Hi all,
I was wondering if there was a method of retrieving a methods payout/dividend frequency (monthly, quarterly, annually)?
I tried to filter through the fundamental values if there was anything but I couldn't.
Thanks!
Marc
QUANTCONNECT COMMUNITY
Hi all,
I was wondering if there was a method of retrieving a methods payout/dividend frequency (monthly, quarterly, annually)?
I tried to filter through the fundamental values if there was anything but I couldn't.
Thanks!
Marc
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 Pcnpj,
Our fundamental data provider does not supply us with the dividend frequency, but we can determine the dividend dates in the research environment with
qb = QuantBook() a = qb.GetFundamental("WMT", "FinancialStatements.CashFlowStatement.CashDividendsPaid", datetime(2017, 1, 4), datetime.now()) b = a.apply(lambda x: x[0].Value, axis=1).drop_duplicates() list(b[b != 0].index)
Note that it is not possible to retrieve historical fundamental data like this during a backtest. It can only be done in the research environment. See the attached notebook for reference.
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.
Pcnpj
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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