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Hello Joe,
Thanks to you and also treliff for jumping in and putting some
weight on the oars; we have moved a little further up the stream.
I think there will be a lot more questions about the subject when
the SQL plug-in comes out.
It is all new to me, as it will be to most others.
Prior to this I couldn't find a retail program that would allow me
to use fdata inputs in formulas.
Of course, I haven't tried every single program e.g I bypassed
Tradestation as it is 'trading platform' based and since 9/11 USA
regulators have tightened up on foreign investors and TS no longer
accepts accounts from US non-residents.
Prior to this I did my funda analysis by manually entering data to
Xcel, and that was for the Aussie market only.
So for the list of sites I have posted there are a lot of questions
to be answered and trefill's question is one of the more important
ones.
'Will an AAII subscription truly enable me to pour all past data
into a .csv file?'
It is a question equally as relevant to all the sites.
The reason I posted the list in the first place was because the
inititial reaction of many would be to go straight for the AAII
version or perhaps similar sources.
By questioning a little further perhaps we will find about the pros
and cons of each site in advance, and in some cases, save ourselves
some time and money.
There are also going to be additional problems with f databases
compared to price databases; price only comprises 6 fields
(OHLCVOI), the fields/formats are standard across all providers,
data is precisely time dependent, data is continuous and histories
are complete and deep in most cases i.e apples = apples almost every
time.
The opposite applies to fdata in all five areas.
Re your comments.
No it is not more than we need to know.
It is spot on.
So far, as I understand it, AAII has 100-200 data fields available
with varying number of years available for each.
The screening software will export in a suitable format for AB but
it will not export the database in its entirety in one step.
AB users would need to export,say, 5-10 segments of the database
separately and then join them together if they wanted one database.
Alternatively they could just keep them as,say, 10 separate SQL
bases.
If this is correct, it leaves us with a big question mark over the
use of the keys (what are they and what are they for) and also the
timing of the updates (weekly/monthly are always lagging updates).
There is also a minor question of whether the database will always
be 7yrs/8qtrs or is it growing each year?
The files re this topic are at the Fundamental Data folder; menu at
the top left corner of this page>files?fundamental data.
I think this will take users to it:
http://groups.yahoo.com/group/fundamental data
If you can post a .csv of one table downloaded for as many years as
you can get, with the relevant key, that would be great.
Even screenshots pasted into Word would do.
That would be service 'above and beyond the call of duty' and enough
for anyone contemplating fdata use and AAII in particular.
>From there interested users should move to their own trial via the
money back guarentee.
I have posted a text file there that I am using to keep track of all
fdata providers of any kind.
Regards,
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> 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@xxx>
> 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@> 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.
> >> > >
> >> >
> >>
> >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
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