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Brian - A few notes back someone mentioned that SI Pro had a feature to
export data. I fired up the dated
version I have and found that the data is organized in 22 tables/files that
can be exported one at a time. Also there
are keys that get exported with each file. If any interest I can store 2 or
3 of these keys in the files section
of the fundamental forum for folks to consider, if you'll clue me into the
link to that forum.
The Standard Table export consists of 6.8 MB in XLS format.
There are 7968 issues back in 2004
Formats available are XLS, Lotus, XBase(dbf), fixed length, comma
separated, or tab separated fields.
I'm still working on it but what I see are 2 dimensional tables, ticker
rows by column data, as a sample
of the Growth Rates keys table below shows. Looks like the historical
aspect is relative coarse grained
going back 8 years on some fields, but that's expected since the statistics
are reported quarterly.
A stumper is how would you get a historical institutional ownership unless
you had collected the monthly CDs over
8 years. I could be off the mark here, and if so would appreciate someone
setting me straight.
Probably more than you'd want to know. Looks to be a lot of work to
interface to SQL server, even with
the SQL Server's data transformation tool.
Best regards
JOE
short_name long_name
COMPANY Company name
TICKER Ticker
EXCHG_DESC Exchange
SMG_DESC Sector
IMG_DESC Industry
CFPS_G1T Cash Flow-Growth 12m
SALES_G1T Sales-Growth 12m
SALES_G1F Sales-Growth 1yr
SALES_G3F Sales-Growth 3yr
SALES_G5F Sales-Growth 5yr
SALES_G7F Sales-Growth 7yr
RSALES_G1T % Rank-Sales-Growth 12m
RSALES_G1F % Rank-Sales-Growth 1yr
RSALES_G3F % Rank-Sales-Growth 3yr
RSALES_G5F % Rank-Sales-Growth 5yr
RSALES_G7F % Rank-Sales-Growth 7yr
SALES_G1Q5 Sales-Growth from Q5 to Q1
SALES_G2Q6 Sales-Growth from Q6 to Q2
SALES_G3Q7 Sales-Growth from Q7 to Q3
SALES_G4Q8 Sales-Growth from Q8 to Q4
----- Original Message -----
From: "brian.z123" <brian.z123@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 15, 2006 9:18 PM
Subject: [amibroker] Re: Historical Fundamental Data
> 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.
>> > >
>> >
>>
>
>
>
>
>
>
>
>
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