Missing Fundamental Data - Where to Find Cleaner Data?

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Missing Fundamental Data - Where to Find Cleaner Data?

posted May 4, 2020

I would expect data sources like Morningstar to have all quarterly data for public companies that's available on 10-Q and 10-Ks. But on Quantopian when I create filters to make sure data is present or "fresh" enough, I find a lot of missing data. I'm not playing with particularly obscure data either, just run of the mill stuff from the 3 statements.

My filters usually result in ~2500 stocks that have data that is present and fresh, but the Wilshire 5000 index has about 3500 listings. Since these are all public companies, they all file 10-Q and 10-K data so it's not like the data doesn't exist.

Where can I find a data source that has 10K and 10Q data for most of these stocks?

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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.