stock fundamental data source

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

  1. windwave

    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...

    Thanks.
     
  2. Nobert

    Nobert

  3. deaddog

    deaddog

    Finvis.com
     
  4. Peter8519

    Peter8519

    It's Finviz.com 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

    ph1l

  6. windwave

    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

    guru

    Splits & dividends are corporate actions, not fundamental data.

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

    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?