IQFeed has some fundamental data delivered when you subscribe to a symbol (via the API). There is no historical fundamental data.
You would need to get a trial subscription to see if the fields are filled in and correct/up to date.
Fundamental Message Format
The Fundamental Data Message Format consists of a string, starting with a capital F, separated by commas. The termination character for this message is a <LF>. The fields in the comma separated string are listed in the table below.
Ord Field Name Field Type Description of field Origin of data
1 F string The character F, indicating a fundamental data message
2 Symbol string The Symbol ID to match with watch request
3 Exchange ID string
Deprecated Use Listed Market (field 45 below) instead
4 PE float Price/Earnings ratio Provided by exchange or 3rd party data provider
5 Average Volume integer Average daily volume (4 week average) Calculated by DTN
6 52 Week High float Highest price of the last 52 weeks. For futures, this is the contract High. Provided by DTN
7 52 Week Low float Lowest price of the last 52 weeks. For futures, this is the contract Low. Provided by DTN
8 Calendar year high float High price for the current calendar year. Provided by DTN
9 Calendar year low float Low price for the current calendar year. Provided by DTN
10 Dividend yield float The annual dividends per share paid by the company divided by the current market price per share of stock sent as a percentage. Provided by exchange or 3rd party data provider
11 Dividend amount float The current quarter actual dividend Provided by exchange or 3rd party data provider
12 Dividend rate float The annualized amount at which a dividend is expected to be paid by a company Provided by exchange or 3rd party data provider
13 Pay date MM/DD/YYYY Date on which a company made its last dividend payment Provided by exchange or 3rd party data provider
14 Ex-dividend date MM/DD/YYYY The actual date in which a stock goes ex-dividend, typically about 3 weeks before the dividend is paid to shareholders of record. Also the amount of the dividend is reflected in a reduction of the share price on this date. Provided by exchange or 3rd party data provider
15 (Reserved)
16 (Reserved)
17 (Reserved)
18 Short Interest integer The total number of shares of a security that have been sold short by customers and securities firms that have not been repurchased to settle outstanding short positions in the market Provided by 3rd party data provider.
19 (Reserved)
20 Current year earnings per share float The portion of a company's profit allocated to each outstanding share of common stock Provided by exchange or 3rd party data provider
21 Next year earnings per share float The total amount of earnings per share a company is estimated to accumulate over the next four quarters of the current fiscal year Provided by exchange or 3rd party data provider
22 Five-year growth percentage float Earnings Per Share growth rate over a five year period. Provided by exchange or 3rd party data provider
23 Fiscal year end integer The two digit month that the fiscal year ends for a company. Provided by exchange or 3rd party data provider
24 (Reserved)
25 Company name string Company name or contract description Provided by DTN
26 Root Option symbol (there may be more than one) string A space separated list Provided by exchange or 3rd party data provider
27 Percent held by institutions float A percentage of outstanding shares held by banks and institutions. Provided by exchange or 3rd party data provider
28 Beta float A coefficient measuring a stock’s relative volatility. It is the covariance of a stock in relation to the rest of the stock market. 30 day historical volatility. Provided by exchange or 3rd party data provider
29 Leaps (there may be more than one) string Long term equity anticipation securities Provided by exchange or 3rd party data provider
30 Current assets float The amount of total current assets held by a company as of a specific date in Millions (lastADate) Provided by exchange or 3rd party data provider
31 Current liabilities float The amount of total current liabilities held by a company as of a specific date in Millions (lastADate). Provided by exchange or 3rd party data provider
32 Balance sheet date MM/DD/YYYY Last date that a company issued their quarterly report. Provided by exchange or 3rd party data provider
33 Long-term debt float The amount of long term debt held by a company as of a specific date in Millions(lastADate). Provided by exchange or 3rd party data provider
34 Common shares outstanding float The amount of common shares outstanding. Provided by exchange or 3rd party data provider
35 (Reserved)
36 Split factor 1 float[ ]MM/DD/YYYY A float a space, then MM/DD/YYYY Provided by exchange or 3rd party data provider
37 Split factor 2 float[ ]MM/DD/YYYY A float a space, then MM/DD/YYYY Provided by exchange or 3rd party data provider
38 (Reserved)
39 (Reserved) string Deprecated - Formerly Last Traded Market which is provided in the
Update Message
40 Format Code string Display format code, See:
Price Format Codes Provided by DTN
41 Precision integer Number of decimal digits Provided by DTN
42 SIC integer Federally designed numbering system identifying companies by industry. This 4 digit number corresponds to a specific industry. Provided by exchange or 3rd party data provider
43 Historical Volatility float 30-trading day volatility that it is calculated using Black-Scholes
[Wiki] [Invest] model. Provided by DTN
44 Security Type string The security type code, See:
Security Types Provided by DTN
45 Listed Market string The listing market ID, See:
Listed Markets Provided by DTN
46 52 Week High Date MM/DD/YYYY The date of the highest price of the last 52 weeks. For futures, this is the contract High Date. Provided by DTN
47 52 Week Low Date MM/DD/YYYY The date of the lowest price of the last 52 weeks. For futures, this is the contract Low Date. Provided by DTN
48 Calendar Year High Date MM/DD/YYYY Date at which the High price for the current calendar year occurred. Provided by DTN
49 Calendar Year Low Date MM/DD/YYYY Date at which the Low price for the current calendar year occurred. Provided by DTN
50 Year End Close float Price of Year End Close. (Equities Only) Provided by DTN
51 Maturity Date MM/DD/YYYY Date of maturity for a Bond. Provided by DTN
52 Coupon Rate float Interest Rate for a Bond. Provided by exchange or 3rd party data provider
53 Expiration Date MM/DD/YYYY IEOptions, Futures, FutureOptions, and SSFutures only IEOptions expiration dates are provided by the exchange. All others provided by DTN
54 Strike Price float IEOptions only Provided by exchange or 3rd party data provider
55 NAICS integer
North American Industry Classification System 3rd party data provider
56 Exchange Root Text The root symbol that you can find this symbol listed under at the exchange. Provided by the Exchange
>>have good timeseries price data but lack one way or the other of some key fundamental ones (Trying to find good CurrentSharesOutstanding + CurrentSharesFloat report is driving me crazy). <<
