question

Upvotes
Accepted
alistair.s.grant avatar image
1 ●0 ●0 ●2

Downloading historical time-series dividend data using Eikon Excel Add-In

Hi everyone, I am trying to download historical dividend data for equities using the Eikon Add-In for Excel. However, using the Eikon Add-In, when selecting 'Time Series' data there seems to be no field for 'dividends'.

The code I'm using (for example) is =RHistory("AAPL.O",".Timestamp;.Close","START:01-Jan-1988 END:28-Dec-2018 INTERVAL:1D",,"TSREPEAT:NO CH:Fd",C3)

This allows me to see historical daily closing prices. I also want to add daily dividend values, allowing me to calculate daily total return.

Thanks in advance.

eikoneikon-com-apidatahistoricaltime-seriesexcel
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

@alistair.s.grant you can use TR function as this data is served though the reference database (Data Items > Corporate Actions > Dividend History).

For example, 

=TR("AAPL.O","TR.DivDate;TR.DivUnadjustedGross;TR.DivUnadjustedNet","SDate=0D EDate=-1AY CH=Fd RH=IN")

For further info I suggest you contact your local Refinitiv support desk, as this community is used for API questions.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.