Historical dividend for etfs

Pashutan
Pashutan
in DSS

Hi,

I am trying to get the historical dividend for ETFs, but the return is always:

Instruments in the input list had no reported data.


The json file I am using is preseted next (when using Equities, it works perfectly).


Could you please help me out? How am I suppose to get these values for ETFs?


Thank you very much.


{


"ExtractionRequest": {


"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",

"ContentFieldNames": [

"Actual Adjustment Type",

"Adjustment Factor",

"Dividend Ex Date",

"Dividend Rate",

"Dividend Payment Type Description",

"Dividend Payment Type"

],

"IdentifierList": {


"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [

{ "Identifier": "DE0006289473", "IdentifierType": "Isin" },
{ "Identifier": "DE000ETFL185", "IdentifierType": "Isin" },
{ "Identifier": "FR0007075494", "IdentifierType": "Isin" },
{ "Identifier": "FR0010591362", "IdentifierType": "Isin" },
{ "Identifier": "FR0010717124", "IdentifierType": "Isin" },
{ "Identifier": "DE0005933931", "IdentifierType": "Isin" },
{ "Identifier": "LU0252633754", "IdentifierType": "Isin" },
{ "Identifier": "LU0274211480", "IdentifierType": "Isin" }

]

},

"Condition": {


"ReportDateRangeType": "Range",
"QueryStartDate": "2015-01-01",
"QueryEndDate": "2021-03-23",

"ExcludeDeletedEvents": true,

"IncludeDividendEvents": true,

"IncludeCapitalChangeEvents": true,

"IncludeEarningsEvents": true,

"IncludeMergersAndAcquisitionsEvents": true,

"IncludeNominalValueEvents": true,

"IncludePublicEquityOfferingsEvents": true,

"IncludeSharesOutstandingEvents": true,

"IncludeVotingRightsEvents": true,


"CorporateActionsCapitalChangeType": "CapitalChangeExDate",

"CorporateActionsDividendsType": "DividendExDate",

"CorporateActionsEarningsType": "PeriodEndDate",

"ShareAmountTypes": [

]

}

}

}


Tagged:

Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @modaresi,

    I start with exploring the same information via DSS GUI and come to an understanding, that on DSS GUI, to review the Corporate Actions per these ETFs, I need to search by ISIN and select a specific RIC:

    image

    Similarly, if I introduce the same RIC into your request:

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CorporateActionsStandardExtractionRequest",
    "ContentFieldNames": [
    "Actual Adjustment Type",
    "Adjustment Factor",
    "Dividend Ex Date",
    "Dividend Rate",
    "Dividend Payment Type Description",
    "Dividend Payment Type",
    "Adjusted Dividend Rate"
    ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "InstrumentIdentifiers": [
    { "Identifier": "DE0006289473", "IdentifierType": "Isin" },
    { "Identifier": "DE000ETFL185", "IdentifierType": "Isin" },
    { "Identifier": "FR0007075494", "IdentifierType": "Isin" },
    { "Identifier": "FR0010591362", "IdentifierType": "Isin" },
    { "Identifier": "FR0010717124", "IdentifierType": "Isin" },
    { "Identifier": "DE0005933931", "IdentifierType": "Isin" },
    { "Identifier": "LU0252633754", "IdentifierType": "Isin" },
    { "Identifier": "LU0274211480", "IdentifierType": "Isin" },
    {"Identifier":"0MLY.L", "IdentifierType": "Ric"}
    ]
    },
    "Condition": {
    "ReportDateRangeType": "Range",
    "QueryStartDate": "2015-01-01",
    "QueryEndDate": "2021-03-23",
    "ExcludeDeletedEvents": true,
    "IncludeDividendEvents": true,
    "IncludeCapitalChangeEvents": true,
    "IncludeEarningsEvents": true,
    "IncludeMergersAndAcquisitionsEvents": true,
    "IncludeNominalValueEvents": true,
    "IncludePublicEquityOfferingsEvents": true,
    "IncludeSharesOutstandingEvents": true,
    "IncludeVotingRightsEvents": true,
    "ShareAmountTypes": [
    ]
    }
    }
    }

    There is non-empty result, and those of the corporate actions that are related to Dividend appear to be populated with non-null data in dividend-related fields:

    ...
    {
                "IdentifierType": "Ric",
                "Identifier": "0MLY.L",
                "Actual Adjustment Type": null,
                "Adjustment Factor": null,
                "Dividend Ex Date": "2018-11-15",
                "Dividend Rate": 0.241345,
                "Dividend Payment Type Description": "Cash Dividend",
                "Dividend Payment Type": "CDI",
                "Adjusted Dividend Rate": 0.241345
            },
    ...

    Therefore, one approach could be to map ISINs to RICs via Instrument Search, and then supply them into Corporate Actions extraction request.

    Perhaps there is a better approach(es), to get a definitive answer on the best way to request content, you may wish to directly consult with a Refinitiv content expert, via Refinitiv Helpdesk Online -> Content.


Answers

  • Jirapongse
    Jirapongse

    @modaresi

    I have searched those ISINs in the DSS Web GUI and found that there is a source property associated with those ISINs. For example, DE0006289473 has a lot of sources.

    image

    Therefore, if I specify the source property in the request, some data points are returned. 

    { "Identifier": "DE0006289473", "IdentifierType": "Isin","Source":"BER" }

    The response contains the following:

            {
                "IdentifierType": "Isin",
                "Identifier": "DE0006289473",
                "Actual Adjustment Type": null,
                "Adjustment Factor": null,
                "Dividend Ex Date": "2018-05-15",
                "Dividend Rate": 0.254462,
                "Dividend Payment Type Description": "Cash Dividend",
                "Dividend Payment Type": "CDI"
            },

    You can directly contact the Refinitiv DataScope Select support team via MyRefinitiv to verify it.

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