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- ~2850 currently active stocks.
- ~2700 currently inactive stocks that appear in the historical data
Coverage information is updated daily and available here.
Time Frame - 1998 to Present
Our company data sets begin in 1998 when SEC filings were made available in electronic form.
We source all data directly from the annual and quarterly SEC filings using our proprietary Robo Analyst technology. All calculations are our own.
New Constructs data is provided as of the dates presented in the dataset file. More information on data dates below.
Dataset Generation Date
Included in the file name for the dataset, the dataset generation date is the date on which the backtest dataset was generated.
Datapoints impacted by market price changes are updated weekly. Financial data not impacted by market price changes are updated on the filing date.
- ticker - The ticker for the security on the file generation date. Tickers that include a colon are currently inactive stocks. They are no longer traded because they were acquired, went bankrupt, etc. We assign the last used ticker to the security followed by a colon and a number that increments for each new company that becomes inactive with that ticker. For example, XYZ Corp uses ticker XYZ and goes inactive. We assign the company the ticker XYZ:1 because it is the first company in our system to go inactive using ticker XYZ. If a different company, XYZ Technology, starts using ticker XYZ and goes inactive, it will be assigned XYZ:2. A list of tickers and company names is available on our website or through the coverage endpoint of our API.
- company_name - The name of the company on the file generation date.
- cik - The Central Index Key (CIK) used by the SEC to identify corporations and individuals who have filed with the SEC. We do not provide CUSIPs or other industry identifiers for securities. CIK is provided to help map securities from New Constructs to other data sets. For active companies, the CIK is the one in use by the SEC on the data generation date. For inactive companies, the CIK is the last one in use by the company prior to its being inactivated.
- figi - The Financial Instrument Global Identifier (FIGI) is an established global standard issued under the guidelines of the Object Management Group (OMG.org, an international, non-profit standards organization), founded in 1989. FIGI is provided to help map securities from New Constructs to other data sets. Please see OpenFIGI for details on OpenFIGI and its use.
- stock_exchange - The exchange on which a ticker trades. For active stocks, the exchange is the one on which the ticker was traded on the data generation date. For inactive stocks, the exchange is the last one on which the ticker was traded prior to its being inactivated.
- company_status_current - The trading status of the security on the Data Generation Date. Actively traded stocks are marked as 'live'. Inactive stocks that have been delisted and no longer traded are marked as 'inactive'.
- fiscal_year - The fiscal year of the most recent filing data used on the as_of_date.
- fiscal_quarter - The fiscal quarter of the most recent filing data on the as_of_date. If the most recent filing is an annual filing, this field will be null. If the most recent filing is a quarterly filing, this field will show the quarter: 1, 2, or 3, indicating the data belongs to a trailing-twelve month (TTM) model.
- filing_type - The filing type of the most recent filing data on the as_of_date - generally a 10-K or 10-Q, though other filing types are also used.
- filing_date - The SEC filing date for the most recent filing on the as_of_date. Data is generally available to clients within 12 to 48 hours after a new filing is filed with the SEC.
- period_end_date - The fiscal period end date of the most recent filing on the as_of_date.
- as_of_date - The point-in-time date applicable to the data presented. Data that are affected by stock price use closing stock prices on the as_of_date. Data that are not impacted by stock price are updated on the filing_date. Only filing data available on the as_of_date is used to calculate our derived data. No future data is used.
- Data columns - We provide descriptions of the data for each column included in each dataset in the documentation for each dataset. All data values are reported in ones units. Datapoints that are impacted by stock price changes are marked with an asterisk (*) in the documentation.