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Dividends ex-date.

Hi, I'm trying to get the next ex-dividend date for securities. Using factset.Fundamentals.dps_ddate_cf.latest.
However the latest information was available for 2018 over than one year ago . Therefore I wonder if there any opportunity to get current data. Thanks in advance!

2 responses

There's a one year holdout period for FactSet data which is why you are only getting ex-dividend dates through 2018. However, contest algo's which use this data do not have this holdout and have access to the latest data. One can develop their algo 'in sample' using the available data, then enter the contest and test it 'out of sample' with the current data.

Unfortunately, there isn't another dataset which includes the ex-dividend date. There are 3rd party datasets which could be imported into Quantopian via 'self serve' however, there's typically a charge for these.


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Hey Dan, thanks for your reply.
Is the same rule applied to quantopian.pipeline.factors.eventvestor. BusinessDaysUntilNextExDate ?