reliable split/dividend api

Discussion in 'Automated Trading' started by windwave, Sep 2, 2021.

  1. windwave

    windwave

    Hi, does anyone know any reliable API for US stock split and dividend?

    The requirements are:
    1. it should contains split/dividend history of past 10 years
    2. new split/dividend events should be available at least a hour before market open on the same day
    3. reliable enough for production use

    Thanks!
     
  2. d08

    d08

    Are you with IB?
     
  3. windwave

    windwave

    Yes, but I didn't see IB provide this data. Did I miss anything?
     
  4. d08

    d08

    reqMktData(id, contract, '456', False, False, []) returns dividend information. TickType in response is 59.
    I do daily queries and merge with yesterday's results. You also have to make sure you properly parse the responses as there's an error on IB's side. The field separator is a comma, as well as the separator for thousands. I contacted them on this but this was said to be a feature, uhm, yeah.
     
    stargrazer, KevinBB and traider like this.
  5. d08

    d08

    For splits, I just parse the Nasdaq website with Selenium but it's not an API, so does not work for you.
     
    spy likes this.
  6. windwave

    windwave

    Thanks for your suggestion.
     
  7. Not sure if this was already answered, but the Polygon.io API can give you what you need. At least the dividend part. Not sure about stock split.
     
    Polygon.io likes this.
  8. Polygon.io

    Polygon.io Sponsor

    Polygon.io provides this data through our Splits and Dividends endpoints.

    We'll actually be releasing the next iterations of these endpoints over the next few weeks, which will provide many improvements to what we currently make available.
     
  9. @Polygon.io : Quick question. I know you already have stocks, options, forex and crypto data. Do you have any plans for Futures data as well? If yes, any idea about the timeframe?
    Last I checked on Options, it was in beta. Is it fully available yet?
     
    #10     Dec 9, 2021