[R-SIG-Finance] Retrieving corporate event information for listed companies
Mark Leeds
m@rk|eed@2 @end|ng |rom gm@||@com
Sat Apr 3 02:01:33 CEST 2021
Hi: I'm not absolutely certain if it has what you need but, if you are a
student, you might be able to get access to
crisp data for free. It stands for center for research in security pricing
and has some connection to the university of chicago.
They sell ( or atleast used to )-provide lots of data on pricing and
corporate actions. I don't know the current status of it but it
might be worth looking into.
On Fri, Apr 2, 2021 at 5:15 PM H <agents using meddatainc.com> 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.
>
> _______________________________________________
> 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]]
More information about the R-SIG-Finance
mailing list