Were you thinking something likeWhen asking for help, gratitude and appreciation usually offers nice dividends (pun intended). Getting historical dividend data should not be that terribly difficult. Are you saying a simple google search turned up no results?
http://www.dividend.com/dividend-history/
Listen, I come down on the same side as you on almost everything here, we both have been around the block on this and know what we're doing. If you read my posts you'll find I'm an almost militant efficient markets guy, so I don't think I found some hidden SPX/ES arbitrage that no-one else managed to uncover and I'm not somebody who opened up a Schwab account last week and is now going to make 5% a month on some brilliant new strategy. I'm not asking for your money, or even your affection, although I'm really not feelin the love here.Thanks Martinghoul, samuel11, and FSU, just what I was looking for.
In the course of my work I find that I need to know how much the delta between SPX and ES will change over the next couple weeks based on the known dividend distributions, and would have loved to have found a tool that already did the math on that for me instead of having to write the tool myself. As I indicated, in fact in one of my posts to you, I'm well aware of where to find upcoming announced dividends, which is actually preferable to dividend history since a wise man also pointed out in this thread that dividends can change. I'm also aware of where to find component weights and how to put that in a spreadsheet to calculate the impact of those dividends on the delta between SPX and ES. I could even write a program in a number of languages that did that. But not wanting to recreate the wheel I asked to see if I could take advantage of the expertise here after coming up blank on Google searches to see if such a tool already existed. If you know of such a tool, as I indicated in a previous post here "I'd be most grateful". If you don't know of such a tool, or know that one can't exist for reason X, I'd be happy to hear that as well. And if you've got any insight into the impact of the S&P500 on the price of bacon, I'm all ears! Peace.