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Hello,
I'm building a model that uses options collars with dividend stocks. I must have the actualy ex-dividend date for my entries. I have found ..BalanceSheet.DividendsPayable, but I have not seen ex-dates. Can someone please tell me where this information is retrievable?
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Hi everyone,
Please refer to our previous thread on this topic. We want to try to avoid duplicate threads in the community.
Best,
Derek Melchin
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Dave Mueller
Following as I am also interested in this data
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Craig McWilliams
Hi Dave,
Thank you for joining me on this. I think I found the answer, but have not yet figured how to implement. The data element is:
TradingDayType.EquityDividends, which is (allegedly) the Ex-Dividend Date.
https://www.quantconnect.com/lean/docs#topic100.html
Please let me know if you derive an implementation as I will post what I learn here too.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dave Mueller
Hi Craig!
Thanks for sharing that. If a TradingDay is an Equity Dividend, wouldn't that make the ex-dividend date two days prior? I'm not 100% but I thought that the ex-dividend date was always two days before the payment date, meaning, in order to be eligible to receieve a dividend you must have held a position on or before the ex dividend date. Maybe I should confirm this as my memory is fuzzy on the subject.
I'll have a little time to dig into this over the next few days. Please let me know if you find anything new!
Best,
David
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Derek Melchin
Hi Craig and Dave,
Our API does not currently provide ex-dividend dates. In the source code, the following remark is listed for EquityDividends: "Not used yet. For future use."
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Craig McWilliams
Hi Derek, thank you for that information. It helped save me time.
Are you able to tell us when this may be implemented?
I understand there is a way to import external data. Do you have any documentation that may help get me started importing dividend dates, other than what is generally available on the site?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Craig McWilliams
Thank you Derek. I will indeed. I signed up for tutoring 1-2-1 with Rahul, as well.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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