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

[Brian G. Peterson]

CRSP is still the gold standard in daily data, including corporate
actions and most fundamentals (with the paired Compustat database).  It
is typically accessed via WRDS.  It's not cheap, so Mark's suggestion
of university access is probably among the best.  

For paid sources, something like Factset is probably much cheaper than
CRSP/Compustat/WRDS.

For free data, I don't really think there are any 'best' sources.  All
the data is public, but the collation of that data into a easily parsed
dataset is not.

Regards,

Brian

-- 
Brian G. Peterson
ph: +1.773.459.4973
im: bgpbraverock

On Fri, 2021-04-02 at 20:01 -0400, Mark Leeds wrote:
> 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.
> > 
> > _______________________________________________
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> > -- Also note that this is not the r-help list where general R
> > questions
> > should go.
> > 
> 
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