Math Forum Discussions

Javier

Posts: 2
Registered: 11/23/12

Dividends in Matlab fetch resolved
Posted: Nov 23, 2012 8:14 AM

Plain Text

Hello all
Here is the code to retrieve dividend information from yahoo (make it simple).
%%%%%
function[data]=dividendyahoo(Ticker,StartDate,EndDate)
% Input
% Ticker : Must be in string format ('SAN.MC)
% StartDate and EndDate format:'01 Jan 2000'
% Output
% Dividend : Dividend vector information
% Autor: Mauricio Bedoya (javierma36@hotmail.com)

% Observation
% You can introduce a new parameter in the function and search data in the
% different database of yahoo. For example:
% data = =dividendyahoo(Ticker,StartDate,EndDate,Database)
% Database: 'v' for dividends
% 'd' daily data
% 'w' weekly data
% 'm' monhtly data
% However, the output must be organice according to number of columns.

clear M1 M2 D1 D2 Y1 Y2

% Error check
if nargin ~= 3
error([mfilename,'Incorrect data input elements'])
end
if (~ischar(Ticker) || ~ischar(StartDate) ||~ischar(EndDate))
error([mfilename,'No valid stock symbol provided, please provide one (string)'])
end
if (datenum(EndDate)-datenum(StartDate) <= 0)
error([mfilename,'Invalid StarDate and EndDate expressions'])
end

%Define sql query elements
database = 'v'; %Database to search dividend information
[Y1 M1 D1] = datevec(StartDate);
M1 = M1-1; %January is month zero according to yahoo
if M1 < 10
M1 = ['0',num2str(M1)];
end
[Y2 M2 D2] = datevec(EndDate);
M2 = M2-1; %January is month zero according to yahoo
if M2 < 10
M2=['0',num2str(M2)];
end
%URL
url = ['http://ichart.finance.yahoo.com/table.csv?s=',Ticker,'&a=',M1,'&b=',num2str(D1), ...
'&c=',num2str(Y1),'&d=',M2,'&e=',num2str(D2),'&f=',num2str(Y2),'&g=',database,'&ignore=.csv'];

%get data
[gfdata, gfstatus] = urlread(url);

if gfstatus

%Organice the data with coma delimeter
scandata = textscan(gfdata,'%s%s','delimiter',',');

data.date = scandata{1};
data.div = scandata{2};
else
error(['Unable to retrieve data from Yahoo Finance for ',Ticker])
end