So I would like to make an Algo based on dividend data. The pieces of information I need are:
Declared Date (the date the dividend amount/date was made public)
Dividend Amount (the actual dollar amount - not percentage - of the dividend)
Ex Dividend Date
Pay Date (the date the money actually hits the account)
How would I go about getting this data? I'm very new to this system and any help would be appreciated!
Hi Justing,
You can find 2 examples of getting ex dividend date and dividend amount in this thread: https://www.quantopian.com/posts/tactical-bond-strategy
Regards,
Ed
Hi Justing,
I am the founder at EventVestor, with a single focus on corporate events data sets covering over 80 distinct event types. We do have dividend data with all the dates and dividend amounts. We also annotate each the dividend event to indicate dividend changes - increase, decrease, initiation, suspend, regular, special dividend etc. Contact us through this form http://www.eventvestor.com/contactus.php?quantopian or email me at [email protected].
Thanks,
anju
Simon,
Currently we sell EventVestor corporate events data sets to institutions. We are working with Quantopian to make the EventVestor data sets available transparently on the Quantopian platform. Meanwhile we are happy to help individual requests for data. Please send me an email at [email protected], we can offer five years of historical dividend data for free to Quantopian users for a limited time.
regards,
anju
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