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Hello, I'm asking this question again now that I've joined as a member.
I am coding an options-collarared dividend-capture strategy. I must be able to assess whether a timeslice is within 5 days of the ex-dividend date.
I have found this property, which seems to apply to the timeSlice data class.
public IEnumerable<Symbol> EquityDividends {get;}s there a way to look 5 days into the future from a time slice?
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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
I have the same question. Longer than 5 days is preferable if possible; I know this information is typically released by companies well advance of the payment date. I also believe Morningstar provides this data.
I suspect that we cannot forward look into slice objects as in live trading this would be impossible. However, It seems like there should/could be a way to get this information in the fine fundamental universe selection once a month, and then store it in a symbol class or dictionary.
I hope this is something the QC team has available
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.htmlPlease 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.
Matthew Martin
In the documentation, it says that EquityDividends is not yet used. I checked this with code, and it does not appear to work yet. I get a Null argument exception when checking the list for a symbol.
From the docs:
Remarks
Not used yet. For future use.
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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