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Fundamental Data Improvements
Jamie McCorriston
edited Nov 11, 2016
Q Updates

Today, we shipped a major improvement to the Morningstar Fundamental dataset available in both research and the IDE. The improvement incorporates thousands of corrected data points from Morningstar across more than 40 fields. Most significantly, the shares_outstanding field was previously not updated from June 2014 to present, for all securities. As of this morning, these data are now correctly updated.

The corrected data may change the behavior of some backtests. If you run a new backtest on an algorithm that you had previously tested, it’s possible that you may get a new result if the algo depends on fundamental data that was corrected with the change.

Disclaimer

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.

2 responses
Dan Whitnable
Nov 12, 2016

Great news. Especially looking forward to using the shares_outstanding field. Certainly appreciate the Quantopian team's efforts and constant improvements to the platform.

Thanks,

Dan

Hayden McMaster
Nov 13, 2016

Hi Jamie,

Great, thanks for that. I note these fields are still not allowed in live trading (or at least the backtester says they aren't). I imagine with these corrections in place this will be changing in the not too distant future?

Thank,
Hayden

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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.