Retrieving corporate event information for listed companies
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 at 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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