Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
data issues in Research - get_fundamentals()

Hi I'm wondering if anyone else is seeing spotty data.

Please see the attached notebook, which tries to get last 20 quarters of cash flows data. At the end of the codes I printed out what the results look like. Note that lots of companies come up with blanks. (for example look at the second stock BAC). I can understand some ADRs will lack data, or that some companies might be missing the latest quarter. But even extremely liquid US stocks like BAC, C, IBM often only have data that runs half way through 2015.

I'm using "init_fundamentals()" to set up the data source. Is that using the most updated morningstar data? is there a better way to do this? thanks

1 response

think I figured it out. I had a market cap filter on there and some of these stocks oscillate over and under that threshold. I still can't get data for the ADRs though