[R-SIG-Finance] Equities Data

Ralph Vince rvince99 at gmail.com
Thu Sep 6 18:13:57 CEST 2012


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 <gsee000 at gmail.com> wrote:
> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <brian at 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
>
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