Is S&P500 earnings and dividend data available via the REST API?
Is S&P500 earnings and dividend data available via the REST API?
@sandeep.bajaj, 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" ] }