S&P500 earnings and dividend data

sbajaj

Is S&P500 earnings and dividend data available via the REST API?

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Accepted answers

Christiaan Meihsl

@sbajaj, sorry for the late reply. You can use a corporate actions data request.

Note: exchanges and companies do not
announce dividends or EPS data on index RICs.

Below is an example with RIC SPY, which is an ETF but based on the S&P500 stocks.

Endpoint: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

POST body:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
    "ContentFieldNames": [
      "Earnings Announcement Date", "EPS Amount", "Period End Date", "Dividend Announcement Date",
      "Dividend Ex Date", "Dividend Rate", "Dividend Payment Type", "Dividend Payment Type Description"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{ "Identifier": "SPY", "IdentifierType": "Ric" }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "ReportDateRangeType": "Last",
      "ExcludeDeletedEvents": true,
      "IncludeDividendEvents": true,
      "IncludeEarningsEvents": true,
      "ShareAmountTypes": [ ]
    }
  }
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "SPY",
            "Earnings Announcement Date": null,
            "EPS Amount": null,
            "Period End Date": "2018-09-30",
            "Dividend Announcement Date": "2018-05-10",
            "Dividend Ex Date": "2018-06-15",
            "Dividend Rate": 1.245568,
            "Dividend Payment Type": "CDI",
            "Dividend Payment Type Description": "Cash Dividend"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "SPY",
            "Earnings Announcement Date": "2015-11-30",
            "EPS Amount": -0.91347,
            "Period End Date": "2015-09-30",
            "Dividend Announcement Date": null,
            "Dividend Ex Date": null,
            "Dividend Rate": null,
            "Dividend Payment Type": null,
            "Dividend Payment Type Description": null
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "SPY",
            "Earnings Announcement Date": "2015-11-30",
            "EPS Amount": -12.34838,
            "Period End Date": "2015-09-30",
            "Dividend Announcement Date": null,
            "Dividend Ex Date": null,
            "Dividend Rate": null,
            "Dividend Payment Type": null,
            "Dividend Payment Type Description": null
        }
    ],
    "Notes": [
        "Extraction Services Version 12.0.38980 (0bb9cdd6e646), Built Jun  6 2018 17:45:41\r\nProcessing started at 19062018 11:45:57 AM.\r\nUser ID: 33314\r\nExtraction ID: 309091474\r\nSchedule: _OnD_0x0638b829782b2f96 (ID = 0x0638b829e26b2f96)\r\nReporting the latest corporate actions.\r\nSuppressing Deleted Events\r\nInput List (1 items): _OnD_0x0638b829782b2f96 (ID = 0638b829908b2f96) Created: 19062018 11:45:54 AM Last Modified: 19062018 11:45:55 AM\r\nSchedule Time: 19062018 11:45:55 AM\r\nReport Template (14 fields): _OnD_0x0638b829782b2f96 (ID = 0x0638b8297c0b2f96) Created: 19062018 11:45:54 AM Last Modified: 19062018 11:45:54 AM\r\nProcessing completed successfully at 19062018 11:45:57 AM, taking 0.235 Secs.\r\nExtraction finished at 19062018 09:45:57 AM UTC, with servers: x04A04, QSHC16 (0.1 secs), QSSHA1 (0.0 secs)\r\nUsage Summary for User 33314, Client 11122, Template Type Corporate Actions, Standard Events\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Equities                                                         N/A            N/A\r\n-------\r\n      1 Total instrument charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      1 Instrument in the input list.\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}

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