IQFeed fundamental data feed
Author: superticker
Creation Date: 8/14/2020 3:57 PM
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superticker

#1
QUOTE:
o Fundamental provider
I second that request for getting the fundamental data. But you only need to include the non-Extended fundamentals that come standard with the DTN core account. I'm not looking to pay extra for their Extended fundamentals.
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Eugene

#2
What are extended fundamentals? What is their difference with non-extended fundamentals? Could you point me to a page on IQFeed's website with information and price?
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Cone

#3
QUOTE:
only need to include the non-Extended fundamentals
Looking into it.
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superticker

#4
QUOTE:
What are extended fundamentals? What is their difference with non-extended fundamentals?
What I meant to say is that I would prefer to not pay the $5/mo extra for the extended fundamentals. The screenshot came from DTN's account management page. But I'm not sure what the non-extended fundamentals would include.



Specifically, I'm interested in:
- earnings per share
- dividend
- estimated earnings
- Cash Flow

I'm also interested in computing a trailing PEG ratio with:
CODE:
Please log in to see this code.
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Eugene

#5
The "Extended fundamental data" service is what provides the data you're interested in (e.g. dividends). It becomes clear from looking at your screenshot. We'll wait for @Cone but my guess is that basic fundamentals may be things like split info or company metadata while all the rest if considered "extended", paid service?
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superticker

#6
QUOTE:
The "Extended fundamental data" service is what provides the data you're interested in (e.g. dividends).
I talked with Dave Forss (of DTN) today. Nearly all the fundamentals I'm interested in are part of the core IQFeed subscription. The only interesting fundamentals not include in the core feed are dividends, which are part of the Extended Fundamentals subscription for $5/mo more. So let's include all the fundamentals with the "possible" exception of the dividends. Perhaps I can get the dividends somewhere else.

This IQFeed developer's link shows what's included in the core data feed under Data Fields Available (although the features listing above includes more recent additions).
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Eugene

#7
Apparently this is the developer manual:

Fundamental Message Format
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Eugene

#8
Just in case someone stumbles onto this topic. Robert has done a great job on IQFeed provider upgrade (and is still working on further improvements). Now it's possible to get some current fundamental items from IQFeed (not a complete history as the data feed does NOT return it):

IQFeed Streaming, Static, and Fundamental Data Provider
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