Dividend with specific ex date

Pawel.Piatkowski
Pawel.Piatkowski LSEG
in Eikon Data APIs

Is it possible to get dividend data for all equities going ex date on specific date? or maybe for some market segments (not specifying all RICs explicitly)? is it possible in Eikon Excel too?

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @Pawel.Piatkowski,

    In my understanding, if you are able to round up the required universe of RICs by applying a filter or a set of filters within Eikon Screener, then you will be able to request dividend data per that set of RICs.

    So by applying Eikon Screener, I think "Last EPS Report Date" may be what you are looking for:

    image

    Consequently, having selected date:

    image

    I came up with a formula, that can be exported to Excel or used in Python, and if we are looking for Dividend Data should be something like:

    ek.get_data(  "SCREEN(U(IN(Equity(active,public,primary))),TR.EPSActReportDate(Period=FQ0,SDate=0D)>=20210311, CURN=USD)","TR.CommonName;TR.EPSActReportDate(Period=FQ0,SDate=0D);TR.DividendYield(SDate=0D)")


Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Continuing, as can not add more then two screenshots in single answer :

    Resulting in:

    image

    You can try this approach and further tune it to your requirements, or, a perhaps better approach is to consult Eikon content experts on this content selection and availability via Refinitiv Helpdesk Online -> Content.

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