Data Trends for Investment Professionals

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API for Stock Data

Quandl offers a simple API for stock market data downloads. Our daily data feeds deliver end-of-day prices, historical stock fundamental data, harmonized fundamentals, financial ratios, indexes, options and volatility, earnings estimates, analyst ratings, investor sentiment and more. This post describes how our stock market data is organized, and explains how to access it.

Data Organization: Time-series vs. Tables

Quandl’s data products come in many forms and contain various objects, including time-series and tables. Through our APIs and various tools (R, Python, Excel, etc.), users can access/call the premium data to which they have subscribed. (Our free data can be accessed by anyone who has registered for an API key.)

As a data platform, we take great pains to consider the best way to format our different data products. Currently, most of our data is accessible in either time-series format or table format. A few of our databases, however, are accessible in both formats. Consequently, it is important to understand the differences and overlaps between the two.

Time-series API

A time-series is a collection of observations or measurements taken over a period of time, generally in equal intervals. Time-series only contain numeric data types and are indexed by one date field. In other words, time-series data are always sortable by date. Through our API calls, users can retrieve the entire time-series or any slice of it.

Many of Quandl’s databases are stored as time-series because financial data generally consists of two types: dates and observations, which perfectly fit the time-series format.

Stock Price API Call (Time-series)

Accessing data on the Quandl platform is incredibly simple. Here is an example API call for AAPL stock prices:

https://www.quandl.com/api/v3/datasets/EOD/AAPL.csv?api_key=YOURAPIKEY

The above call gets all AAPL stock prices, sorted in descending date order, in CSV format.

For the full time-series syntax, consult our API documentation.

Tables API

While time-series only contain sorted numeric values, tables can include various unsorted data types (strings, numbers, dates, etc.) and can be filtered by different fields. Through our interface, users can retrieve the entire table or any portion of it.

Stock Fundamentals API Call (Table)

Here is an example API call for AAPL revenue:

https://www.quandl.com/api/v3/datatables/SHARADAR/SF1.csv?ticker=AAPL&qopts.columns=ticker,dimension,datekey,revenue&api_key=YOURAPIKEY

The above call returns the net quarterly sales revenue for AAPL, in CSV format.

For the full tables syntax, consult our API documentation.

Below is a sampling of Quandl’s stock data products:

Databases

US Stock Prices

US Stock Fundamentals and Financial Ratios

US Stock Options and Volatility

Global Stock Data

  • Mergent Global Fundamentals Data – Updated daily, this database contains 49 fundamental indicators, including derived margins and ratios, for 10,000+ companies in 67 countries as covered by the Russell Global Index. History from 2005.
  • Robur Global Fundamentals Data – Updated daily, this database provides up to six years of history for 75+ essential fundamental indicators and financial ratios for 6,400+ companies worldwide.

For a more robust list of global stock databases, please see our API for global stock data blog post.

Analyst Ratings and Forecasts

Earnings Estimates, Surprises and History

Sales Estimates

Earnings and sales estimates are based on Zacks Investment Research daily surveys of 2,600 equity analysts from over 185 brokerage firms.

Investor Sentiment

Corporate Actions

Technical Indicators

In Depth: Stock Price API

Selected stock price databases are described in greater depth. Note that the definitive documentation for any given database can be found on its documentation page.

End-of-Day US Stock Prices

For US stock prices, we recommend the Quotemedia End-of-Day US Stock Prices database (EOD). This database provides comprehensive, accurate, reliable end-of-day stock prices, both adjusted and unadjusted, including complete dividend and split history. EOD covers over 10,500 public companies, including every stock listed on NYSE, NASDAQ, AMEX and ARCA. This database is updated daily.

Single user, startup and institutional licenses are available.

In Depth: Stock Fundamentals API

In the following sections, individual stock fundamentals databases are described in greater depth. Note that the definitive documentation for any given database can be found on its documentation page.

Core US Fundamentals Data

For basic US stock fundamentals, we recommend the SF1 Core US Fundamentals database. This database offers 123 essential fundamental indicators and financial ratios for 7,500+ public companies, both point-in-time and revised data, annual and quarterly variants, with 15 years of history.

In addition to parsing raw SEC filing documents, the data provider has invested thousands of hours into harmonizing the reported data across companies and across time — a huge and extremely intricate process. The database is highly accurate, carefully error-checked and updated every single day.

Zacks Fundamentals Collection

Zacks Investment Research has created three excellent and comprehensive databases for fundamental data and financial ratios: ZFA, ZFB and ZFC. These three databases cover 90, 200 and 600 key statistics, respectively, for each of 17,000 stocks, including delisted tickers. The presence of delisted stock fundamentals allows back-testing without survivorship bias. Note that ZFA and ZFB are subsets of ZFC.

All three databases are updated daily and build upon Zacks Investment Research’s 35+ years of expertise building professional-grade data products for sale. Since 1981, Zacks has been evaluating, organizing and processing research produced by US and Canadian brokerage firms to generate estimates for earnings, sales, long-term growth rates and target prices, along with buy/hold/sell ratings. Based in Chicago, Zacks receives daily electronic data feeds and printed research reports produced by more than 2,600 analysts from over 185 US and Canadian brokerage firms, amounting to over 500,000 pages of brokerage research.

Terms and Licensing

The Quandl API is free for registered users. You can find our rate limits here.

Premium databases are governed by their respective subscription licenses. We strive to offer the most liberal, flexible, transparent and fair data licenses in the world. Individual, startup, developer and institutional licenses are available.

With an API key, you can preview all premium databases before buying.

Additional Resources

You might find these pages helpful:

To find the data you need, try our data browser/search, which are equipped with flexible filters — a feature that is tightly integrated with the keyword search functionality. Get started by clicking the below button:

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