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I want to download the annual dividends(regular,special and repurchaces) for all stocks at Nasdaq for 5 years. Does anyone know where can I find it? Thank you

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  • $\begingroup$ questions of the type, "where can I find this type of data" should probably all be community wiki $\endgroup$ – chollida Oct 7 '15 at 15:50
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The built in data does not seem go quite 5 years back, but you can access dividend data within Mathematica / WolframCloud as well:

FinancialData["NASDAQ:AAPL", "Dividend", {"Jan. 1, 2010,", "Nov. 4, 2015"}]

To get a list of all symbols on the NASDAQ:

list = FinancialData["NASDAQ:*", "Lookup"]

To get/organize data for several symbols on this list (first 5 shown for example):

Transpose[{Take[list,{1,5}],Table[FinancialData[list[[i]], "Dividend", {"Jan. 1, 2010,", "Nov. 4, 2015"}], {i,1, 5}]}]
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While I do not subscribe to this particular database, I have used Quandl extensively for a variety of reasons and have paid for subscriptions. Zacks apparently has a fairly robust database of dividends, you might want to create an account on Quandl.com and try it. They do offer trials

https://www.quandl.com/data/ZDIV/pricing

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