What kind of data is included in the feed?
- This feed includes as-reported and standardized income statement, balance sheet, and cash flow statement data, latest end of day and historical end of day pricing data, and company news for US companies.
How far back does your history go?
- Pricing history goes back to early 1970's where applicable.
- Fundamental history goes back to 2007 (see question #3 for more information).
- Company news history goes back to 5/2016.
How do you source your data?
- Fundamental data we source ourselves, scraped directly from the 10-Q and 10-K statements using our machine learning algorithm.
- Pricing data is sourced from Exchange Data International back to 2007, and from Quote Media prior to 2007.
- Company news is primarily sourced from Yahoo Finance.
Which companies do you cover in this feed?
- Our pricing data covers all US securities trading on the major exchanges. It does not include OTC securities. It does include ETFs and ADRs/Foreign Issuers.
- Our fundamental data and company news covers US based public companies filing a 10-K or 10-Q statement trading on the major US exchanges. It does not cover OTC securities, ETFs, or ADRs/Foreign Issuers.
Do you have more history available prior to 2007 for fundamental data? Why does your history stop there?
- Our fundamental history corresponds exactly with the SEC mandate that companies file their 10-Q and 10-K statements in XBRL format. XBRL is an electronic file format that our algorithm needs to scrape data from the statements. If a filing is not in XBRL format, we will not have data from it.
- The SEC mandated that large cap companies begin filing in XBRL in 2009, so we have quarterly fundamental history back to 2009 and yearly history back to 2007 for those.
- The SEC mandated that mid and small cap companies begin filing in XBRL in 2010, so we have quarterly fundamental history back to 2010 and yearly history back to 2008 for those.
This company just IPO’d but you do not have any fundamental data on it, why not?
- We will not have fundamental data for a company until they file their first 10-Q or 10-K. Check on the SEC site to see if the company has filed one of those filings.
My code is returning “nm”. What does that mean?
- “nm” stands for “not meaningful”. An example is a PE value that is negative for a company. Industry standard does not present negative PE values, so we also do not return them, and instead return a “nm”.