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S&P500 earnings and dividend data

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

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<AHS Only>

I have contact DSS_SWAT team (Thomson-DSS_SWAT@thomson.com) to help the client on this question. Extend triage for 1 week.

@Wasin Waeosri, any response from DSS_SWAT ?

wasin.w avatar image   wasin.w Christiaan Meihsl

<AHS Only>

@Christiaan Meihsl

The DSS SWAT team has replied this is not a question for their team and suggest the client contact Account Manager or TAM.Please see their response below:

I would reply in the forum directly if this was a question for our team.

DEV_CUST_DSP is made up of DSS Application Experts, we are not always the best source as content experts. We investigate cases where DSS is not functioning as expected.

They should be able to get this information from their AM or a TAM

Rick Weyrauch
DataScope Select, SWAT

Should we answer the client as the DSS SWAT team has suggest?

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@sandeep.bajaj, thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

@sandeep.bajaj

Hello again!

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

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AHS

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1 Answer

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@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"
    ]
}

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