"from quantopian.pipeline.data import morningstar" vs "from quantopian.pipeline.data import Fundamentals"; what's the difference? Also is there any perks or drawbacks to using one over the other.
"from quantopian.pipeline.data import morningstar" vs "from quantopian.pipeline.data import Fundamentals"; what's the difference? Also is there any perks or drawbacks to using one over the other.
Use
from quantopian.pipeline.data import Fundamentals
It's faster. Also, the old 'from quantopian.pipeline.data import morningstar' will be deprecated soon. See https://www.quantopian.com/posts/faster-fundamental-data.
Ok, makes sense; yet, sometimes when I try to call certain metrics with Fundamentals, the information is missing. This information is available if I call through morningstar. For example, under valuation ratios, I am unable to call dividend_rate through fundamentals, but I am able to call it through morningstar. Am I doing something wrong, or are certain metrics just not available through Fundamentals?
I'm not sure about dividend_rate, while dividend_yield has changed to trailing_dividend_yield and is updated at https://www.quantopian.com/help/fundamentals. Some further info here that I might add to. As a preview, these are some others containing dividend: actual_forward_dividend ... actual_trailing_dividend ... cash_dividends_for_minorities ... dividend_per_share_earnings_reports ... expected_dividend_growth_rate ... forward_dividend ... regression_growthof_dividends5_years ... total_dividend_paymentof_equity_shares ... total_dividend_paymentof_non_equity_shares ... total_dividend_per_share_earnings_reports