[R-SIG-Finance] Equities Data

[G See]

Ralph,

This will parse that yahoo link you provided.  I'll add it (along with
a wrapper) to the qmao package tonight.

.getSplitsCalendar <- function(YM=format(Sys.Date(), "%Y%m")) {
  stopifnot(length(YM) == 1)
  if (is.timeBased(YM) || nchar(YM) == 10) {
    YM <- format(as.Date(YM), "%Y%m")
  } else if (nchar(YM) == 5) {
    YM <- paste0(substr(YM, 1, 4), 0, substr(YM, 5, 5))
  } else if (nchar(YM) == 7 && length(grep("-", YM) == 1)) {
    YM <- sub("-", "", YM)
  }
  if (nchar(YM) != 6) stop("'YM' should be 6 digits or a Date")
  Y <- substr(YM, 3, 4)
  M <- as.numeric(substr(YM, 5, 6))
  # there is a different URL for the current month than for other months
  URL <- if (identical(format(Sys.Date(), "%Y%m"), YM)) {
    "http://biz.yahoo.com/c/s.html"
  } else paste0("http://biz.yahoo.com/c/", Y, "/s", M, ".html")
  rt <- try(readHTMLTable(URL, stringsAsFactors=FALSE), silent=TRUE)
  if (inherits(rt, 'try-error')) return(NULL)
  dat <- rt[[which.max(sapply(rt, nrow))]]
  colnames(dat) <- make.names(dat[1, ])
  dat <- dat[-c(1,2), -NCOL(dat)]
  #read.zoo(dat, index.column=1:2

  dat[[1]] <- as.Date(paste(substr(YM, 1, 4), dat[[1]]), "%Y %b %d")
  dat[[2]] <- as.Date(paste(substr(YM, 1, 4), dat[[2]]), "%Y %b %d")
  dat[, NCOL(dat)] <- as.Date(paste(substr(YM, 1, 4), dat[, NCOL(dat)]),
                              "%Y %b %d")
  dat
}


R> .getSplitsCalendar()
     Payable    Ex.Date      Company Symbol Optionable. Ratio  Announced
3 2012-09-07 2012-09-10 Old Dominion   ODFL           Y   3-2 2012-08-13
4 2012-09-18 2012-09-19          LKQ    LKQ           Y   2-1 2012-08-17
5 2012-09-21 2012-09-24   Medivation   MDVN           Y   2-1 2012-08-28

R> .getSplitsCalendar('201208')
     Payable    Ex.Date            Company Symbol Optionable. Ratio  Announced
3 2012-08-10 2012-08-13       Brown-Forman   BF.B           Y   3-2 2012-06-14
4       <NA> 2012-08-13          Coca-Cola     KO           Y   2-1 2012-04-25
5 2012-08-14 2012-08-15              Oi SA   OIBR           Y   3-1 2012-08-10
6 2012-08-21 2012-08-22 Schweitzer-Mauduit    SWM           Y   2-1 2012-08-01


getDividendsCalendar gets it's data from earnings.com which is Reuters
data.  So, it should be good (except that it's way too much data if
you only want to know the dividend date of a particular ticker)

Regards,
Garrett


On Thu, Sep 6, 2012 at 12:56 PM, Ralph Vince <rvince99 at gmail.com> wrote:
> THis looks pretty good, and could be parsed -- I just wish they had it
> for cash dividends as well;
> http://biz.yahoo.com/c/s.html
> Ralph Vince
>
> On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince <rvince99 at gmail.com> wrote:
>> Hi Jeff,
>>
>> Yes, but they only offer dividends not splits. I;ve been working off
>> of sites like this and looking to automate it somehow, hopefully
>> through R.
>>
>>
>> On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
>>> You might be able to use this:
>>>
>>> http://www.dividend.com/ex-dividend-dates.php
>>>
>>> Jeff
>>>
>>> On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince <rvince99 at gmail.com> wrote:
>>>> 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
>>>>>
>>>>> _______________________________________________
>>>>> R-SIG-Finance at 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.
>>>>
>>>> _______________________________________________
>>>> R-SIG-Finance at r-project.org mailing list
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>>>
>>>
>>>
>>> --
>>> Jeffrey Ryan
>>> jeffrey.ryan at lemnica.com
>>>
>>> www.lemnica.com