Selecting data from Index constituents that have increased dividends over last 5 years

rajanraju
rajanraju Contributor
in Eikon Data APIs

I was looking to select all securities from an index that have met the condition of having increased dividends (excluding special dividends) consecutively over the past 5 years. Is there a way to select the security and return RIC and the annual dividend for the last 5 years using the python API? My current approach is to download the dividends for all the securities and then write the python code to select securities. For instance, take the index .STI, select only those constituents that had increased dividends (excluding special dividends) consistently over the last 5 years and return the constituent RIC and the annual dividend over the past 5 years. Many thanks

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  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can retrieve the list of constituents of .STI using

    ek.get_data('0#.STI', 'DSPLY_NAME')

    For each constituent you can retrieve dividend history using for example

    ek.get_data('KPLM.SI',['TR.DivDate','TR.DivAdjustedGross'],
               {'SDate':'0D','EDate':'-5AY','DivType':'60:61:80',
                'END':'Yes','DateType':'PD'})

    For details on what field names and parameters you can use to retrieve and filter dividend history follow Formula Builder wizard in Eikon Excel as described in this tutorial.

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