get_data not pulling latest dividend data

dchu

tmp, err = ek.get_data('AGNC.O', ["TR.DivExDate", "TR.DivRecordDate", "TR.DivPayDate", "TR.DivUnadjustedGross", "TR.DivCurr"], {'SDate':str('2019-04-28'),'EDate':str('2019-06-04')})

Output missing 2019-05-30 dividend....
Instrument Dividend Ex Date Dividend Record Date Dividend Pay Date 
AGNC.O       2019-04-29           2019-04-30        2019-05-09

Gross Dividend Amount Dividend Currency
                 0.18               USD

Alex Putkov.1

@dchu
By default SDate and EDate filters are applied on dividend payment date. For dividend of $0.16 with ex date of 30-May-19 the payment date was 11-Jun-19, which is outside the date range specified by SDate and EDate parameters in your request. You can control which date type is used as date range filter by adding DateType parameter. E.g. if you'd like to filter on ex dividend date use

ek.get_data('AGNC.O', 
	["TR.DivExDate", "TR.DivRecordDate", "TR.DivPayDate",
	 "TR.DivUnadjustedGross", "TR.DivCurr"], 
	{'SDate':'2019-04-28','EDate':'2019-06-04', 'DateType':'ED'})

You may also want to add TR.DivDate field to your request. This field returns the date according to date type specified by DateType parameter.

Jirapongse

@dchu

I have verified it with Eikon Excel and found that SDate and EDate may use the Date field in TR.DivExDate when querying.

Therefore, if I change the EDate to '2019-06-11', the output will contain the latest dividend ex date.

However, you may need to directly contact the Eikon support team to confirm this behaviour.

nick.zincone

Hi @dchu,

I'm following up to see whether any of the suggestion below helped.

thanks.