XML Fundamental Data - Version 2.0
Overview
Our XML fundamental data covers the vast majority of stocks, and includes critical information useful for the display of stock quotes data is published nightly via FTP or HTTP, and is compressed using GZip technology for faster downloading.
Requesting a Demo Feed
To download fundamental data, you will need a demo URL that can be requested through your account representative. A 30 day demo will usually be provided, under the expectation that this data only be used for testing purposes.
Retrieving data using FTP
If you have chosen to retrieve data using FTP, you will be given a link to access data. If you open this link in your web browser, you will see a collection of files named by date. Each of these files is a snapshot of fundamental data, taken at 5:00PM EST that day.
For example, the snapshot taken at 5:00PM EST on June 6th, 2005 would be labelled:
And for April 12th, 2006:
Retrieving Data Using HTTP
Our HTTP feed can be structured in different ways. Please contact your account representative for more information.
XML Structure
As the ability to add fields is very important to us, we do not supply a reference DOCTYPE. Any unknown elements should be ignored.
Certain properties are maintained:
The root element of all responses is a <Fundamentals> element
Inside the <Fundamentals> element are multiple <Record> elements, each of which contain data for a single security
XML Sample
XML Response Sample
| Field Name | Data Type | Meaning |
| ticker | String | Primary Symbol |
| shortExchange | String | Primary Exchange Code, Short Format |
| longExchange | String | Primary Exchange Code, Long Format |
| address | Multi-Line String | Business Address |
| ann_divRate | Floating Point | Total Dividends Paid in Last Year |
| cik | Integer | CIK code used by the SEC |
| dec31price | Floating Point | Price as of December 31st of the Pevious Year |
| description | Multi-Line String | Company Description |
| employees | Integer | Number of employees the company has |
| entval | Integer | Enterprise Value of the company |
| eps | Floating Point | Earnings Per Share, Trailing Twelve Months |
| epsq | Floating Point | Earnings Per Share, Trailing Quarter |
| fax | Phone Number | Investor Relations Fax Number |
| friday_date | Date | The last friday the security traded |
| friday_price | Floating Point | The closing price on the last friday the security traded |
| industry | String | The primary industry the security tracks |
| name | String | The general company name the security does business under |
| phone | Phone Number | Investor Relations Telephone Number |
| qtr_divRate | Floating Point | Total Dividends Paid in Last Quarter |
| region | Integer | Region Code |
| sector | String | The primary sector the security tracks |
| share_class | Character | The class of shares |
| shares | Integer | Shares Outstanding |
| sic | Integer | Industry code the security tracks |
| website | URL | The URL of the companies website |
| zip | Integer | US Postal Zip Code for the Security |
| avgclose1WK | Floating Point | Average Closing Price for Past Week |
| avgclose1MO | Floating Point | Average Closing Price for Past Month |
| avgclose3MO | Floating Point | Average Closing Price for Past Three Months |
| avgclose6MO | Floating Point | Average Closing Price for Past Six Months |
| avgclose1YR | Floating Point | Average Closing Price for Past Year |
| avgvolume1WK | Integer | Average Closing Price for Past Week |
| avgvolume1MO | Integer | Average Closing Price for Past Month |
| avgvolume3MO | Integer | Average Closing Price for Past 3 Months |
| avgvolume6MO | Integer | Average Closing Price for Past 6 Months |
| avgvolume1YR | Integer | Average Closing Price for Past Year |
| high1WK | Floating Point | High Price for Past Week |
| high1MO | Floating Point | High Price for Past Month |
| high3MO | Floating Point | High Price for Past 3 Months |
| high6MO | Floating Point | High Price for Past 6 Months |
| high1YR | Floating Point | High Price for Past Year |
| low1WK | Floating Point | Low Price for Past Week |
| low1MO | Floating Point | Low Price for Past Month |
| low3MO | Floating Point | Low Price for Past 3 Months |
| low6MO | Floating Point | Low Price for Past 6 Months |
| low1YR | Floating Point | Low Price for Past Year |
| maxvolume1WK | Integer | Maximum Volume for Past Week |
| maxvolume1MO | Integer | Maximum Volume for Past Month |
| maxvolume3MO | Integer | Maximum Volume for Past 3 Months |
| maxvolume6MO | Integer | Maximum Volume for Past 6 Months |
| maxvolume1YR | Integer | Maximum Volume for Past Year |
| minvolume1WK | Integer | Minimum Volume for Past Week |
| minvolume1MO | Integer | Minimum Volume for Past Month |
| minvolume3MO | Integer | Minimum Volume for Past 3 Months |
| minvolume6MO | Integer | Minimum Volume for Past 6 Months |
| minvolume1YR | Integer | Minimum Volume for Past Year |
| voldev1WK | Integer | Standard Deviation of Volume for Past Week |
| voldev1MO | Integer | Standard Deviation of Volume for Past Month |
| voldev3MO | Integer | Standard Deviation of Volume for Past 3 Months |
| voldev6MO | Integer | Standard Deviation of Volume for Past 6 Months |
| voldev1YR | Integer | Standard Deviation of Volume for Past Year |