[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Historical Fundamental Data



PureBytes Links

Trading Reference Links

Hello treliff,

Agreed that all historical fundamental data is not created equal.

I am looking out for peoples favourites or recommended sites.

It is a fair question to ask of the sites that have screen>export 
software if indeed all fields can be exported in one file and if so 
what is the depth (years)?

Re your comment 'the habit of kicking out the previous value and 
simply replacing it with the new one seems to be the norm in 
fundaland'.
Do you mean that many of the historical sites I have listed are in 
fact only current data providers?
I am trying to understand what you pointed out to us there.


Minor comments.

I have QP and IQ data as two providers who bundle current fdata with 
their price data.
There are probably others.
It used to be a very short list but new players pop up every day.

http://www.qp2.com
http://www.iqfeed.net/

I had Stockwiz in the short list for hist fdata but the site has 
changed recently and I couldn't find any reference to it that the 
public can access.
They do talk about fundas but no details are given and the link to 
the data site is know a log on restricted access site.

I added tbsp to the histo list.

http://www.tbsp.com/public/default.htm

AAII Stock Investor Pro lists the financials that are available for 
7yrs/8qtrs and has a 'money back period'.
Admittedly 'money backs' are not as user frienly as free demo 
versions.

http://www.aaii.com/stockinvestor/intro/guarantee.cfm
http://www.aaii.com/stockinvestor/intro/overview/statementcomp.cfm

Brian.

--- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxx> wrote:
>
> 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@> 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.
> > >
> >
>