Morningstar Fundamental Provider: extended Dividend data

Modified on 2020/07/30 17:34 by Eugene — Categorized as: Providers

This fundamental provider downloads historical dividend data for U.S. stocks made available by Morningstar.

Part of MS123 Extra Fundamental/News Providers.

Sample chart annotations

Compared to other data vendors, Morningstar provides some dividend data fields which couldn't be found in the feeds (e.g. Yahoo: in addition to the Ex-Dividend date, it also features the Declaration, Record and Payable dates, as well as Dividend Type. Some traders believe there's value in knowing the dividend declaration date.

Each dividend item is associated with the ex-dividend date and comes with extra details attached: DeclarationDate, RecordDate, PayableDates, and DividendType. These are available in two forms:

In a popup when mousing over an [ms] dividend item on a stock chart
In WealthScript Strategoes via the GetDetail or FormatValue methods:

Make sure you've collected the fundamental data before running this Strategy (Data Manager > "Update Data" tab > check "Morningstar dividends" > go to "DataSets" tab > click "Update DataSet").

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			// Illustrates how to handle Morningstar's extended dividend information with GetDetail

			const char tab = '\u0009';                                      
			string item = "ms dividend";
			IList fList = FundamentalDataItems(item);            
			ClearDebug();
			PrintDebug(Bars.Symbol + tab + "Item Count: " + fList.Count);
			foreach (FundamentalItem fi in fList)
			{
				PrintDebug(
					fi.Date.ToShortDateString() + tab +
					fi.Value.ToString() + tab +
					fi.GetDetail("DeclarationDate") + tab +
					fi.GetDetail("RecordDate") + tab +
					fi.GetDetail("PayableDate") + tab +
					fi.GetDetail("DividendType") + tab);
			}                                              

		}
	}
}