QUANTCONNECT COMMUNITY
Hi folks,
I am hoping someone can point me in the right direction. I am trying to get the float for a US equity (definition). So far I have only been able to find outstanding shares numbers in the morningstar data, yet Yahoo shows the information readily on their stistics page for a stock like AAPL.
The morningstar data that is provided here only offers shares outstanding. Would anyone know of a datasource that shows the float for a stock?
Cheers,
Mitch
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Tim De Lise
Hi Mitch, I found that the company stock float is not available directly, although from the definition on Investopedia, it seems easy enough to calculate:
Outstanding Shares - Restricted Stock
So from the data API doc it seems like you should be able to get this info like this:
EarningReports.BasicAverageShares - FinancialStatements.BalanceSheet.RestrictedCommonStockHowever in the research environment I have tried a number of different stocks, and there doesn't seem to be any info for RestrictedCommonStock, always a value of zero. Sorry i couldn't be of more help.
Mitch Christow
I had forgotten to add that info to my original post. I too found that the RestrictedCommonStock is empty. So that was a dead end. Does anyone have any other data source that can be used to get the float information?
Yuri Lopukhov
Hello, is there any solution for this now?Â
There is float in Morningstar data:Â
Float (42006)
The total number of shares publicly owned and available for trading, which exclude restricted and closely heldshares. Also known as "free float".
From here: "http://morningstardirect.morningstar.com/clientcomm/DataDefinitions_EquityandExecutive .pdf" (remove the space, I added it so it does not attach the whole document here)
Is there any way to get this value?
Derek Melchin
Hi Yuri,
We don't have a company's float available, but we can use SharesOutstanding as a proxy as Mitch Christow noted. See this thread for an example of accessing data from the company profile.
Best,
Derek Melchin
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.
Yuri Lopukhov
Thank you for response, the link to the thread is dead though. I'd really wish there was some better documentation on fundamentals, existing is really hard to work with, and it is apparently out of date, so I will check the source instead I guess...
Derek Melchin
Hi Yuri,
We've fixed the broken link above. Click it for an example. As for our documentation, we are currently in the process of updating it.
Best,
Derek Melchin
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.
Su Ro
It would be so awesome to get float added especially since it looks like it's available from Morningstar as Yuri pointed out above. I also work off of float and using outstanding shares as a proxy is inaccurate for the strategy I use. Â
Derek Melchin
Hi all,
For completeness, the attached backtest demonstrates how to access the shares outstanding data.
Best,
Derek Melchin
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.
Craig Nathan
Has there been any update on this? Is share float data still not available?
Mitch Christow
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!