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

H @gent@ @end|ng |rom medd@t@|nc@com
Fri Apr 2 23:21:47 CEST 2021


On 04/02/2021 05:14 PM, H wrote:
> 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.
>
OK, looks like the XBRL taxonomy includes various corporate actions such as eg stock splits, see https://www.accountingtoday.com/news/xbrl-us-provides-taxonomy-for-corporate-actions.



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