Historical dividend for etfs

Hi,

I am trying to get the historical dividend for ETFs, but the return is always:

Instruments in the input list had no reported data.

The json file I am using is preseted next (when using Equities, it works perfectly).

Could you please help me out? How am I suppose to get these values for ETFs?

Thank you very much.

{

"ExtractionRequest": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",

"ContentFieldNames": [

"Actual Adjustment Type",

"Adjustment Factor",

"Dividend Ex Date",

"Dividend Rate",

"Dividend Payment Type Description",

"Dividend Payment Type"

],

"IdentifierList": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [

{ "Identifier": "DE0006289473", "IdentifierType": "Isin" },
{ "Identifier": "DE000ETFL185", "IdentifierType": "Isin" },
{ "Identifier": "FR0007075494", "IdentifierType": "Isin" },
{ "Identifier": "FR0010591362", "IdentifierType": "Isin" },
{ "Identifier": "FR0010717124", "IdentifierType": "Isin" },
{ "Identifier": "DE0005933931", "IdentifierType": "Isin" },
{ "Identifier": "LU0252633754", "IdentifierType": "Isin" },
{ "Identifier": "LU0274211480", "IdentifierType": "Isin" }

]

},

"Condition": {

"ReportDateRangeType": "Range",
"QueryStartDate": "2015-01-01",
"QueryEndDate": "2021-03-23",

"ExcludeDeletedEvents": true,

"IncludeDividendEvents": true,

"IncludeCapitalChangeEvents": true,

"IncludeEarningsEvents": true,

"IncludeMergersAndAcquisitionsEvents": true,

"IncludeNominalValueEvents": true,

"IncludePublicEquityOfferingsEvents": true,

"IncludeSharesOutstandingEvents": true,

"IncludeVotingRightsEvents": true,

"CorporateActionsCapitalChangeType": "CapitalChangeExDate",

"CorporateActionsDividendsType": "DividendExDate",

"CorporateActionsEarningsType": "PeriodEndDate",

"ShareAmountTypes": [

]

}

}

}

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Accepted answers

zoya faberov

Hello @Pashutan,

I start with exploring the same information via DSS GUI and come to an understanding, that on DSS GUI, to review the Corporate Actions per these ETFs, I need to search by ISIN and select a specific RIC:

Similarly, if I introduce the same RIC into your request:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
"ContentFieldNames": [
"Actual Adjustment Type",
"Adjustment Factor",
"Dividend Ex Date",
"Dividend Rate",
"Dividend Payment Type Description",
"Dividend Payment Type",
"Adjusted Dividend Rate"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "DE0006289473", "IdentifierType": "Isin" },
{ "Identifier": "DE000ETFL185", "IdentifierType": "Isin" },
{ "Identifier": "FR0007075494", "IdentifierType": "Isin" },
{ "Identifier": "FR0010591362", "IdentifierType": "Isin" },
{ "Identifier": "FR0010717124", "IdentifierType": "Isin" },
{ "Identifier": "DE0005933931", "IdentifierType": "Isin" },
{ "Identifier": "LU0252633754", "IdentifierType": "Isin" },
{ "Identifier": "LU0274211480", "IdentifierType": "Isin" },
{"Identifier":"0MLY.L", "IdentifierType": "Ric"}
]
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2015-01-01",
"QueryEndDate": "2021-03-23",
"ExcludeDeletedEvents": true,
"IncludeDividendEvents": true,
"IncludeCapitalChangeEvents": true,
"IncludeEarningsEvents": true,
"IncludeMergersAndAcquisitionsEvents": true,
"IncludeNominalValueEvents": true,
"IncludePublicEquityOfferingsEvents": true,
"IncludeSharesOutstandingEvents": true,
"IncludeVotingRightsEvents": true,
"ShareAmountTypes": [
]
}
}
}

There is non-empty result, and those of the corporate actions that are related to Dividend appear to be populated with non-null data in dividend-related fields:

...
{
            "IdentifierType": "Ric",
            "Identifier": "0MLY.L",
            "Actual Adjustment Type": null,
            "Adjustment Factor": null,
            "Dividend Ex Date": "2018-11-15",
            "Dividend Rate": 0.241345,
            "Dividend Payment Type Description": "Cash Dividend",
            "Dividend Payment Type": "CDI",
            "Adjusted Dividend Rate": 0.241345
        },
...

Therefore, one approach could be to map ISINs to RICs via Instrument Search, and then supply them into Corporate Actions extraction request.

Perhaps there is a better approach(es), to get a definitive answer on the best way to request content, you may wish to directly consult with a Refinitiv content expert, via Refinitiv Helpdesk Online -> Content.

corpact.gif

All comments

zoya faberov

Hello @Pashutan,

Similarly, if I introduce the same RIC into your request:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
"ContentFieldNames": [
"Actual Adjustment Type",
"Adjustment Factor",
"Dividend Ex Date",
"Dividend Rate",
"Dividend Payment Type Description",
"Dividend Payment Type",
"Adjusted Dividend Rate"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "DE0006289473", "IdentifierType": "Isin" },
{ "Identifier": "DE000ETFL185", "IdentifierType": "Isin" },
{ "Identifier": "FR0007075494", "IdentifierType": "Isin" },
{ "Identifier": "FR0010591362", "IdentifierType": "Isin" },
{ "Identifier": "FR0010717124", "IdentifierType": "Isin" },
{ "Identifier": "DE0005933931", "IdentifierType": "Isin" },
{ "Identifier": "LU0252633754", "IdentifierType": "Isin" },
{ "Identifier": "LU0274211480", "IdentifierType": "Isin" },
{"Identifier":"0MLY.L", "IdentifierType": "Ric"}
]
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2015-01-01",
"QueryEndDate": "2021-03-23",
"ExcludeDeletedEvents": true,
"IncludeDividendEvents": true,
"IncludeCapitalChangeEvents": true,
"IncludeEarningsEvents": true,
"IncludeMergersAndAcquisitionsEvents": true,
"IncludeNominalValueEvents": true,
"IncludePublicEquityOfferingsEvents": true,
"IncludeSharesOutstandingEvents": true,
"IncludeVotingRightsEvents": true,
"ShareAmountTypes": [
]
}
}
}

There is non-empty result, and those of the corporate actions that are related to Dividend appear to be populated with non-null data in dividend-related fields:

...
{
            "IdentifierType": "Ric",
            "Identifier": "0MLY.L",
            "Actual Adjustment Type": null,
            "Adjustment Factor": null,
            "Dividend Ex Date": "2018-11-15",
            "Dividend Rate": 0.241345,
            "Dividend Payment Type Description": "Cash Dividend",
            "Dividend Payment Type": "CDI",
            "Adjusted Dividend Rate": 0.241345
        },
...

Therefore, one approach could be to map ISINs to RICs via Instrument Search, and then supply them into Corporate Actions extraction request.

corpact.gif

Jirapongse

@Pashutan

I have searched those ISINs in the DSS Web GUI and found that there is a source property associated with those ISINs. For example, DE0006289473 has a lot of sources.

Therefore, if I specify the source property in the request, some data points are returned.

{ "Identifier": "DE0006289473", "IdentifierType": "Isin","Source":"BER" }

The response contains the following:

        {
            "IdentifierType": "Isin",
            "Identifier": "DE0006289473",
            "Actual Adjustment Type": null,
            "Adjustment Factor": null,
            "Dividend Ex Date": "2018-05-15",
            "Dividend Rate": 0.254462,
            "Dividend Payment Type Description": "Cash Dividend",
            "Dividend Payment Type": "CDI"
        },

You can directly contact the Refinitiv DataScope Select support team via MyRefinitiv to verify it.

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