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New Feature: Data Reference

Quantopian Community members,

Today, we bring you the Data Reference Documentation. This documentation is a useful resource to help you learn about each dataset on a deeper level, as it’s critical to really understand the data before building successful models. This page, located under "Help" in the nav bar, includes documentation on the majority of the free datasets available on the platform:

Each section includes a comprehensive overview of the dataset, as well as properties, methodology, an example, and existing columns and fields. Make sure to give the new data reference documentation a read and become more familiar with data that you’re using in your research and contest algorithms.

Additionally, we're planning significant changes to our documentation pages in order to make them more comprehensive, intuitive, and easy to navigate. We will make an announcement when we release those changes. Stay tuned!

Sentdex Data Is Now Free!

You may have noticed that the previously 'premium' Sentdex News Sentiment dataset is included in the above list of free datasets available on Quantopian. In the spirit of making more data available for free to community members, Quantopian recently made the entire sentdex.sentiment dataset free and open to use to all community members. Consequently, all subscriptions to this dataset have been canceled. We very much encourage you to use the data reference to learn more about the dataset and use it in strategies you submit to the contest.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

5 responses

Thanks Saba for posting the useful reference. Bookmarked!

Thanks Saba.

Has Q decided to remove all of the premium datasets now?

Thanks Saba

@Umar: We are working on phasing out subscription-based datasets (also called 'premium' datasets). In their place, we are working to add more free datasets so that everyone has access to the same data without having to pay.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Hi I was wondering if one of these fundamental datasets has earnings date with time, or split out by after the close or before the open, or during the trading day.

As a trader who wanted to trade the stocks with earnings that day, I would be looking at stocks that reported after the close yesterday, as well as reported before the open today, and that would make up my "just reported earnings" stock list.

But a quick look at these datasets it seems they just put a earnings date which would not have the granularity I would be looking for. So if I only wanted my strategy to trade stocks with earnings that day and I have a factor that pulls stocks with an earnings date of today, then I'm trading some stocks that won't report earnings until after today's close, which is not something I would want to do.

Hope that makes sense! Thanks in advance for help, I'm a total Quantopian noob who is eager to get started testing some strategies!

-Ilya