Splits calendar

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Splits calendar

Please make sure you have the most updated mfd_dm, mfd_ta and mfd_tex packages for Stata installed for this post.

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net from "http://www.researchforprofit.com/stata/mfd_dm"
net from "http://www.researchforprofit.com/stata/mfd_ta"
net from "http://www.researchforprofit.com/stata/mfd_tex"
* click on the blue mfd_dm package and then "click here to install" 
*

Yahoo! Finance provides a nice list of splits. mfd_dm downloads these daily lists as a Stata data file.

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clear all
cd "/users/mfd/desktop"

forval year=2000/2014 {
	forval month=1/12 {
		di "`month'/`year'"
		capture: mfd_dm_splits_calendar, year(`year') month(`month')
		if (_N>0) {
			capture: append using 140205_splits_calendar.dta
			save 140205_splits_calendar.dta, replace
		}
	}
}
*

Sample data:

Screen Shot 2014-02-05 at 4.51.02 PM