Interactive Brokers/Reuters Fundamental Data - Max Historical? Downloadable?

Discussion in 'Data Sets and Feeds' started by drmayer, Nov 1, 2009.

  1. drmayer


    IB has Reuters International Fundamental Data.

    Does anyone know how far back it goes? (Can't find that anywhere)

    Can you download it to process in 3rd party analysis apps? (TWS, API, DDE-Excel, ActiveX?)

    Anyone using the IB-Reuters Fundamental Data?


  2. ksarkar77


    I see only last 5 quarter data if you select quarterly financials. I would like to have at least last 12 quarters of data.

    Anybody has any idea how can I access last 12 quarters data through perhaps IB API?
  3. jaco


    You can not. Besides the last 5 quarters, you can only access the last 5 years of annual financial data. So, through the IB API you can access exactly the same historical data as which you see in TWS.

    Through the IB API you do have the additional freedom to process fundamental data with your own software. I looked briefly at this option and it's not an easy task. The Reuters Fundamental data is send to you in large XML streams that you have to parse using your own guesses about which is what. I could not find any documentation for the variable/value pairs that will be send to you in the XML.

    So whatever you plan to do with Reuters Fundamentals information, it will be a major project to program the downloading and processing within your own software. Maybe that's why I could not find any third party software using Reuters Fundamentals through IB.