Looking for a reliable corporate actions database

Discussion in 'Data Sets and Feeds' started by skywalker3, Nov 23, 2009.

  1. Could anyone suggest a resource for the abovementioned ( announcements, earnings, dividends etc.) to keep track day to day
  2. Anyone having any idea on this. Happy to look into Reuters if there is no "free" resource .
  3. Not sure what you need it for but if you need it for back-testing then you'll want to look at compustat's point-in-time database. It gives you the data as of the date it occurred and not just the date it is applicable to.

    For example, 4th qtr earnings would be announced, lets say, January. Most data sources would provide that data as having occurred at the end of the 4th quarter. But the computstat point-in-time database would provide it as of the date the announcement occurred so you don't inadvertently look into the future when doing your backtesting.

    And it's expensive (really expensive). But, since no one else responded I figured I'd give you this option.

  4. Thanks a lot folks!!