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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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Hello @modaresi

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


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

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Thanks,


AHS

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Hello @modaresi,

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.



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Upvotes
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@modaresi

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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