Hi Constantino, thanks for the feedback. Morningstar recently made changes to their fundamental dataset, you can read the details here.

The long story short:
Morningstar stopped providing the total_liabilities field, because it was an exact duplicate of the total_liabilities_net_minority_interest field. We made a change on our backend so that algorithms using total_liabilities will not break, but removed it from the help page to encourage the use of total_liabilities_net_minority_interest. You can still use total_liabilities, but we prefer that you use the new field name.

As for data being missing before 2010, you are also correct. Morningstar occasionally adds new fields, and it seems they started providing that particular data around April of 2009. This leaves you with two choices:

1: Testing your algorithms which use that data field on dates starting after, say, May 2009. This is my suggestion.
2: Continue testing your algorithms on dates prior to 2010, but use a notnan() filter on the data field. We encourage the use of notnan() and notnull() filters anyways. However, this method will change an algorithm's behavior once the liability data starts coming in, which will give you an inconsistent idea of it's performance.

Hi Cal,

thank you very much for the info. I knew that post, but missed that total_liabilities is not mapped to total_liabilities_net_minority_interest.

I'm quite sure that with the old data, there where values for total_liabilities even before 2010.
Anyway I've found a simple alternative to get also older data, just compute it ;-)

Total Liabilities is defines as Total Assets - Stockholder's Equity.
Total Assets is directly available in Q, while Stockholder's Equity can be computed as total_equity - minority_interest_balance_sheet.

That is, accounting for the fact that minority_interest_balance_sheet can be NaN:

total_liabilities = Fundamentals.total_assets.latest - Fundamentals.total_equity.latest - LatestNanToNum(inputs=[Fundamentals.minority_interest_balance_sheet])

Where the custom factor LatestNanToNum is defined as follows:

class LatestNanToNum(CustomFactor):  
    window_length = 1

    def compute(self, today, assets, out, data):  
        out[:] = np.nan_to_num(data[-1])  

and this is the updated notebook:

All the above consideration embedded in a custom factor:

class TotalLiabilities(CustomFactor):  
    inputs = [Fundamentals.total_assets,  
              Fundamentals.total_equity,  
              Fundamentals.minority_interest_balance_sheet,  
              Fundamentals.total_liabilities_net_minority_interest]  


    window_length = 1

    def compute(self, today, sids, out, assets, equity, minority, liabilities):  
        isnan = np.isnan(liabilities[-1])  
        liabilities[-1, isnan] = assets[-1, isnan] - equity[-1, isnan] - np.nan_to_num(minority[-1, isnan])  
        out[:] = liabilities[-1]