Finding stock splits and dividend information
On Sat, Dec 25, 2021 at 8:20 PM H <agents at meddatainc.com> wrote:
Can anyone suggest a source for stock splits and dividend information on US listed stocks? I already have the quotes but in order to do fundamental analysis using historical information the two items above are required. I am looking to go back to ca 2010 (or earlier, if possible).
Tiingo [1] provides this information, and more, for free. All you need is a free API key. The riingo package [2] implements a substantial portion of the API. [1] https://api.tiingo.com/ [2] https://cran.r-project.org/package=riingo
I have looked into parsing XBRL information from the SEC (8-K filings as I understand it) but it does not seem promising for two reasons: (1) XBRL has a short history, shorter the smaller the company is; and (2) the quality of submissions and taxonomies used is not as good as one would like... Is CRISP or Compustat data available without a subscription?
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Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com