Prices, statements, and valuations
A licensed financial data provider supplies daily prices, financial statements, and valuation metrics. Data is loaded into the database daily via API.
| Dataset | History | Notes |
|---|---|---|
| Daily prices (OHLCV) | 1962 - present | ~31M rows. Split-adjusted. All NYSE + NASDAQ listed securities. |
| Financial statements | 1990 - present | Quarterly and annual. Income statement, balance sheet, cash flow. 70+ line items per filing. |
| Valuation metrics | 1993 - present | Daily: market cap, enterprise value, P/E, P/B, trailing PEG. |
| Derived daily ratios | 1993 - present | Computed from prices and statements: EV/EBIT, EV/EBITDA, P/S, P/CF, FCF yield, dividend yield, payout ratio, earnings yield. |
| Derived quarterly ratios | 1990 - present | Computed from statements: asset turnover, EBITDA margin, ROIC, working capital, ROE TTM, profit margin TTM. |
| Technical indicators | 1962 - present | 56 indicators computed from prices. Includes RSI, MACD, Bollinger Bands, SMA, EMA, ADX, ATR, Stochastic, CCI, OBV, 15 candlestick patterns, and more. |
| Company metadata | Current | Sector/industry (Morningstar classification), SIC codes, company website, reporting currency. |
Analyst data, classification, and ownership
A second licensed data provider supplements fields not covered by the primary source, including GICS classification, analyst estimates, earnings history, and ownership statistics.
| Dataset | Coverage | Notes |
|---|---|---|
| GICS classification | Current | Sector, industry group, industry, sub-industry. Primary source for GICS taxonomy. |
| Interest income | Sparse pre-2019, ~60% from 2019+ | Interest income and net interest income. Not available from the primary source. |
| Analyst estimates | Current snapshot | Wall Street target prices, consensus EPS estimates (current and next year/quarter). |
| Earnings history | Quarterly | EPS actuals, estimates, surprise %, before/after market timing. |
| Ownership statistics | Current snapshot | Insider %, institutional %, short interest %, shares float. |
| Company details | Current | Business descriptions, HQ location, employee count, IPO date, CIK, ISIN. |
Classification and listings
- Nasdaq (FTP + Screener API): Ticker symbols, listing exchange, country of origin. Nasdaq sector/industry data serves as a third-tier fallback for GICS classification when other sources are unavailable.
- OpenFIGI: Security type classification (Common Stock, ETF, ADR, REIT, Preferred Stock, Closed-End Fund, MLP). Used to distinguish equity types and filter non-equity instruments.
How GICS sectors are assigned
GICS (Global Industry Classification Standard) sector and industry codes are assigned through a three-tier fallback process:
- Direct GICS (primary): GICS sector, industry group, industry, and sub-industry from the supplementary data provider.
- Morningstar-to-GICS mapping (fallback): The primary data provider supplies Morningstar sector and industry classifications. A 166-entry mapping table converts these to the GICS hierarchy. Used when direct GICS data is missing.
- Nasdaq-to-GICS mapping (last resort): Nasdaq screener sector mapped to GICS sector only (no industry or sub-industry resolution). 13-entry mapping. Used when both direct GICS and Morningstar data are unavailable.
Approximately 4,150 securities (mostly ETFs, closed-end funds, and preferred stocks) lack GICS classification entirely.
Optional filters
AAOIFI Shariah compliance filter: A static exclusion list based on MSCI GICS-level screening rules. Excludes sectors and sub-industries incompatible with Islamic finance principles (conventional banking, alcohol, gambling, tobacco, weapons, entertainment). 13 exclusion rules mapped to GICS sector or sub-industry codes. Available as a reference table for filtering; not applied by default.
Coverage
- 9,500+ securities across NYSE and NASDAQ
- ~4,800 common stocks, ~3,800 ETFs, 375 ADRs, 364 closed-end funds, 187 REITs
- US equities only
- End-of-day data with approximately one trading day lag
- Daily automated refresh, typically complete by 6-8 AM UTC
Limitations
- No intraday or real-time data
- No options, futures, forex, or commodities
- No international markets
- Analyst estimates and ownership data are current snapshots, not historical time series
- Interest income coverage is incomplete before 2019
- ~4,150 securities lack GICS sector classification (mostly ETFs and funds)
- Prices are split-adjusted but not dividend-adjusted
- Data is sourced from third-party providers. We do not guarantee that any data is complete, current, or error-free
- This is a data tool, not financial advice. See Terms of Service for full legal terms
Contact
Questions about data coverage or accuracy? chris@shibui.finance