stock fundamental data source

Discussion in 'Educational Resources' started by windwave, Nov 20, 2020.

  1. windwave


    Where can I find reliable fundamental data such as split/dividend history and live data? I see yahoo has it but not sure how reliable it is for production use since it's free...

  2. Nobert


  3. deaddog

  4. Peter8519


    It's and only subscriber can download database to Excel spreadsheet. It's not necessary to have live data as FA only updated quarterly. Another source is from SEC's Edgar database 10Q report. But this need crawl and regex script.
  5. ph1l


  6. windwave


    Thanks. Looks like Finvis and macrotrends don't have API. morningstar API is only available for institutional customers...

    Crawling isn't an option since it may introduce maintenance headache.
    Nobert likes this.
  7. guru


    Splits & dividends are corporate actions, not fundamental data.

    If you just want splits & dividends including history then QuoteMedia on Quandl.
  8. jharmon


    Your terminology is wrong. These aren't fundamental data points. Fundamentals are things like earnings, revenue, debt reported on a quarterly basis and seriously lagged.

    You're after price data + separate split/dividends corporate actions.

    This all gets tricky to get on a historical basis without survivorship bias. If you _really_ want all the details, you'll need an institutional feed. If all you're doing is feeding into an algorithmic trading system, then you need to find a source at whatever data period (daily, intraday, tick) you're using, and feed it with adjusted data.

    For US stocks daily data I use Norgate (several hundred dollars a year). For intraday, NxCore (several thousand dollars a year).

    Maybe you could tell us which markets you trade and the timeframe?