>> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned >>>>>>> already I think. Rbbg of course talks to Bloomberg. >>>>>>> >>>>>>> On the other vendor side, I think Interactive Brokers has this data, >>>>>>> and it >>>>>>> may be available via the IBrokers package if it is available via the IB >>>>>>> API. >>>>>>> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, >>>>>>> Telekurs, >>>>>>> etc all sell this data, at varying prices and quality. >>>>>> >>>>>> Interactive Brokers does provide an "Upcoming Dividend Schedule" for >>>>>> stocks, but it is a rough estimate that is often wrong. Also, I don't >>>>>> think you can get it from their API (although if someone knows how, >>>>>> please speak up). I think you have to go into the GUI, right-click a >>>>>> stock and select Dividend Schedule. >>>>>> >>>>>> -Garrett >>>>>> >>>>>> _______________________________________________ >>>>>> 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. >>>> >>>> >>>> >>>> -- >>>> Jeffrey Ryan >>>> jeffrey.r...@lemnica.com >>>> >>>> www.lemnica.com _______________________________________________ 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.