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In the research environment I'm finding dividend per share data to be incorrect (unless I'm not understanding something).
For example,
data = qb.GetFundamental(["KMI"], "EarningReports.DividendPerShare")
Returns a dataset containing
However KMI's dividend actually went to 0.125 in January of 2016, not April.
2015-12-31 3M:0.49;6M:0.93;9M:1.42;12M:1.7
2016-01-29 3M:0.49;6M:0.93;9M:1.42;12M:1.7
2016-02-16 3M:0.51;6M:0.93;9M:1.42;12M:1.93
2016-02-29 3M:0.51;6M:0.93;9M:1.42;12M:1.93
2016-03-31 3M:0.51;6M:0.93;9M:1.42;12M:1.93
2016-04-22 3M:0.125;6M:0.93;9M:1.42;12M:1.93
dividend history
I spot checked a other symbols with known dividend changes (e.g. MCK) and found similar issues.
Am I misunderstanding something about how the fundamendal data is supposed to work, or is the fundamendal data just not good?
Dan Whitnable
Something does seem wrong with the KMI data or a misunderstanding of what that data represents? Here is the data directly from the company's website (
)
07/19/17 07/27/17 07/31/17 08/15/17 $0.125 Regular Cash 04/19/17 04/27/17 05/01/17 05/15/17 $0.125 Regular Cash 01/18/17 01/30/17 02/01/17 02/15/17 $0.125 Regular Cash 10/19/16 10/27/16 11/01/16 11/15/16 $0.125 Regular Cash 07/20/16 07/28/16 08/01/16 08/15/16 $0.125 04/20/16 04/28/16 05/02/16 05/16/16 $0.125 Regular Cash 01/20/16 01/28/16 02/01/16 02/16/16 $0.125 Regular Cash 10/21/15 10/29/15 11/02/15 11/13/15 $0.51 Regular CashThe dates listed are the Declared, Ex-date, Recorded, and Payable dates respectively. Not only do none of the amounts seem to match but the dates don't either?
MT 01
Quantopian has the same (apparently incorrect) data in their dataset, which is what made me think I might be misunderstanding something.
Morningstar Office has the correct dividend information.
Stefano Raggi
@MT 01, @Dan Whitnable
I looked at the input Morningstar data for the KMI January 2016 dividend and it seems that dates and values match the data we are showing in QC.
The raw input data shows that the Earning Report for Q1-2016 has the following values:
- PeriodEndingDate (field 20001): 2016-03-31
- FileDate (field 20002): 2016-04-22
- DividendForShare (field 29012): 0.125
0P0000SDEF|20001|2016-03-31|2016-03-31|3M|12|USD|A|0
0P0000SDEF|20002|2016-04-22|2016-03-31|3M|12|USD|A|0
0P0000SDEF|29012|0.125000|2016-03-31|3M|12|USD|A|0
Earning Reports are released after the end of each quarter, so the new DividendForShare value will be updated only at the date found in the FileDate field (when the report was released to the public).
If dividend information needs to be available in a more timely manner, perhaps it can be obtained as custom data from a different source ?
The fundamental data classes generated from the Morningstar specifications can be found here:
https://github.com/QuantConnect/Lean/tree/master/Common/Data/Fundamental/Generated
MT 01
I suspected that might be the case.
Is there a way to access dividend declaration, pay, and ex dates in the research environment?
MT 01
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