Information on this page is relevant to all datasets, both backtest data files and live data feeds. Definitions for the columns in our data files are in the last section of this page.
- ~2900 currently active U.S. exchange-traded stocks.
- ~2700 currently inactive U.S. exchange-traded stocks that appear in the historical data
- Since 2004, we have focused our coverage on currently live, actively-traded stocks because our primary clients have been fundamental PMs. We've always aimed to maintain coverage of 2900 - 3000 active stocks. Due to bankruptcies, acquisitions, delistings, etc., we lose about 20 companies per month from coverage. When adding companies to coverage, we prioritize companies with higher market caps and trading volumes, along with big IPOs and client requests.
Coverage universe is updated daily and available here.
We source all data directly from the annual and quarterly SEC filings using our proprietary Robo Analyst technology. All calculations are our own.
- Annual filings include
- and others
- Quarterly filings include
- and others
Our historical data includes annual data from 1998 to the present, and quarterly data from 2012 to the present. All data is presented as trailing-twelve-months (TTM) data (more details on TTM are below).
Best Currently Available Data
All data provided is the best currently available data on the dataset generation date, generally 1-3 business days prior to the current date. This date is also reflected in the as_of_date field.
Trailing-Twelve-Month (TTM) Data
All data is for the trailing twelve months. Annual data is shown when a company's latest filing in the relevant fiscal period is an annual filing (10-K). Trailing-twelve-month data from the prior 4 quarters is shown when a company's latest filing in the relevant fiscal period is a quarterly filing (10-Q).
Dataset Generation Date
Included in the file name for the dataset, the dataset generation date is the date on which the data feed file was generated.
Access to Data Files
Data feed files can be made available on our ftp server for download, or we can deliver feed files to your ftp server. Delivery is scheduled to meet your business needs.
We offer 3 types of data: real-time, point-in-time backtest, and historical.
Our live, real-time data feeds provide standardized, production ready data files on a regular basis.
Point-in-Time Backtest Data
All backtest data is provided as of the dates presented in the backtest dataset file. Only data available on the as_of_date is used in our models. Only one filing is used per annual or quarterly period. Original filings are used until they are replaced by amended filings on the date the amendments are filed with the SEC. We do not collect data from amended filings unless they provide materially different financial data. More information on data dates below.
Best currently available historical data, updated for all amendments and corrections to date, is provided for portfolio managers and investors who want the current, most accurate historical data for their models.
Data points impacted by market price changes are updated daily and marked by asterisks in our documentation. Financial data not impacted by market price changes are updated when the company files a new filing.
Security Identifiers & Definitions
- ticker - The ticker for the security on the dataset 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 dataset generation date.
- cik - The Central Index Key (CIK) used by the SEC to identify corporations and individuals who have filed with the SEC. 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 dataset 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. We do not provide CUSIPs or other industry identifiers for securities.
- 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 dataset generation date. For inactive stocks, the exchange is the last one on which the ticker was traded prior to its being inactivated.
General Column Header Definitions
- company_status_current - The trading status of the security on the dataset 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 on the as_of_date.
- fiscal_quarter - The fiscal quarter on the as_of_date. For annual periods, this field will be null. For quarterly periods, 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 for the fiscal period 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 for the fiscal period on the as_of_date. Data is generally available to clients within 24 to 48 hours after a new filing is filed with the SEC.
- period_end_date - The period end date of the most recent filing for the fiscal period on the as_of_date.
- update_reason - Explains the cause of the change in data on the as_of_date.
- as_of_date - The date applicable to the data presented, generally 1-3 business days prior to the current date. 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.
Dataset-Specific Column Header Definitions
See the Data Feeds & Dictionaries documentation for each dataset. 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.