[R-SIG-Finance] Equities Data

Brian G. Peterson brian at braverock.com
Thu Sep 6 17:54:07 CEST 2012

On 09/06/2012 10:45 AM, Ralph Vince 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!

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.


- Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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