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

H @gent@ @end|ng |rom medd@t@|nc@com
Fri Apr 2 23:14:39 CEST 2021


On 04/02/2021 06:14 AM, Andrew Piskorski wrote:
> 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.
>
I have taken a very first look at parsing EDGAR filings in XML format and XBRL but let's say I want to begin by finding out past and upcoming ex-dividend dates, dividends, split announcements and splits - I am not sure how I could "easily" retrieve those in an automated fashion. Next item of interest would be company announcements of other types of upcoming key events.

It is of course possible that the above items are announced in various press releases which would require reading those manually.

I do not know where eg Compustat gets its information but I am not looking for a commercial product. Yahoo lists some of these items such as ex-dividend dates, dividends, splits, not sure where they get the information.



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