data / reference / ref.corp.actions.dividends
Cash dividends ref.corp.actions.dividends
Cash distributions by ex-date. Declared-but-unpaid ones included.
PIT · Core tier · 2004-01 → today · 600k rows
Available now.
Methodology
A dividend is carried from the moment it is declared, with pay_date null while it is still unpaid. That matters for total-return series: a query as of a declaration date has to see the obligation, and a query as of the ex-date must not double-count a later special that was declared only after the position was opened. Ex-dates drive effective_ts because that is the date the price adjusts in the market; declaration and pay dates are carried alongside so neither has to be inferred.
Schema
| Column | Type | Role |
|---|---|---|
as_of_ts | timestamp | knowledge time · UTC |
effective_ts | date | PIT key · ex-date |
symbol | string | ticker on effective_ts |
cik | int64 | SEC filer id |
amount | float64 | cash per share |
currency | string | ISO 4217 |
declaration_ts | timestamp | first public notice |
record_date | date | holder of record |
pay_date | date | null until paid |
kind | string | ordinary · special |
source | string | documented origin |
Use cases
- Build split- and dividend-adjusted total-return series.
- Align an event study to the ex-date rather than the announcement.
- Screen on trailing yield with specials excluded.
Background
Related packages
- ref.identifiers — CIK · CUSIP · FIGI mappings
- ref.corp.actions.splits — Share splits
- ref.corp.actions.ma — Mergers & acquisitions
- ref.listings — Listings · delistings · halts