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I'm looking for reliable data on US equity fundamentals, but not sure which vendor provides these features:

  1. Unlimited data export
  2. Coverage of disbanded entities (bankruptcies, M&A)
  3. Financial statements, including values initially stated by the company
  4. Historical data prior to 1990

Does any of the vendors have a comprehensive list of variables available for each company through its platform? Or a sample profile exported from its dataset?

I found one for Compustat and Zacks, but not for the others. Basic financials (earnings, net margin, price) are freely available, but vendors like Capital IQ have a more comprehensive coverage.

Or maybe some vendor sells all historical data on US public companies as a single dataset?

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  • $\begingroup$ So you answer your own question two times ... maybe one time is enough .. $\endgroup$ – Richard Jan 2 '16 at 16:58
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Compustat

  • supports unlimited data export
  • keeps the history of disbanded entities
  • provides restatements since 1950 + point-in-time data since 1986
  • coverage since 1950
  • list of variables (data guide)

Compustat is a S&P subsidiary. It goes as a plugin for CapitalIQ (also S&P), WRDS, CRSP, and other platforms. Pricing starts from \$3k. A platform typically costs another \$10-20k and provides additional data (deals, management, macro). Access via data feed costs \$15k+. The prices depend on your region.

Example of the variables available in Compustat via WRDS:

Compustat + CRSP:

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Morningstar

Morningstar partnered with Quantopian, and the latter published the structure of Morningstar's equity fundamentals database:

Quantopian users can use this data for free.

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