Historical Fundamental Data

Discussion in 'Data Sets and Feeds' started by saria, Jun 22, 2006.

  1. saria


    Hi All,
    Does anyone know if there's a mkt data vendor out there from whom I can buy historical fundamental data for company stocks? e.g. things like historical EPS or Float, etc.. for stocks listed on NASDAQ.

    I've looked at a bunch of data vendors and they sell CURRENT fundamentals but nothing historical other than the price :( I know that one could look up all these historical values using the EDGAR online thingy and looking into the balance sheets in the 10-Q's, but that's a huge manual task.

    The reason why I'm looking for this stuff is that I'd like to backtest a strategy that's based on historical price actions but uses fundamentals to pick candidate securities for trading.

    Thank you.
  2. cashonly

    cashonly Bright Trading, LLC

    They do have the data, but it is only screen accessible. No API or Excel export. Does anyone know of a product that does have this?


  3. A while ago, Equis told me it IS actually possible to access all the data fields through DDE, although they don't offer support and you pretty much have to figure it out by yourself. There's a topic on this in the forum:


    I would be interested to hear if anyone has experiences with setting this up.