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Fundamental Data Improvements

Today, we shipped a major improvement to the Morningstar Fundamental dataset available in both research and the IDE. The improvement incorporates thousands of corrected data points from Morningstar across more than 40 fields. Most significantly, the shares_outstanding field was previously not updated from June 2014 to present, for all securities. As of this morning, these data are now correctly updated.

The corrected data may change the behavior of some backtests. If you run a new backtest on an algorithm that you had previously tested, it’s possible that you may get a new result if the algo depends on fundamental data that was corrected with the change.


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2 responses

Great news. Especially looking forward to using the shares_outstanding field. Certainly appreciate the Quantopian team's efforts and constant improvements to the platform.



Hi Jamie,

Great, thanks for that. I note these fields are still not allowed in live trading (or at least the backtester says they aren't). I imagine with these corrections in place this will be changing in the not too distant future?