Dividend Ex-Date returns Dividend Pay Date

[matiasandina]

Description

I'm trying to get the dividends dates (I see "Dividend Pay Date" is commented out in getQuote() source code). So I should probably not get the "Dividend Pay Date" but I should be getting the "Ex-Dividend Date".

library(quantmod)
library(dplyr)

what_metrics <- yahooQF(
  c("Dividend Yield", "Dividend/Share",
    "Ex-Dividend Date",
    "dividendDate",
    "Dividend Pay Date",
    "Earnings Timestamp")
)

df <- getQuote("MSFT", what=what_metrics) %>% as.data.frame()
yahoo_time <- function(x){
  as.POSIXct(x,
             origin = "1970-01-01 00:00:00.000 UTC")
}

df %>%
  mutate(`Ex-Dividend Date` = yahoo_time(`Ex-Dividend Date`),
         `Earnings Timestamp` = yahoo_time(`Earnings Timestamp`))

Produces

           Trade Time Dividend Yield Dividend/Share    Ex-Dividend Date  Earnings Timestamp
1 2019-11-08 16:00:01     0.01310135           1.89 2019-12-11 19:00:00 2019-10-23 12:08:39

Expected behavior

• Ex Dividend Date >> Nov 20, 2019
• Dividend Pay Date >> Dec 12, 2019

https://finance.yahoo.com/quote/MSFT?p=MSFT
https://www.nasdaq.com/market-activity/stocks/msft

---

Somewhat separate issue, the Earnings timestamp shows the past timestamp (not sure if this is correct behavior, given yahoo shows an estimate future earnings report)

[joshuaulrich]

I don't think anything's wrong with getQuote. Yahoo returns the POSIX timestamp in UTC, so your transformation works if you specify the timezone.

yahoo_time <- function(x) { .POSIXct(x, tz = "UTC") }
msft <- getQuote("MSFT", what = what_metrics)
# don't have dplyr installed in my dev environment
within(msft, {
  `Ex-Dividend Date` <- from_utc(`Ex-Dividend Date`)
  `Earnings Timestamp` <- from_utc(`Earnings Timestamp`)
})

---

Regarding the Earnings Timestamp column, I can't fix that. getQuote returns the data returned by the Yahoo Finance server.

[matiasandina]

I'm sorry, I might have not been clear, I don't think this is a problem of date calculation.

Ex Dividend Date >> Nov 20, 2019 and Dividend Pay Date >> Dec 12, 2019

Your code is also returning the Dividend Pay Date instead of the Ex-Dividend Date

I would also expect to be able to have access to both dates (I understand if yahoo API might not give that but the naming of the variable is confusing).

[joshuaulrich]

I didn't read your initial post carefully enough. Thanks for clarifying!

So getQuote is returning the dividend pay date labelled as the ex-dividend date. I probably messed up that mapping when they switched from a CSV-based API to the JSON version. The JSON has dividendDate = 1576108800, so I assumed that was the ex-dividend date.

I'll fix. Thanks for the report!

[joshuaulrich]

Thanks again for the report! This should be fixed now. Please let me know if I missed something.