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[amibroker] Re: Historical Fundamental Data



PureBytes Links

Trading Reference Links

Thanks to everyone sharing their insights on fundamental data 
collection. A small contribution:

Those interested only in:

Shares out
Float
Short interest
Insider ownership
Institutional ownership

may consider shortsqueeze.com. At $28 they allow access to their 
historical data (starting only mid 2004) in XL format.

.... and a small request:

In joining the search for historical funda's I found AAII most likely 
to indeed have this ability by their Data Exporting feature: 

" All of the fields found in Stock Investor Pro can be exported in a 
variety of formats, including Excel & Lotus spreadsheets, ASCII tab- 
and comma-delimited formats, and dBase format. "

But does this indeed include ALL historicals? Daily, weekly, monthly, 
at whichever frequency each field was updated in the past?

I'm very suspicious and they don't have a trial. Suspicious because 
the habit of kicking out the previous value and simply replacing it 
with the new one seems to be the norm in fundaland (QP, tbsp, zacks, 
reuters, stockwiz etc etc... and I'm afraid many of the sites Brian 
has listed).  

So can anyone confirm (Mike perhaps, who has a subscription), for 
example re. short interest (or any other fundamental field): will an 
AAII subscription truly enable me to pour all past data into a .csv 
file? No PowerTools or SuperScreens, just good'ol plain raw data :)

Stock XYZ short interest:

Jan '05: ...
Feb '05: ...
..
..
Jun '06: ...

Thanks for your advice!

-treliff

--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> Now you see it, now you don't.
> 
> Here it is!
> 
> http://betterinvesting.stores.yahoo.net/23303.html
> http://nt3.zacks.com/default.htm
> http://online.barrons.com/public/main
> http://sec.freeedgar.com/
> http://today.reuters.com/news/home.aspx
> http://www.aaii.com/stockinvestor/intro/
> http://www.angelfire.com/in/vestinukgrowthshares/cdrefs.html
> http://www.aspecthuntley.com.au/af/home?xtm-licensee=aspecthuntley
> http://www.capitaliq.com/
> http://www.cbs.curtin.edu.au/index.cfm?objectId=1B3273A3-0C32-2E2E-
> 4B5B799689FF74FC
> http://www.crsp.chicagogsb.edu/
> http://www.csidata.com/
> http://www.exchange-data.com/products/fundamental_data.aspx
> http://www.fisonline.com/
> http://www.fordequity.com/html/pr_data_usdaily.htm
> http://www.globalfinancialdata.com/index.php3
> http://www.hemscottdata.com/
> http://www.investmenteasy.com/home.aspx
> http://www.it is a capital mistake to theorize in advance of the 
> facts.Sherlock Holmes 
> http://www.market-eye.co.uk/
> http://www.marketdata.sungard.com/
> http://www.msodata.com/
> http://www.perfectinfo.com/product_detail.asp?productid=4
> http://www.qaisoftware.com/index.html
> http://www.rimes.com/index.xmp
> http://www.securities.com/
> http://www.thomson.com/index.jsp
> http://www.trackdata.com/
> http://www.tradetools.com/web/scripts/default.asp
> http://www.valueline.com/
> http://www.wvb.com/
> http://www.zacks.com/
> http://www2.standardandpoors.com/servlet/Satellite?
> pagename=sp/Page/HomePg&r=1&l=EN&b=10
> 
> Some offer full financials, some are summarised (financial or key 
> statistics/ratios) and the third possiblity also applies.
> 
> Brian.
> 
> 
> 
> 
> 
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@> 
> wrote:
> >
> > Historical fundamental data providers.
> > 
> > 
> > 
> > Here is a list of links to sites that provide historical fdata 
> that 
> > may be of interest to AB users when the SQL plug-in is released.
> > 
> > Some of them were reviewed by forum members at the 'New 
> Fundamental 
> > Data' and 'Institutional Ownership' topics.
> > 
> > Most are USA market biased with some global providers and a 
couple 
> > for specific markets (UK and Aus - sorry I don't have any for 
> other 
> > individual markets).
> > They include retail investor providers, investment club 
providers, 
> > academic providers (free to accredited people???) and 
> institutional 
> > level data (some institutional providers package parts of their 
> > systems for individual users).
> > 
> > The links don't necessarily lead straight to the data; some 
> snooping 
> > around is required in some cases.
> > It might also contain errors or dead leads.
> > 
> > It is not a complete list by any means but includes most of the 
> main 
> > suspects.
> > Any further leads would be welcomed, including non-English 
> speaking 
> > sites/markets (as long as the post is in English).
> > The criteria for the list is that the database must include some 
> > industry standard fundamental data and be exportable in a format 
> > that can be used by AB or other similar programs (for those who 
> own 
> > more than one software package).
> > For anyone who has info readily available; providers home 
country, 
> > site URL, market, cost, instruments covered, database length, EOD 
> or 
> > weekly data etc, download/update method and frequency, data 
> fields, 
> > CD available, download or intermediatry software needed and 
> download 
> > formats available is the type of stuff that provides useful 
> guidance 
> > for forum members.
> > 
> > I might make a comparison table, and file it at this site, at a 
> > later date.
> > 
> > Brian.
> >
>