[R-SIG-Finance] Equities Data

G See gsee000 at gmail.com
Thu Sep 6 17:53:24 CEST 2012


That data is expensive, but your prime broker will probably provide it for free.

Otherwise, qmao::getDividendsCalendar can do it, but it's inefficient.
 You'd have to get the dividends calendar for future dates, and look
for your symbols.  Keep in mind that the local symbol will be used
even if the stock also trades in the U.S.  (i.e. BMW.DE instead of
BMW)

Good luck,
Garrett

On Thu, Sep 6, 2012 at 10:45 AM, Ralph Vince <rvince99 at gmail.com> wrote:
> I don't think this is going to do what I'm trying to accomplish here,
> which is determine the next, future, pending ex-date for dividends or
> splits, if there is one announced, so that I can prepare the systems
> for this in advance. It seems to be an nasty problem and  I'm trying
> to get out of maintaining this by hand!
>
> On Thu, Sep 6, 2012 at 9:05 AM, G See <gsee000 at gmail.com> wrote:
>> On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <rvince99 at gmail.com> wrote:
>>> 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
>>
>> library(quantmod)
>> ?getDividends
>> ?getSplits
>> ?adjRatios
>> ?getQuote
>> ?yahooQF
>>
>> That is much more on topic that "can someone tell me where to get some
>> data?" ;-)
>>
>> Best,
>> Garrett



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