is it possible to get point in tim historical dividend data?
Hello @hulek890,
I would like to add to the excellent answers above a bit of an explanation.
This aspect of Eikon Data API mirrors Eikon data retrieval paradigm.
Same as in Eikon Excel we define history as interval-ed by dates:
=TR("MSFT.O","TR.TotalRevenue(Scale=6)","SDate=0 EDate=-199 Period=FQ0 Frq=FQ",G2)
In Eikon Data API python ref, we do analogous:
ek.get_data("MSFT.O",'TR.TotalRevenue(Scale=6, SDate=0, EDate=-199, Period=FQ0, Frq=FQ)')
As the interval becomes very short, you capture the point in time that you require.
Hope this helps.
Yes
fields = ['TR.DivExDate', 'TR.DivAdjustedGross', 'TR.DivAdjustedNet']
div,err = ek.get_data('MSFT.O', fields=fields, parameters={'SDate':'01Jan15', 'EDate':'01Jan17', 'DateType':'ED'})
Instrument Dividend Ex Date Adjusted Gross Dividend Amount Adjusted Net Dividend Amount 0 MSFT.O 2015-02-17 0.31 0.31 1 MSFT.O 2015-05-19 0.31 0.31 2 MSFT.O 2015-08-18 0.31 0.31 3 MSFT.O 2015-11-17 0.36 0.36 4 MSFT.O 2016-02-16 0.36 0.36 5 MSFT.O 2016-05-17 0.36 0.36 6 MSFT.O 2016-08-16 0.36 0.36 7 MSFT.O 2016-11-15 0.39 0.39
Is this definitely point in time data? i.e. if I set the date to X and request the div data for a company that changed the dividend date after X then I will not see the change? I'd expect to see only information that was available at the time of X. Can you please confirm?
I'm not sure I fully understand the scenario you're concerned about. Are you asking what would happen in the case where on date xx a company announced that it would pay dividend on date yy, but the dividend payment was subsequently made on date zz? I don't know if this ever happens, and I'm not sure how we handle such scenario in our dividend history if indeed it does happen. Hypothetically I see two possibilities: either we will only have actual dividend payment date (i.e. zz) in the dividend history. Or we may treat this scenario as two separate dividend events: one dividend that was rescinded and another that was paid. In this case for the rescinded dividend TR.DivIsRescinded flag and TR.DivRescindedDate fields will be populated. If you have an actual example, you can check for yourself. Alternatively you may contact Refinitiv Helpdesk for an explanation on how we handle the scenario. This forum is dedicated to software developers using Refinitiv APIs. The moderators on this forum are technical experts, who don't necessarily have deep content expertise in all types of content available through Refinitiv products and services. For questions that require deep content expertise the best resource is Refinitiv Helpdesk, which can be reached by calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.