I seek an explicit reference to a source that gives me
- a fixed URL, e.g.
http://example.com/?index=Dow_Jones, which provides
- an easily parsed format (e.g. CSV, not HTML),
- the fundamental data I need (or at least sufficient data that I can calculate it),
- several years in the same file,
- search functionality by ISIN (or all stocks of an index in a single file).
- The service should not be limited to US stocks but should include at least the stocks of major indices worldwide.
- Paying for it is not the issue, but I need to know beforehand if I that data actually does what I need.
I'm looking for a service that provides historical fundamental data in CSV format, which might look kind of like this (note how more than one company appears in the same file - alternatively I'd like an usable request interface, e.g.
stock , ISIN , year, price earnings cash flow equity debt , ... per share , per share, per share, per share, per share, ... Apple , US0378331005, 2014, 125.32 , 6.49 , 29.78 , 22.3 , 25.1 , ... Apple , US0378331005, 2013, 125.32 , 5.72 , 26.20 , 24.6 , 32.6 , ... Boeing, US0970231058, 2014, 152.42 , 7.47 , 123.20 , 12.6 , 120.3 , ... Boeing, US0970231058, 2013, 152.42 , 6.03 , 112.85 , 21.4 , 101.2 , ... ...
That's the barest minimum of data - more fundamentals are better (and getting it per quarter instead of per year would just be a plus). Some values can also be calculated (e.g.
total equity / #shares = equity per share,
earnings per share / price per share = PER,
equity / debt = leverage etc.), hence having different columns in the file is fine as long as all fundamental data can be calculated.
I do not mind having to pay for long-term historical data - but I want to see a sample of several years and several stocks first so I can decide whether the data actually fits my purpose.
It is important that each CSV file contains multiple stocks (at least all of an index). Because I am very much fed up with having to collect the data for every single stock by hand - or rather by a script that has to crawl three different web pages for every single stock to get all of the fundamentals, regularly throwing up at the weird formatting.
As far as I could see, the sources in "What data sources are available online?" are no better than the scraping script I already have. The main problem being that even though some of them provide CSV they still provide one per stock. One file per index I could work with, but one per stock makes far too many files.
Also, they usually are US stocks only. While having information on US stocks is nice, being restricted to them is not.
Furthermore, a source with a CSV giving a list of the stocks with their current price (or yesterday's - I'm not picky) would be nice, too (and, again, not one file per stock) - though utterly useless without a CSV that gives me the fundamental data.