Using Fundamental Quarterly Data in Daily Scale
Author: ronc
Creation Date: 7/13/2014 8:31 PM
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ronc

#1
I want to use quarterly data (e.g. Estimated Earnings) in a finer (e.g. daily) time scale. I have read through the Programming Guide Sect. 9, which describes using higher time scale data but apparently there is no "SetScaleQuarterly" so I hit a wall there.

I found this post:
http://www.wealth-lab.com/Forum/Posts/Code-to-do-SetScaleQuarterly-or-SetScaleYearly-32714

But this seems to describe changing the time scale for everything. I want to keep the primary symbol and other indicators on a daily scale, and only want to use the fundamental data on a quarterly basis. For example, I want to create daily series based on quarterly data, e.g. earnings growth. Is there a way I can access the most recent bar, or the bar from a year ago, in such quarterly data and from that form a daily data series?

Thanks,
Ron
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Eugene

#2
You don't need "to create daily series based on quarterly data" because fundamental DataSeries are already synchronized to the bar scale you're accessing them from. See FundamentalDataSeries in the QuickRef. To access a bar from a year ago, notice the optional parameter offset in one of the method's overloaded calls (hint: use 4 as the offset value).
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