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Fundamentals data offline

Is there a way for me to get a smaller portion of Fundamentals Data offline in a csv, so that I can try out a perl statistical algorithm I dev'd (for another purpose)? It uses R and I need a series of instances in a csv for it to work.

If the python IDE permits me to write a file? I'll just do that for now, using the API to write a bit of data out to my computer.

This'll be a nice intro to python, I guess. :)

4 responses

We can't re-distribute the data from the backtester (per our license agreement), so unfortunately you can't write or download the files.

If your port your strategy to Python and develop in the Quantopian IDE, you can use Fetcher to retrieve external data in a CSV to your algo (https://www.quantopian.com/help#overview-fetcher)

And here's a basic example: https://www.quantopian.com/help#sample-csv-1

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.

Grant,

Broadly, the nature of our agreement specifies that the Morningstar data is to be used within the Quantopian product. So an offline use is prohibited. We need to strictly enforce this as policy. Just as we work hard to earn the trust of our community members like yourself around protection of your IP, we need to work just as hard to protect the IP of the data vendors with whom we work today. Our objective is to get thousands of data sets easily available within Quantopian for your use. The number one concern data vendors have is leakage and redistribution of their product. So though I sympathize with Eric's situation, we can't advocate for the download of the data.

Eric,

In the case of fundamental data for download locally, our hands are currently tied based on your requirements. Our upcoming Research tool is probably the perfect solution but it doesn't yet have the fundamentals data integrated. With that in mind, I'd recommend you check out our friends over at Quandl -- Tammer and team make fundamental data available for download at very reasonable prices. Tell them I sent ya https://www.quandl.com/data/SF1 ;)

Thanks so much using Quantopian and I hope you keep checking in on Quantopian to polish up your python skills.

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.

Thanks Josh. That's kinda what I figured, but the distinction of whether the data are used within your product or outside it is lost on me, so long as they are used for Quantopian algo development. But I ain't no IP lawyer. --Grant

Note that I deleted my post above, since it revealed a potential security hole that should not be exploited.