USD-Normalized Dividend Fields in the FinImpulse Search Endpoint

Dividend rate data across global markets is denominated in local currencies. For pipelines and screeners that query assets from multiple markets, per-share dividend amounts are not directly comparable without normalization to a consistent currency unit.

The FinImpulse API applies normalization at the data layer, and it now extends to dividend rates.

USD Dividend Rate Fields Overview

The search endpoint now includes two USD-normalized dividend rate fields: “dividend_rate_usd“ and “trailing_annual_dividend_rate_usd“. Both are of type number and return null when dividend data is unavailable for a given asset.

These are USD-normalized counterparts to the existing “dividend_rate“ and “trailing_annual_dividend_rate“ fields. The conversion is applied server-side using the current exchange rate for the asset’s native currency.

Response Example

The following example shows a response for AAPLCO.CL (Apple Inc., listed on the Bolsa de Valores de Colombia in Colombian Peso).

{...
"trailing_annual_dividend_rate": 0.52,
"trailing_annual_dividend_rate_usd": 0.000140478,
"trailing_annual_dividend_yield": 5.561e-5,
"dividend_rate": 3970.26,
"dividend_rate_usd": 1.072565739,
"dividend_yield": 0.41,
...}

“dividend_rate” and “trailing_annual_dividend_rate” reflect the local COP amount; the “_usd” counterparts reflect the converted value at the current exchange rate.

Forward and Trailing: Key Difference

The forward and trailing figures serve different roles in a data pipeline.

• “dividend_rate_usd“ is the appropriate value when the query concerns the current dividend expectation.
• “trailing_annual_dividend_rate_usd“ — when the query concerns verified historical dividend data.

The delta between the two values for the same asset is also meaningful. A significant gap can indicate a recent policy change, such as a dividend increase, a cut, or a suspension followed by reinstatement. Querying for assets where the two values diverge beyond a defined threshold can surface dividend policy changes that would not be visible from yield data alone.

Working with USD-Normalized Dividend Data

USD normalization at the data layer means that both fields return values ready for direct use in queries, aggregations, and exports. Since the schema is consistent across equities, ETFs, and funds, the same logic applies regardless of asset type or listing market.

“dividend_rate_usd” can serve as input for screener and ranking implementations — filtering assets by a minimum forward dividend threshold or ordering by absolute output across markets. “trailing_annual_dividend_rate_usd” is the appropriate input where verified historical values are required: reporting workflows, data exports, and downstream pipelines that depend on actual rather than projected data.

Given that both fields are numeric and schema-consistent across asset types, they can also serve as direct inputs to ML and AI models — either as independent features or combined as a delta feature representing the magnitude of a recent dividend policy change.

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