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Feature request: Capital Gains data for Index & Mutual funds #204

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nitingupta2 opened this issue Aug 18, 2021 · 0 comments
Open

Feature request: Capital Gains data for Index & Mutual funds #204

nitingupta2 opened this issue Aug 18, 2021 · 0 comments

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@nitingupta2
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Hi Matt,

Yahoo Finance provides Capital Gains distributions data separately from Dividends for Index and Mutual Funds.
Here's a sample:
https://finance.yahoo.com/quote/FSPTX/history?period1=363916800&period2=1629158400&interval=capitalGain%7Cdiv%7Csplit&filter=capital&frequency=1d&includeAdjustedClose=true

It appears Capital Gains distributions are not factored in Adjusted Close prices. Therefore, returns calculated from Adjusted Close differ widely from Historical NAV data for these funds.

Would it be possible to include 'capital' as an option in tq_get_options for downloading Capital Gains distributions?

Thanks much for creating tidyquant.

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