Need EOD data adjusted for capital gains distributions

Discussion in 'Data Sets and Feeds' started by sync, Jan 24, 2009.

  1. sync


    Which data service adjusts their EOD data for capital gains distributions?
  2. Are you looking for ongoing or historical? will give you historicals as well as the ETF companies websites - at least in my experience.

    What tickers and what time frames? I don't know many (any really) ETFs that distribute on a daily basis - its usually quarterly or annually.
  3. sync


    I'm looking for ongoing daily data. Sometimes I think I'm the only person on this forum that isn't a day trader.

    Does it matter what tickers or when the ETF does an distribution? If the data service adjusts their data wouldn't they do it for all tickers when the distribution takes place?
  4. I'm certanly not a day trader. I may pretend to be one at times - but not in the slightest. I know about the leveraged ETFs - all of the companies try to distribute on a quarterly basis only to minimize tax liabilities to the shareholder.

    Some ETNs distribute on a monthly basis but since they trade like a FI/debt instrutment that schedule should be public. my firm does not pre-announce dates or amounts on distributions so you can only get historical - same holds true for other firms in the leveraged ETF space.

    What do you have access to? should have some info, google has some - usually bad though, should have it... all of these sites may take up to a few weeks to populate?

    Are you trying to anticipate distributions to avoid the taxes? I only asked about the tickers to see if they are tickers that I work with. We usually distribute shortly after the insturments the ETFs hold distribute... perhaps to try and forecast look at the holdings of the ETFs you own then go from there?

    Historical data should be on the companies website - we post all of our distributions, cap gains, dividends, etc. on our webiste. Have you tried to email the ETF companies you are interested in?
  5. sync


    I'm looking for a data source for my charting software that doesn't require me to manually adjust the data to take distributions into account.
  6. Sync - sorry then, the only two places I know where you can get that is Thompson One Financial and Bloomberg - both are not cheap.

    Hopefully someone will chime in if they have a platform or another source that will get you what you need.
  7. sync

    sync uses adjusted data. I don't want to use web-based charting though.
  8. Sync - what format are you looking for? I can get this from Bloomberg but there are licensing issues with me providing out to the public.

    I have asked internally at my company and I don't know of any free data service provider that will get you this.
  9. sync



    Thank you for checking.

    I currently use Sierra Chart which has a basic ASCII data format.

    I'm not looking for free data. But I'm also not looking for something in the Bloomberg range.

    I found that has adjusted data. I think I can get that into Sierra Chart.

    I just started with Sierra Chart, so I'm also open to switching to something else like Amibroker.