How do we access Morningstar Fundamentals Data?
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US Equities - Morningstar Fundamentals Data
Benjamin Ng | June 2017
How do we access Morningstar Fundamentals Data?
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Petter Hansson
Quick answer without code: I think you can only access it within the universe selection filtering functions (FineFundamental) unless the API was changed recently. Of course, nothing prevents you from storing references to FineFundamental in a dictionary and looking it up later... so it turns out to not be a problem much. Another thing to look out for is that (as it seems to me) the data is only available at the turn of the month, meaning an algo started in middle of a month won't have access to it until the next month starts, again, unless it was changed recently.
I think the backtest attached in this post adequately explains how to get ahold of FineFundamental:
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.
DEVON
When I backtest FineFundamental algorithm that start from 2017/01/01 , it will got following Memory Usage Maxed Out Exception, How could to solve this issue that if I expect do a long term backtest? Should I need to do more power with Quantconnect Subscriptions for RAM Upgrade ?
Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out - 12288MB max, with last sample of 13669MB.
at QuantConnect.Isolator.ExecuteWithTimeLimit (System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Action codeBlock, System.Int64 memoryCap) [0x002a0] in <88b912b0fd84484faf8b4c982c08e712>:0
at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath) [0x0078d] in <2516aeb381a54c2a9787b534047df995>:0 (Open Stacktrace)
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.
Eric Novinson
Think you have to use the coarse selection function first to narrow down the list of stocks before getting fundamental 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.
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