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

Henrique Ramos henr|que@r@mo@ @end|ng |rom u|rg@@br
Fri Apr 2 16:13:03 CEST 2021


I have not tested, but check the simfinR package.

https://msperlin.com/blog/post/2019-11-01-new-package-simfinr/

You will need to create your own API key at simfin.
Em sex., 2 de abr. de 2021 às 10:21, Andre Mikulec <
andre_mikulec using hotmail.com> escreveu:

> 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>
>
> _______________________________________________
> R-SIG-Finance using 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.
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance using 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.
>


-- 
Henrique P. Ramos
Professor Adjunto A | Escola de Administração
Universidade Federal do Rio Grande do Sul
Rua Washington Luiz, 855 | 90010-460 | Porto Alegre RS | Brasil
Tel.: (51) 3308-3303 | www.ea.ufrgs.br

	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list