[R-SIG-Finance] Equities Data

Ralph Vince rvince99 at gmail.com
Thu Sep 6 15:02:46 CEST 2012

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 <chicagobrownblue at 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: rvince99 at gmail.com
>> To: r-sig-finance at 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
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