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

[H]

On April 2, 2021 9:17:07 PM EDT, "Brian G. Peterson" <brian using braverock.com> wrote:
>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.
>> > 
>> > _______________________________________________
>> > R-SIG-Finance using r-project.org mailing list
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>> > -- Also note that this is not the r-help list where general R
>> > questions
>> > should go.
>> > 
>> 
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>> 
>> _______________________________________________
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I don't know how quickly this database is updated and therefore the delay but if possible i would like to use a primary source rather than a secondary source. It might be that parsing XBRL information from SEC EDGAR filings is workable - too early to tell.
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