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Notebook: All Fundamentals Database Fields
Alex
posted Aug 27, 2015
Using Data Tools and Tips Research Stat Arb

Hi all,

Just in time for Quantopian's factor model lectures here's a notebook containing the full list of fields available from Quantopian's fundamentals database - ready to use in pythonic form, complete with example. I've been working with fundamentals data quite a bit lately and going back and forth between the docs and the notebook gets old quickly. I hope this list is useful to someone else as well.

A word of caution: querying the entire database at once is almost guaranteed to crash your notebook kernel. Work with smaller groups of fields instead.

Alex

3 responses
Josh Payne
Aug 28, 2015

Alex, this is amazing. Thanks so much for contributing this.

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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.

Paul Perry
Sep 21, 2015

What's going on with the character encoding issues ? Since we can't retrieve them we are forced to skip these fields. Catching the exception doesn't help as there is no data to move forward with. Is this on the TODO list? Or do we need to find our own workarounds?

Ian Worthington
Aug 1, 2017

Hello,

I am doing a large query using all the fundamentals. I know it's not advised, but there is no error thrown at all when using get_fundamentals. Can this be fixed please.
It just goes back to "kernel idle" but the [*] are still next to my code, so it looks like it is still executing

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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.