On 04/02/2021 05:14 PM, H wrote: > On 04/02/2021 06:14 AM, Andrew Piskorski wrote: >> On Mon, Mar 29, 2021 at 08:46:35PM -0400, H wrote: >>> I would appreciate thoughts on a question pertaining to corporate event >>> information: >>> >>> What would be the "best" source for automating retrieval of eg dividends, >>> ex-dividend dates, earning dates going forward etc.? >> For company fundamental data, in years past I used the S&P Compustat >> XpressFeed product, and was pretty happy with it. It had all filings, >> plus daily prices and other ancillary data, arranged in a sane SQL >> schema, loadable into either Oracle or MS SQL Server (using their >> Windows C# XpressFeed Loader app, later converted to Java). It was >> expensive, but if you're willing to pay, it's likely still a good >> choice today. >> >> Since we had Compustat, I never tried parsing data myself from Edgar >> or wherever else. But of course if all you really want are dates of >> earnings announcements and dividends, it wouldn't make sense to pay >> for a full-featured product Compustat. >> > I have taken a very first look at parsing EDGAR filings in XML format and > XBRL but let's say I want to begin by finding out past and upcoming > ex-dividend dates, dividends, split announcements and splits - I am not sure > how I could "easily" retrieve those in an automated fashion. Next item of > interest would be company announcements of other types of upcoming key events. > > It is of course possible that the above items are announced in various press > releases which would require reading those manually. > > I do not know where eg Compustat gets its information but I am not looking > for a commercial product. Yahoo lists some of these items such as ex-dividend > dates, dividends, splits, not sure where they get the information. > OK, looks like the XBRL taxonomy includes various corporate actions such as eg stock splits, see https://www.accountingtoday.com/news/xbrl-us-provides-taxonomy-for-corporate-actions.
_______________________________________________ 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.
