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store and historical EOD data
Saravanan Shanmugham
posted Oct 11, 2015

Now that there is a quantopian store, is there a possibility of buying access to EOD data for much longer than the 2002 that is available.
Morningstar certainly has historical fundamental data for much older that 2002

For a lot of the fundamental algorithms which have an investment timelines, 15 years of back testing is way too short for backtesting.

It would be useful to have the last EOD pricing data fundamental data going much much longer.

Would it be possible to purchase data in the quantopian store?

2 responses
Josh Payne
Oct 12, 2015

Hi Sarvi,

Good to hear from you. Glad to hear you're checking out the Store.

I think it's a totally reasonable question. The Store represents a new way to store and surface data to Quantopian community members. And is more flexible (especially for use in Research).

The reason for the restriction to 2002 is our market data only goes back to 2002. When we load the fundamentals data for use on Quantopian, we check it against that market data for mapping of symbols to sid. So without a longer batch of market data, we wouldn't be able to properly map the incoming tickers from Morningstar.

That said, you might respond and say "Hey, I don't give a hoot about the mapping, I can deal with unmapped data if you'll just give me much more data from Morningstar beyond 2002!" To which I say "That's an interesting idea and something I'll need to ponder" :)

In the very short term, our focus is on getting more external data sets loaded up into the Store.

Thanks
Josh

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Saravanan Shanmugham
Oct 12, 2015

My question was more relating to making longer historical EOD price data available through the store for "daily" backtesting.

But I guess the answer might be the same

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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.