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 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.
> >
> > _______________________________________________
> > R-SIG-Finance at 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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> -- Also note that this is not the r-help list where general R
> questions should go.
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