ezyquant.reader.SETDataReader.get_dividend#

SETDataReader.get_dividend(symbol_list: List[str] | None = None, start_date: str | None = None, end_date: str | None = None, ca_type_list: List[str] | None = None, adjusted_list: List[str] = ['', 'CR', 'PC', 'RC', 'SD', 'XR']) → DataFrame#

Data from table RIGHTS_BENEFIT. Include only Cash Dividend (CD) and Stock Dividend (SD). Not include Cancelled (F_CANCEL!=’C’) and dps more than 0 (Z_RIGHTS>0). ex_date and pay_date can be null.

Parameters:

  • symbol_list (Optional[List[str]] = None) – N_SECURITY in symbol_list (must be unique).

  • start_date (Optional[str] = None) – start of ex_date (D_SIGN).

  • end_date (Optional[str] = None) – end of ex_date (D_SIGN).

  • ca_type_list (Optional[List[str]] = None) –

    Corporate action type (N_CA_TYPE).

    • CD - cash dividend

    • SD - stock dividend

  • adjusted_list (List[str] = ["", "CR", "PC", "RC", "SD", "XR"]) – Adjust data by ca_type (empty list for no adjustment).

Returns:

dividend dataframe contain columns:

  • symbol: str - SECURITY.N_SECURITY

  • ex_date: date - D_SIGN

  • pay_date: date - D_BEG_PAID

  • ca_type: str - N_CA_TYPE

  • dps: int - Z_RIGHTS

Return type:

pd.DataFrame

Notes

  • ex_date and pay_date can be null.

  • pay_date can be non trade date.

Examples

>>> from ezyquant import SETDataReader
>>> sdr = SETDataReader()
>>> sdr.get_dividend(["M"])
   symbol     ex_date    pay_date ca_type  dps
0       M  2014-05-06  2014-05-21      CD  1.6
1       M  2014-08-20  2014-09-04      CD  0.8
2       M  2015-04-30  2015-05-21      CD  1.0
3       M  2015-08-24  2015-09-08      CD  0.9
4       M  2016-04-28  2016-05-19      CD  1.0
5       M  2016-08-23  2016-09-08      CD  1.0
6       M  2017-05-04  2017-05-23      CD  1.1
7       M  2017-08-22  2017-09-08      CD  1.1
8       M  2018-05-07  2018-05-23      CD  1.2
9       M  2018-08-22  2018-09-07      CD  1.2
10      M  2019-05-07  2019-05-23      CD  1.3
11      M  2019-08-26  2019-09-11      CD  1.3
12      M  2020-04-22  2020-05-08      CD  1.3
13      M  2020-08-24  2020-09-10      CD  0.5
14      M  2021-05-10  2021-05-25      CD  0.5
15      M  2022-05-10  2022-05-25      CD  0.8
>>> sdr.get_dividend(["M"], start_date="2020-07-28", end_date="2022-05-11")
    symbol     ex_date    pay_date ca_type  dps
0        M  2020-08-24  2020-09-10      CD  0.5
1        M  2021-05-10  2021-05-25      CD  0.5
2        M  2022-05-10  2022-05-25      CD  0.8