[R-SIG-Finance] Equities Data

[Ralph Vince]

Garrett,

This is great. Do you think it would be possible to pass in a given
ticker to get that informatoin, rather than getting the whole gulp?
Ralph Vince

On Thu, Sep 6, 2012 at 2:27 PM, G See <gsee000 at gmail.com> wrote:
> 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
>>>>>>
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>>>>>
>>>>> _______________________________________________
>>>>> R-SIG-Finance at r-project.org mailing list
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>>>>
>>>>
>>>>
>>>> --
>>>> Jeffrey Ryan
>>>> jeffrey.ryan at lemnica.com
>>>>
>>>> www.lemnica.com