Equities Data

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Equities Data

R Vince
I'm looking for a reliable vendor of equity data, one that also
provides information regarding corporate actions (dividends, splits,
ex-dates, etc). Anyone know of any good sources? R. Vince

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Re: Equities Data

Jun Zhu
For US market, a good source of equity data is from CRSP of University of Chicago.  The data is historical only and well cleaned. It costs about 20-30k per year.
For global equity data, bloomberg and reuters are two good sources.
J. Zhu

--- On Wed, 9/5/12, Ralph Vince <[hidden email]> wrote:

From: Ralph Vince <[hidden email]>
Subject: [R-SIG-Finance] Equities Data
To: [hidden email]
Date: Wednesday, September 5, 2012, 8:39 PM

I'm looking for a reliable vendor of equity data, one that also
provides information regarding corporate actions (dividends, splits,
ex-dates, etc). Anyone know of any good sources? R. Vince

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Re: Equities Data

julien cuisinier

Hi Ralph,


You question does not have much to do with R...

BUT your question must be much more specific than that to have meaningful replies:
(1) what data are you after (prices? intraday or end of day?, fundamentals?,, etc.)
(2) what is your budget if any >> if unlimited buddget just get a Factset or bloomberg license (the ones I know best) and you are covered. If you are after free data, well look at quantmod & its API to yahoo finance (which does split adjustment), google finance etc., if personal use kind of budget & only looking for end of day prices (& may be some fundamentals) I had a look at eoddata.com some time ago & found it good value for money (never compared to BBG / Factset like though) and I believe they do provide corporate action info


HTH,
Julien



Date: Wed, 5 Sep 2012 23:17:28 -0700
From: [hidden email]
To: [hidden email]; [hidden email]
Subject: Re: [R-SIG-Finance] Equities Data

For US market, a good source of equity data is from CRSP of University of Chicago.  The data is historical only and well cleaned. It costs about 20-30k per year.
For global equity data, bloomberg and reuters are two good sources.
J. Zhu
 
--- On Wed, 9/5/12, Ralph Vince <[hidden email]> wrote:
 
From: Ralph Vince <[hidden email]>
Subject: [R-SIG-Finance] Equities Data
To: [hidden email]
Date: Wednesday, September 5, 2012, 8:39 PM
 
I'm looking for a reliable vendor of equity data, one that also
provides information regarding corporate actions (dividends, splits,
ex-dates, etc). Anyone know of any good sources? R. Vince
 
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Re: Equities Data

sidharth mallik
Hi Ralph

are you the same Ralph Vince who promotes the optimal f criterion ?

cheers
Sidharth

On Thu, Sep 6, 2012 at 1:33 PM, julien cuisinier <[hidden email]>wrote:

>
> Hi Ralph,
>
>
> You question does not have much to do with R...
>
> BUT your question must be much more specific than that to have meaningful
> replies:
> (1) what data are you after (prices? intraday or end of day?,
> fundamentals?,, etc.)
> (2) what is your budget if any >> if unlimited buddget just get a Factset
> or bloomberg license (the ones I know best) and you are covered. If you are
> after free data, well look at quantmod & its API to yahoo finance (which
> does split adjustment), google finance etc., if personal use kind of budget
> & only looking for end of day prices (& may be some fundamentals) I had a
> look at eoddata.com some time ago & found it good value for money (never
> compared to BBG / Factset like though) and I believe they do provide
> corporate action info
>
>
> HTH,
> Julien
>
>
>
> Date: Wed, 5 Sep 2012 23:17:28 -0700
> From: [hidden email]
> To: [hidden email]; [hidden email]
> Subject: Re: [R-SIG-Finance] Equities Data
>
> For US market, a good source of equity data is from CRSP of University of
> Chicago.  The data is historical only and well cleaned. It costs about
> 20-30k per year.
> For global equity data, bloomberg and reuters are two good sources.
> J. Zhu
>
> --- On Wed, 9/5/12, Ralph Vince <[hidden email]> wrote:
>
> From: Ralph Vince <[hidden email]>
> Subject: [R-SIG-Finance] Equities Data
> To: [hidden email]
> Date: Wednesday, September 5, 2012, 8:39 PM
>
> I'm looking for a reliable vendor of equity data, one that also
> provides information regarding corporate actions (dividends, splits,
> ex-dates, etc). Anyone know of any good sources? R. Vince
>
> _______________________________________________
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> 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]]
>
>
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>
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> should go.
>

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Re: Equities Data

FJ M
In reply to this post by R Vince

Tickdata provides daily and intraday data very early the next morning. Their 1-minute intraday data is cheaper than every single trade data. Tickdata.com
 
Yahoo Finance provides daily data available between 7 PM CST and 9 PM each evening.
 
Google Finance provides daily data also, not sure about when it is available.

Dividend adjusted data is problematic. If you want just log normal price returns, you will want to exclude the dividend from the close on ex-dividend eve when calculating the return on ex-dividend day. If you are looking to calculate your cost basis by subtracting out the cumulative dividend, you need to pick a starting point. If you want the cumulative return you can add the dividend to the stock price, but you need to pick a starting point. If you want to re-invest the dividend, you will need to keep track of both the dividend, the pay date to be accurate and pick a start date. Yahoo Finance provides the dividend on the ex-dividend date. I do not have a source for the pay date. I suspect most analysts re-invest the dividend on the ex-dividend date at the ex-dividend price.

Good luck.

 

> Date: Wed, 5 Sep 2012 21:39:04 -0400
> From: [hidden email]
> To: [hidden email]
> Subject: [R-SIG-Finance] Equities Data
>
> I'm looking for a reliable vendor of equity data, one that also
> provides information regarding corporate actions (dividends, splits,
> ex-dates, etc). Anyone know of any good sources? R. Vince
>
> _______________________________________________
> [hidden email] 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]]

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Re: Equities Data

R Vince
In reply to this post by sidharth mallik
Hi Sidarth,

I don't promote any criterion per se, but rather promote satisfying
YOUR criteria based on where you (unavaoidably!) are and what path you
are unavoidably travelling in the N (component, i.e. axes) of the N+1
dimensional space of leverage space. Ralph Vince

On Thu, Sep 6, 2012 at 5:24 AM, sidharth mallik <[hidden email]> wrote:

> Hi Ralph
>
> are you the same Ralph Vince who promotes the optimal f criterion ?
>
> cheers
> Sidharth
>
>
> On Thu, Sep 6, 2012 at 1:33 PM, julien cuisinier <[hidden email]>
> wrote:
>>
>>
>> Hi Ralph,
>>
>>
>> You question does not have much to do with R...
>>
>> BUT your question must be much more specific than that to have meaningful
>> replies:
>> (1) what data are you after (prices? intraday or end of day?,
>> fundamentals?,, etc.)
>> (2) what is your budget if any >> if unlimited buddget just get a Factset
>> or bloomberg license (the ones I know best) and you are covered. If you are
>> after free data, well look at quantmod & its API to yahoo finance (which
>> does split adjustment), google finance etc., if personal use kind of budget
>> & only looking for end of day prices (& may be some fundamentals) I had a
>> look at eoddata.com some time ago & found it good value for money (never
>> compared to BBG / Factset like though) and I believe they do provide
>> corporate action info
>>
>>
>> HTH,
>> Julien
>>
>>
>>
>> Date: Wed, 5 Sep 2012 23:17:28 -0700
>> From: [hidden email]
>> To: [hidden email]; [hidden email]
>> Subject: Re: [R-SIG-Finance] Equities Data
>>
>> For US market, a good source of equity data is from CRSP of University of
>> Chicago.  The data is historical only and well cleaned. It costs about
>> 20-30k per year.
>> For global equity data, bloomberg and reuters are two good sources.
>> J. Zhu
>>
>> --- On Wed, 9/5/12, Ralph Vince <[hidden email]> wrote:
>>
>> From: Ralph Vince <[hidden email]>
>> Subject: [R-SIG-Finance] Equities Data
>> To: [hidden email]
>> Date: Wednesday, September 5, 2012, 8:39 PM
>>
>> I'm looking for a reliable vendor of equity data, one that also
>> provides information regarding corporate actions (dividends, splits,
>> ex-dates, etc). Anyone know of any good sources? R. Vince
>>
>> _______________________________________________
>> [hidden email] 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]]
>>
>>
>> _______________________________________________
>> [hidden email] 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]]
>>
>> _______________________________________________
>> [hidden email] 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.
>
>

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Re: Equities Data

R Vince
In reply to this post by FJ M
Thanks for the replies. I'm not looking for data adjusted for splits
and dividends, but rather the ex-dates when the dividend or split will
be affecting prices, and the amount of the dividends/ splits. It
appears Yahoo finance might have this information, Im just not sure
how, in R, to extract anything other than prices in R. Ralph Vince

On Thu, Sep 6, 2012 at 6:48 AM, FJ M <[hidden email]> wrote:

> Tickdata provides daily and intraday data very early the next morning. Their
> 1-minute intraday data is cheaper than every single trade data. Tickdata.com
>
> Yahoo Finance provides daily data available between 7 PM CST and 9 PM each
> evening.
>
> Google Finance provides daily data also, not sure about when it is
> available.
>
> Dividend adjusted data is problematic. If you want just log normal price
> returns, you will want to exclude the dividend from the close on ex-dividend
> eve when calculating the return on ex-dividend day. If you are looking to
> calculate your cost basis by subtracting out the cumulative dividend, you
> need to pick a starting point. If you want the cumulative return you can add
> the dividend to the stock price, but you need to pick a starting point. If
> you want to re-invest the dividend, you will need to keep track of both the
> dividend, the pay date to be accurate and pick a start date. Yahoo Finance
> provides the dividend on the ex-dividend date. I do not have a source for
> the pay date. I suspect most analysts re-invest the dividend on the
> ex-dividend date at the ex-dividend price.
>
> Good luck.
>
>
>> Date: Wed, 5 Sep 2012 21:39:04 -0400
>> From: [hidden email]
>> To: [hidden email]
>> Subject: [R-SIG-Finance] Equities Data
>
>>
>> I'm looking for a reliable vendor of equity data, one that also
>> provides information regarding corporate actions (dividends, splits,
>> ex-dates, etc). Anyone know of any good sources? R. Vince
>>
>> _______________________________________________
>> [hidden email] 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.

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Re: Equities Data

gsee
On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <[hidden email]> wrote:
> Thanks for the replies. I'm not looking for data adjusted for splits
> and dividends, but rather the ex-dates when the dividend or split will
> be affecting prices, and the amount of the dividends/ splits. It
> appears Yahoo finance might have this information, Im just not sure
> how, in R, to extract anything other than prices in R. Ralph Vince

library(quantmod)
?getDividends
?getSplits
?adjRatios
?getQuote
?yahooQF

That is much more on topic that "can someone tell me where to get some
data?" ;-)

Best,
Garrett

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Re: Equities Data

R Vince
Ah, thank you! It must be in the Quantmod API / Thank you. Ralph Vince

On Thu, Sep 6, 2012 at 9:05 AM, G See <[hidden email]> wrote:

> On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <[hidden email]> wrote:
>> Thanks for the replies. I'm not looking for data adjusted for splits
>> and dividends, but rather the ex-dates when the dividend or split will
>> be affecting prices, and the amount of the dividends/ splits. It
>> appears Yahoo finance might have this information, Im just not sure
>> how, in R, to extract anything other than prices in R. Ralph Vince
>
> library(quantmod)
> ?getDividends
> ?getSplits
> ?adjRatios
> ?getQuote
> ?yahooQF
>
> That is much more on topic that "can someone tell me where to get some
> data?" ;-)
>
> Best,
> Garrett

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Re: Equities Data

gsee
Also in quantmod, there is `getFinancials` if you want financial statements

In qmao (https://r-forge.r-project.org/R/?group_id=1113), there's

`getEarnings` which will give you historic analyst estimates and
actual earnings numbers
`getEarningsCalendar` will show you all stocks (U.S. and non-U.S.)
that report earnings.  It supports "from" and "to" arguments.
`getDividendsCalendar` will show you all stocks that go Ex-Div today
(although it also supports from and to if you want to see historic
calendars)
`getEconomicCalendar` shows the calendar of economic number releases
`getMergersCalendar` shows mergers/acquisitions

-Garrett

On Thu, Sep 6, 2012 at 8:18 AM, Ralph Vince <[hidden email]> wrote:

> Ah, thank you! It must be in the Quantmod API / Thank you. Ralph Vince
>
> On Thu, Sep 6, 2012 at 9:05 AM, G See <[hidden email]> wrote:
>> On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <[hidden email]> wrote:
>>> Thanks for the replies. I'm not looking for data adjusted for splits
>>> and dividends, but rather the ex-dates when the dividend or split will
>>> be affecting prices, and the amount of the dividends/ splits. It
>>> appears Yahoo finance might have this information, Im just not sure
>>> how, in R, to extract anything other than prices in R. Ralph Vince
>>
>> library(quantmod)
>> ?getDividends
>> ?getSplits
>> ?adjRatios
>> ?getQuote
>> ?yahooQF
>>
>> That is much more on topic that "can someone tell me where to get some
>> data?" ;-)
>>
>> Best,
>> Garrett

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Re: Equities Data

R Vince
In reply to this post by gsee
I don't think this is going to do what I'm trying to accomplish here,
which is determine the next, future, pending ex-date for dividends or
splits, if there is one announced, so that I can prepare the systems
for this in advance. It seems to be an nasty problem and  I'm trying
to get out of maintaining this by hand!

On Thu, Sep 6, 2012 at 9:05 AM, G See <[hidden email]> wrote:

> On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <[hidden email]> wrote:
>> Thanks for the replies. I'm not looking for data adjusted for splits
>> and dividends, but rather the ex-dates when the dividend or split will
>> be affecting prices, and the amount of the dividends/ splits. It
>> appears Yahoo finance might have this information, Im just not sure
>> how, in R, to extract anything other than prices in R. Ralph Vince
>
> library(quantmod)
> ?getDividends
> ?getSplits
> ?adjRatios
> ?getQuote
> ?yahooQF
>
> That is much more on topic that "can someone tell me where to get some
> data?" ;-)
>
> Best,
> Garrett

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Re: Equities Data

gsee
That data is expensive, but your prime broker will probably provide it for free.

Otherwise, qmao::getDividendsCalendar can do it, but it's inefficient.
 You'd have to get the dividends calendar for future dates, and look
for your symbols.  Keep in mind that the local symbol will be used
even if the stock also trades in the U.S.  (i.e. BMW.DE instead of
BMW)

Good luck,
Garrett

On Thu, Sep 6, 2012 at 10:45 AM, Ralph Vince <[hidden email]> wrote:

> I don't think this is going to do what I'm trying to accomplish here,
> which is determine the next, future, pending ex-date for dividends or
> splits, if there is one announced, so that I can prepare the systems
> for this in advance. It seems to be an nasty problem and  I'm trying
> to get out of maintaining this by hand!
>
> On Thu, Sep 6, 2012 at 9:05 AM, G See <[hidden email]> wrote:
>> On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince <[hidden email]> wrote:
>>> Thanks for the replies. I'm not looking for data adjusted for splits
>>> and dividends, but rather the ex-dates when the dividend or split will
>>> be affecting prices, and the amount of the dividends/ splits. It
>>> appears Yahoo finance might have this information, Im just not sure
>>> how, in R, to extract anything other than prices in R. Ralph Vince
>>
>> library(quantmod)
>> ?getDividends
>> ?getSplits
>> ?adjRatios
>> ?getQuote
>> ?yahooQF
>>
>> That is much more on topic that "can someone tell me where to get some
>> data?" ;-)
>>
>> Best,
>> Garrett

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Re: Equities Data

braverock
In reply to this post by R Vince
On 09/06/2012 10:45 AM, Ralph Vince wrote:
> I don't think this is going to do what I'm trying to accomplish here,
> which is determine the next, future, pending ex-date for dividends or
> splits, if there is one announced, so that I can prepare the systems
> for this in advance. It seems to be an nasty problem and  I'm trying
> to get out of maintaining this by hand!

The only way I know of to get out of maintaining it by hand is to pay
for data.

On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
already I think.  Rbbg of course talks to Bloomberg.

On the other vendor side, I think Interactive Brokers has this data, and
it may be available via the IBrokers package if it is available via the
IB API.  Additional vendors, such as CSIdata, tickdata.com, Reuters,
CRSP, Telekurs, etc all sell this data, at varying prices and quality.

Regards,

- Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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Re: Equities Data

gsee
On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]> wrote:

> The only way I know of to get out of maintaining it by hand is to pay for
> data.
>
> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
> already I think.  Rbbg of course talks to Bloomberg.
>
> On the other vendor side, I think Interactive Brokers has this data, and it
> may be available via the IBrokers package if it is available via the IB API.
> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs,
> etc all sell this data, at varying prices and quality.

Interactive Brokers does provide an "Upcoming Dividend Schedule" for
stocks, but it is a rough estimate that is often wrong.  Also, I don't
think you can get it from their API (although if someone knows how,
please speak up).  I think you have to go into the GUI, right-click a
stock and select Dividend Schedule.

-Garrett

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Re: Equities Data

R Vince
Yes, I'm willing to pay for it, but I would like to get it
automatically into a format I can parse and use, not even sure where
that exists at the moment. (Doesn't Yahoo Finance get their data from
CSI?) Ralph Vince

On Thu, Sep 6, 2012 at 12:04 PM, G See <[hidden email]> wrote:

> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]> wrote:
>> The only way I know of to get out of maintaining it by hand is to pay for
>> data.
>>
>> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
>> already I think.  Rbbg of course talks to Bloomberg.
>>
>> On the other vendor side, I think Interactive Brokers has this data, and it
>> may be available via the IBrokers package if it is available via the IB API.
>> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs,
>> etc all sell this data, at varying prices and quality.
>
> Interactive Brokers does provide an "Upcoming Dividend Schedule" for
> stocks, but it is a rough estimate that is often wrong.  Also, I don't
> think you can get it from their API (although if someone knows how,
> please speak up).  I think you have to go into the GUI, right-click a
> stock and select Dividend Schedule.
>
> -Garrett
>
> _______________________________________________
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> -- Subscriber-posting only. If you want to post, subscribe first.
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Re: Equities Data

Jeffrey Ryan
You might be able to use this:

http://www.dividend.com/ex-dividend-dates.php

Jeff

On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince <[hidden email]> wrote:

> Yes, I'm willing to pay for it, but I would like to get it
> automatically into a format I can parse and use, not even sure where
> that exists at the moment. (Doesn't Yahoo Finance get their data from
> CSI?) Ralph Vince
>
> On Thu, Sep 6, 2012 at 12:04 PM, G See <[hidden email]> wrote:
>> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]> wrote:
>>> The only way I know of to get out of maintaining it by hand is to pay for
>>> data.
>>>
>>> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
>>> already I think.  Rbbg of course talks to Bloomberg.
>>>
>>> On the other vendor side, I think Interactive Brokers has this data, and it
>>> may be available via the IBrokers package if it is available via the IB API.
>>> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs,
>>> etc all sell this data, at varying prices and quality.
>>
>> Interactive Brokers does provide an "Upcoming Dividend Schedule" for
>> stocks, but it is a rough estimate that is often wrong.  Also, I don't
>> think you can get it from their API (although if someone knows how,
>> please speak up).  I think you have to go into the GUI, right-click a
>> stock and select Dividend Schedule.
>>
>> -Garrett
>>
>> _______________________________________________
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>
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--
Jeffrey Ryan
[hidden email]

www.lemnica.com

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Re: Equities Data

Ulrich Staudinger-4
In reply to this post by R Vince
Every major vendor offers machine APIs.
As much as I appreciate this conversation, I think you are best advised to
speak directly with the big five vendors. Service breadth and price differ,
as do their API specifications. Just request their API specs and they will
happily give it to a new prospective client along with the dealer's
obligatory sample fix.

Cheers

On Thu, Sep 6, 2012 at 6:13 PM, Ralph Vince <[hidden email]> wrote:

> Yes, I'm willing to pay for it, but I would like to get it
> automatically into a format I can parse and use, not even sure where
> that exists at the moment. (Doesn't Yahoo Finance get their data from
> CSI?) Ralph Vince
>
> On Thu, Sep 6, 2012 at 12:04 PM, G See <[hidden email]> wrote:
> > On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]>
> wrote:
> >> The only way I know of to get out of maintaining it by hand is to pay
> for
> >> data.
> >>
> >> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
> >> already I think.  Rbbg of course talks to Bloomberg.
> >>
> >> On the other vendor side, I think Interactive Brokers has this data,
> and it
> >> may be available via the IBrokers package if it is available via the IB
> API.
> >> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP,
> Telekurs,
> >> etc all sell this data, at varying prices and quality.
> >
> > Interactive Brokers does provide an "Upcoming Dividend Schedule" for
> > stocks, but it is a rough estimate that is often wrong.  Also, I don't
> > think you can get it from their API (although if someone knows how,
> > please speak up).  I think you have to go into the GUI, right-click a
> > stock and select Dividend Schedule.
> >
> > -Garrett
> >
> > _______________________________________________
> > [hidden email] 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.
>
> _______________________________________________
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> should go.
>



--
Ulrich Staudinger

<http://goog_958005736>http://www.activequant.com
Connect online: https://www.xing.com/profile/Ulrich_Staudinger

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Re: Equities Data

R Vince
In reply to this post by Jeffrey Ryan
Hi Jeff,

Yes, but they only offer dividends not splits. I;ve been working off
of sites like this and looking to automate it somehow, hopefully
through R.


On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan <[hidden email]> wrote:

> You might be able to use this:
>
> http://www.dividend.com/ex-dividend-dates.php
>
> Jeff
>
> On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince <[hidden email]> wrote:
>> Yes, I'm willing to pay for it, but I would like to get it
>> automatically into a format I can parse and use, not even sure where
>> that exists at the moment. (Doesn't Yahoo Finance get their data from
>> CSI?) Ralph Vince
>>
>> On Thu, Sep 6, 2012 at 12:04 PM, G See <[hidden email]> wrote:
>>> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]> wrote:
>>>> The only way I know of to get out of maintaining it by hand is to pay for
>>>> data.
>>>>
>>>> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
>>>> already I think.  Rbbg of course talks to Bloomberg.
>>>>
>>>> On the other vendor side, I think Interactive Brokers has this data, and it
>>>> may be available via the IBrokers package if it is available via the IB API.
>>>> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs,
>>>> etc all sell this data, at varying prices and quality.
>>>
>>> Interactive Brokers does provide an "Upcoming Dividend Schedule" for
>>> stocks, but it is a rough estimate that is often wrong.  Also, I don't
>>> think you can get it from their API (although if someone knows how,
>>> please speak up).  I think you have to go into the GUI, right-click a
>>> stock and select Dividend Schedule.
>>>
>>> -Garrett
>>>
>>> _______________________________________________
>>> [hidden email] 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.
>>
>> _______________________________________________
>> [hidden email] 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.
>
>
>
> --
> Jeffrey Ryan
> [hidden email]
>
> www.lemnica.com

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Re: Equities Data

R Vince
THis looks pretty good, and could be parsed -- I just wish they had it
for cash dividends as well;
http://biz.yahoo.com/c/s.html
Ralph Vince

On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince <[hidden email]> wrote:

> Hi Jeff,
>
> Yes, but they only offer dividends not splits. I;ve been working off
> of sites like this and looking to automate it somehow, hopefully
> through R.
>
>
> On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan <[hidden email]> wrote:
>> You might be able to use this:
>>
>> http://www.dividend.com/ex-dividend-dates.php
>>
>> Jeff
>>
>> On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince <[hidden email]> wrote:
>>> Yes, I'm willing to pay for it, but I would like to get it
>>> automatically into a format I can parse and use, not even sure where
>>> that exists at the moment. (Doesn't Yahoo Finance get their data from
>>> CSI?) Ralph Vince
>>>
>>> On Thu, Sep 6, 2012 at 12:04 PM, G See <[hidden email]> wrote:
>>>> On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson <[hidden email]> wrote:
>>>>> The only way I know of to get out of maintaining it by hand is to pay for
>>>>> data.
>>>>>
>>>>> On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
>>>>> already I think.  Rbbg of course talks to Bloomberg.
>>>>>
>>>>> On the other vendor side, I think Interactive Brokers has this data, and it
>>>>> may be available via the IBrokers package if it is available via the IB API.
>>>>> Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs,
>>>>> etc all sell this data, at varying prices and quality.
>>>>
>>>> Interactive Brokers does provide an "Upcoming Dividend Schedule" for
>>>> stocks, but it is a rough estimate that is often wrong.  Also, I don't
>>>> think you can get it from their API (although if someone knows how,
>>>> please speak up).  I think you have to go into the GUI, right-click a
>>>> stock and select Dividend Schedule.
>>>>
>>>> -Garrett
>>>>
>>>> _______________________________________________
>>>> [hidden email] 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.
>>>
>>> _______________________________________________
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>>> 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.
>>
>>
>>
>> --
>> Jeffrey Ryan
>> [hidden email]
>>
>> www.lemnica.com

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Re: Equities Data

gsee
On Thu, Sep 6, 2012 at 12:56 PM, Ralph Vince <[hidden email]> wrote:
> THis looks pretty good, and could be parsed -- I just wish they had it
> for cash dividends as well;
> http://biz.yahoo.com/c/s.html
> Ralph Vince

They do.  Please look at
library(qmao)
?getDividendsCalendar

I think I've mentioned this before...
Garrett

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12