|
PureBytes Links
Trading Reference Links
|
Hello Bob for an excellent note. I found out yesterday from Bruce that
Access provides an ODBC interface to Visual FoxPro and these monthly tables
probably can be linked to span a longer timeframe
Treliff.. I believe you are correct in summarizing what's been said. You'd
have to find a collection of these monthly issues
from someone, but then there's the copyright issue. There is an SIPro/AAII
forum where one person posted a message 3 yrs ago wanting to buy for past
issues. I didn't see any response as I remember. I've got Oct thru Sept;
Sept 26, 2003 through Sept 3, 2004 in 13 CDs.
BTW the CD says the fundamental data is provided by MarketGuide and earnings
estimates by I/B/E/S.(Thomsen Financial).
Best regards
Joe
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 17, 2006 10:06 PM
Subject: [amibroker] Re: Historical Fundamental Data
> Hi Bob, thanks for jumping in.
>
> Let me find the bottom line re. SI Pro:
>
> "Each new CD is a snapshot of the updated database with current
> values for those fields. While it does offer multiple quarters and
> years for sales, earnings, etc., you don't get a continuous history
> of those items."
>
> Looking at their field list, take
>
> EPS Q1-8
>
> This really comprises 8 separate, different fields (or "keys" as Joe
> mentioned) on the CD:
>
> EPS Q1
> EPS Q2
> .
> .
> EPS Q8
>
> This is the "historical data" available per cd.
>
> Now the only way to build a historical database, as you
> describe at the conference, is by having all past CD's. Say, for a 2-
> years back database I'd need about 24 CD's.
>
> Well actually, for many items like EPS, with 24 CD's I'd have the
> values 4 years back because each CD goes back up to Q8, but other
> fields only have the most recent value, so I'd need 24 CD's to have 2-
> years historicals of ALL fields (outside of the SI Pro program, in
> its most basic form: a weekly .csv file containing historical values
> of all their fundamental fields. I could achieve this by exporting
> data from each CD separately to .csv files.)
>
> If I'm correct so far, the only question that remains is: is the data
> of past CD's somehow available, like for download from the site?
>
> If I'm not correct, well, please correct me :)
>
> Thanks much guys for your patience.
>
> -treliff
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Krishfield" <bobkrish@xxx>
> wrote:
>>
>> Hi Joe
>>
>> I previously subscribed to AAII's SI Pro for many years. It does not
>> give you a database of historical fundamentals. Each new CD is a
>> snapshot of the updated database with current values for those
> fields.
>> While it does offer multiple quarters and years for sales, earnings,
>> etc., you don't get a continuous history of those items.
>>
>> I asked the AAII people at their conference, how to make a
> historical
>> data base to see how fundamentals changed over several quarters and
> do
>> performance reporting like they do on their screens. They use their
>> large server farm to install multiple databases, i.e. one for each
>> month or period they want to include in their comparisons, and then
>> they must run the SI program against that database for that set of
>> queries, save the results, shutdown the program and repeat the
> process
>> for each point in time. No magic here.
>>
>> Bob Krishfield
>>
>>
>>
>>
>>
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@> wrote:
>> >
>> > Treliff and Brian
>> > I've got more work to do to understand what's in the one years
>> subscription
>> > of SIPro with multiple CDs but
>> > here's an interim reply on keys...they are the field labels, or
> the
>> column
>> > headings. Databases
>> > use keys with which to organize the data and the export function
>> outputs
>> > both the
>> > keys in a small file and the data in a much larger file in one
>> step. BTW
>> > you can choose the
>> > database, portfolio or screening subset to export.
>> >
>> > For example the keys are the XLS column headings but in a
> separate file.
>> > Company Name - Ticker - Exchange - SMG - IMG - Cash Flow Growth
>> 12m -
>> > Sales Growth 12m...... Sales Growth 7yr
>> >
>> > I thought you had a separate Fundamentals forum but I can see
> where the
>> > files are being placed.
>> >
>> > Planning to load more than one CD sequentially to see if a new
> month's
>> > version updates common fields or
>> > if it adds additional history to the set.
>> >
>> > Best regards
>> > JOE
>> >
>> >
>> >
>> > ----- Original Message -----
>> > From: "treliff" <treliff@>
>> > To: <amibroker@xxxxxxxxxxxxxxx>
>> > Sent: Sunday, July 16, 2006 10:33 PM
>> > Subject: [amibroker] Re: Historical Fundamental Data
>> >
>> >
>> > > NOTE:
>> > >
>> > > I just wanted to submit a reply to Brian and Joe's earlier
> posts when
>> > > I noted Brian's newest. Allow me to post mine anyway with
> apparently
>> > > some similar requests to Joe re. SI Pro.
>> > >
>> > > Brian thanks for your gargantuan effort in listing all the
> sites.
>> > > Forgive me though for pointing out that the heading:
>> > >
>> > > 1. most likely sites for exportable historical fundamental data
>> > >
>> > > seems very optimistic. I have not visited all sites but many I
> know
>> > > and know OF that they do not include hist. fundas, at least not
> on
>> > > individual stocks (for example tradestools I just visited has
> index
>> > > data only). SI Pro still seems the best bet so far (for US
> stocks).
>> > >
>> > > Anyway my original reply:
>> > >
>> > > Joe, thanks very much for explaining about SI Pro export. I'm
> not
>> > > sure what is a "key", is it one of the main categories like
>> > >
>> > > Balance Sheet (Annual)
>> > > Growth Rates
>> > > Multiples
>> > >
>> > > as used in their field list
>> > >
>> > > http://aaii.com/stockinvestor/programinfo/SIProFieldList.pdf
>> > >
>> > > If I counted correctly there are 20 of these "categories" and
> you
>> > > mention 22 tables/files so I assume one can export one category
> at a
>> > > time. Still not clear exactly what a "key" is. If indeed you
> could
>> > > post some in the files section that would be great.
>> > >
>> > > One other thing, if I may. On the AAII site it says:
>> > >
>> > > "Quarterly data is available from the last eight quarters and
> annual
>> > > data spans the last seven years"
>> > >
>> > > Does that mean that every separate (monthly) CD contains data
> back as
>> > > in the quote above? Or does a monthly CD only contain the past
>> > > month's data?
>> > >
>> > > Joe sorry for requests piling up on you. I guess we could just
> go for
>> > > the money back guarantee:
>> > >
>> > > "Test Stock Investor Pro on your PC, for as long as a year,
> before
>> > > you decide if it is right for you."
>> > >
>> > > but without further explanation. I assume one pays the full
> yearly
>> > > fee and if not satisfied, try to get reimbursed. Seems like a
> great
>> > > deal, too good to be true really, so probably not as easy as it
>> > > sounds indeed. (I'd be the last to ask money back if the
> service is
>> > > indeed what I expect, let me get that straight :)
>> > >
>> > > Brian, re. "kicking out the previous value" indeed I mean that
> at
>> > > most sites only the current (most recent) value is available.
> With a
>> > > QP subscription there is no way to trace last April's short
> interest
>> > > on the stock (just an example), 1st) because the QP site
> doesn't give
>> > > access to these hist. data (if they have stored it at all), 2nd)
>> > > because AB does not store past values in an array (and btw
> neither
>> > > does it this with the new Yahoo fundas): yesterday's value is
> lost
>> > > once today's value is imported (please correct me if I'm wrong).
>> > >
>> > > Now even within these limitations the various sites have their
>> > > nuances. Brian, you might as well leave tbsp out (I use `m for
> option
>> > > data) because their funda fields are very few and there is even
> no
>> > > way to export them from their analysis program (and it doesn't
> store
>> > > historicals, of course).
>> > >
>> > > With Zacks, which I have used since Nov '05 to start building
>> > > historicals (I chose Zacks because of their Zacks rank and
> upcoming
>> > > earnings dates) I do it the hard way: run a screen, copy/paste
> the
>> > > data from the web page into excel, run a macro pre-crunching
> the data
>> > > and shuffling everything into 6 columns (OHLCVI) for AB ascii
> import
>> > > using good'ol artificial tickers 2_MSFT, 3_MSFT etc. (Let me
> just
>> > > mention I had to google "SQL" so that's probably not for me...)
>> > >
>> > > Meanwhile I have built a half year's data but I was only able to
>> > > focus on a limited amount of fields because, in combination
> with a
>> > > large amount of stocks, the webscreener just can't handle
> anymore. Of
>> > > course it wasn't intended for this kind of use, but I have e-
> mailed
>> > > Zacks and asked if I could BUY the raw data but nope, they don't
>> > > offer this. (On 2nd thought, after a few months copy/pasting, it
>> > > turns out the data quality is terrible, aarrggh...).
>> > >
>> > > So it's free but sloppy and I'd prefer to pay a fair amount for
> a
>> > > neat .csv if only historicals were included.
>> > >
>> > > Thanks again All for the discussion so far.
>> > >
>> > > -treliff
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
> wrote:
>> > >>
>> > >> Third time lucky?
>> > >>
>> > >>
> http://finance.groups.yahoo.com/group/amibroker/files/Fundamental%
>> > >> 20Data/
>> > >>
>> > >> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
>> > >> 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
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > > >
>> > >> > >
>> > >> >
>> > >>
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > > 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
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> >
>>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
|