Hi, does anyone know if there is a way to accomplish this through some API, say IB, Yahoo? Doesn't work for Google finance
You get some numbers through Yahoo Finance web-api: http://www.jarloo.com/yahoo_finance/ Dividends y: Dividend Yield d: Dividend per Share r1: Dividend Pay Date q: Ex-Dividend Date Not very certain how accurate or current these numbers are.
For the S&P500 (or anything else with traded futures) you can get the implied dividend of the basket by backing out interest rates from the discount or premium of the future to spot.