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

[Andre Mikulec]

H,

The software product AAII Stock Investor Pro has this information.

If one really wants the raw data (and not use the GUI), then one can get this information directly from the .dbf files on disk.  These .dbf (Foxpro) files can be opened and read-in using Libre Office Calc. 16 GBs of RAM, in my case, seems to be needed, to read the big .dbf files.  This memory requirement seems to be a challenge of Libre Office.

Alternately, and simply, the .dbf file data can be read in through the base R package foreign​, function read.dbf,​ into R data.frames, with only a small amount of computer memory.

The .dbf file reading code is by Frank Warmerdam in both cases: Calc and read.dbf.

The software, product AAII Stock Investor Pro is updated daily.  In the past, it was updated from weekly then from monthly.  It requires a yearly subscription.  The product is much much much less expensive than Compustat (but does not have as much), but may have just-as-much, as you need.

________________________________
From: R-SIG-Finance <r-sig-finance-bounces using r-project.org> on behalf of Andrew Piskorski <atp using piskorski.com>
Sent: Friday, April 2, 2021 5:14 AM
To: r-sig-finance using r-project.org <r-sig-finance using r-project.org>
Subject: Re: [R-SIG-Finance] Retrieving corporate event information for listed companies

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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