Yahoo: Dividend fundamental data
Author: thodder
Creation Date: 4/7/2012 10:13 AM
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thodder

#1
I wanted to write a strategy that required 7 years of dividend data prior to entering a trade. With Fidelity dividend data, the earliest date appears to be 2002 which limits my back testing range. It looks like a Yahoo dataset will allow me to set a starting date for collecting data (I set starting date to 1/1/1990), but the dividend data still appears to be same as Fidelity datasets.

I wrote a quick strategy to check the dividend data...

CODE:
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The start of the result...

QUOTE:
Date Dividend Type
5/1/2002 0.15 WealthLab.DataProviders.Common.FundamentalItemDividend
7/31/2002 0.15 WealthLab.DataProviders.Common.FundamentalItemDividend


Although the chart shows price data going back to 1992, I only see dividend data going back to 2002.

Is there something special I need to do to use Yahoo dividend data? Looking at the "Data\YahooFundamentalProvider" folder, it appears there is some dividend data downloaded, but I don't know the details.
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Eugene

#2
Here's the culrpit:
CODE:
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The "dividend" item only applies to the Fidelity data. Every fundamental provider usually assigns its own name to items to avoid confusion. The proper item name for the Yahoo! provider would be:
QUOTE:
Dividend (Yahoo! Finance)

Or for YCharts, it's "[yc] dividend". See Wealth-Lab's Preferences dialog, Chart Annotations.
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thodder

#3
Thanks. That did the trick.

Also thanks for the tip on using chart annotations to get the item names. I was using the WLP Fundamental Data window for the names, but that seems incomplete. Chart annotations seems to have a more complete list of names.
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Eugene

#4
For the complete list with details, open the Fundamentals dialog.
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thodder

#5
I think Fundamental Data window and Fundamentals dialog are the same thing (Ctrl+U hot keys). I only see Fidelity fundamental items in the Fundamentals dialog, and even that is incomplete. For example, "dividend" is missing in the Fundamentals dialog. The only place I could see any dividend names was in the chart annotations. Is this a bug that should be reported or is that expected behavior?
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Eugene

#6
Some items can be dragged and dropped onto the chart, some not (depends on provider implementation). That's by design I guess.