[R-SIG-Finance] Retrieving corporate event information for listed companies

Andrew Piskorski @tp @end|ng |rom p|@kor@k|@com
Fri Apr 2 12:14:57 CEST 2021


On Mon, Mar 29, 2021 at 08:46:35PM -0400, H wrote:
> I would appreciate thoughts on a question pertaining to corporate event information:
> 
> What would be the "best" source for automating retrieval of eg dividends, ex-dividend dates, earning dates going forward etc.?

For company fundamental data, in years past I used the S&P Compustat
XpressFeed product, and was pretty happy with it.  It had all filings,
plus daily prices and other ancillary data, arranged in a sane SQL
schema, loadable into either Oracle or MS SQL Server (using their
Windows C# XpressFeed Loader app, later converted to Java).  It was
expensive, but if you're willing to pay, it's likely still a good
choice today.

Since we had Compustat, I never tried parsing data myself from Edgar
or wherever else.  But of course if all you really want are dates of
earnings announcements and dividends, it wouldn't make sense to pay
for a full-featured product Compustat.

-- 
Andrew Piskorski <atp using piskorski.com>



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