Hi, I'm trying to get the next ex-dividend date for securities. Using factset.Fundamentals.dps_ddate_cf.latest.
However the latest information was available for 2018 over than one year ago . Therefore I wonder if there any opportunity to get current data. Thanks in advance!
Dividends ex-date.
There's a one year holdout period for FactSet data which is why you are only getting ex-dividend dates through 2018. However, contest algo's which use this data do not have this holdout and have access to the latest data. One can develop their algo 'in sample' using the available data, then enter the contest and test it 'out of sample' with the current data.
Unfortunately, there isn't another dataset which includes the ex-dividend date. There are 3rd party datasets which could be imported into Quantopian via 'self serve' however, there's typically a charge for these.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.