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Third time lucky?
http://finance.groups.yahoo.com/group/amibroker/files/Fundamental%
20Data/
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx>
wrote:
>
> 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@> 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@>
> > 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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