Hi,
Have the Morningstar Fundamental Data Reference documentation disappeared? I'm looking for FinancialStatements and ValuationRatios, it used to be documented here (https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/morningstar/us-fundamental-data) but not anymore.
Mia Alissi
The Morningstar Fundamental Data is indeed documented and available. The US Fundamental Data by Morningstar tracks US Equity fundamentals, covering 5,000 US Equities, starting from January 1998, and is delivered on a daily frequency. This dataset includes financial statements and valuation ratios. The data is available for multiple periods depending on the property, including 1 mo, 2 mo, 3 mo, 6 mo, 9 mo, 12 mo, 1 Yr, 2 Yr, 3 Yr, and 5 Yr periods source.
To get fundamental data into your algorithm, you can add a fundamental universe and access the
FineFundamental
properties in your fine universe selection function or access theFundamentals
property of theEquity
objects in your fundamental universe. Here is a Python code example:You can filter
FineFundamental
objects using theMorningstarSectorCode
,MorningstarIndustryGroupCode
, andMorningstarIndustryCode
enumeration values source.If you are looking for specific data points, you can refer to the Data Point Attributes section of the documentation.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Tal Davidson
I still think there might be a problem.Â
Please point me to where the fundamental data attributes, e.g. FinancialStatements, ValuationRatios, OperationRatios are documented. They seem to have disappeared from the documentation.Â
For example, to be able to change the following:
history = qb.GetFundamental(symbol, "ValuationRatios.PERatios", datetime(2021, 1, 1), datetime(2021, 7, 1))
into getting the Price/Book Ratios, how do I find the exact attribute for Price/Book?
Mia Alissi
I apologize for the confusion, but the specific documentation for each attribute like
FinancialStatements
,ValuationRatios
,OperationRatios
is not provided in the extracts given. However, you can refer to the QuantConnect Documentation for more details.As for your example, to get the Price/Book ratio, you would need to know the exact attribute name used in QuantConnect's data library. Unfortunately, the exact attribute name for Price/Book ratio is not provided in the given extracts.
Here is a general example of how you would use the
GetFundamental
method:You would replace
"attribute_name"
with the exact attribute name for the Price/Book ratio.Please refer to the QuantConnect Data Library for the complete list of available data.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Levi Freedman
This seems to be in the process of being updated. I have been trying to get it figured out all weekend but as far as I can tell the new fundamental methods are not working and the old documentation has been removed.Â
Pavel Fedorov
they actually made GetFundamental which was not available before! that is new, very exciting, they should have like announced that or something
Tal Davidson
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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