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ERROR: Unable to get Fundamental data up until TODAY
Nikhil Bhaskar
edited
Seeking Help Using Data Research Pipeline Fundamentals

Hi,

I am trying to build a screener which involves getting Fundamental data up until today.

My pipeline looks like this:

pipeline_output = run_pipeline(make_pipeline(), '2018-11-02', '2019-11-02')

However, I get the following error:

Attempted use of quantopian.pipeline.data.factset.Fundamentals is not allowed because:
- Data is available up to 2018-11-02, but was requested up to 2019-11-04.

Is it really not possible to get data after November 2018? If so, how do I go about building screeners that are based on the latest data?

I don't even mind if the data is even a month old, but if it goes as far back as November, 2018, that's a little bit too old for me.

2 responses
Dan Whitnable

Factset fundamentals have a 1 year holdout which is causing the error. Quantopian's licensing arrangements with our data suppliers sometimes limit the data we can provide in exchange for allowing us to provide the data free to our users. Different suppliers have different restrictions. Morningstar, for example, does not have a holdout. Perhaps see if the Morningstar fundamentals could be used? https://www.quantopian.com/docs/data-reference/morningstar_fundamentals . The two datasets do have some overlap.

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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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.

Nikhil Bhaskar

Thanks, Dan. I can use MorningStar for things like revenue growth. but to get quarterly stats, I need factset. But yes, I understand the reason for the limited data. Thanks again for your answer.

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.