Market Data

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WINEX_IHB

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Anyone know of a good site to get market data ( basic accounting data ( historical balance sheets, income statements, and cash flow statements ), option prices and historical earnings data ) preferably ready to be downloaded. I know that I can get current information like this from Yahoo, but I'm interested in going back through time. Also, though I could write a screen scraper, I prefer something that can be downloaded.



Thanks in advance.
 
[quote author="WINEX" date=1226454702]Anyone know of a good site to get market data ( basic accounting data ( historical balance sheets, income statements, and cash flow statements ), option prices and historical earnings data ) preferably ready to be downloaded. I know that I can get current information like this from Yahoo, but I'm interested in going back through time. Also, though I could write a screen scraper, I prefer something that can be downloaded.



Thanks in advance.</blockquote>


I've been searching for what you are asking for all of eternity. There are plenty out there if you want to pay $40 bucks or more a month.



The only one out there that I use is finviz.com. Go to their site and choose screener --> custom --> then on right hand side click on settings and then click on each individual criteria you want to see. Then at the bottom of the sheet (on the right hand side) there is a export feature that will literally export all the columns and stocks you have specified. I just usually have a saved screener that exports all columns and stocks then use macros in excell to consolidate the data I want.



The downside...you wont find options, accounting data, balance sheets, income statements etc. You will find though pretty much every other financial statistic.



If you find something...let me know...
 
[quote author="blackvault_cm" date=1226455479][quote author="WINEX" date=1226454702]Anyone know of a good site to get market data ( basic accounting data ( historical balance sheets, income statements, and cash flow statements ), option prices and historical earnings data ) preferably ready to be downloaded. I know that I can get current information like this from Yahoo, but I'm interested in going back through time. Also, though I could write a screen scraper, I prefer something that can be downloaded.



Thanks in advance.</blockquote>


I've been searching for what you are asking for all of eternity. There are plenty out there if you want to pay $40 bucks or more a month.



The only one out there that I use is finviz.com. Go to their site and choose screener --> custom --> then on right hand side click on settings and then click on each individual criteria you want to see. Then at the bottom of the sheet (on the right hand side) there is a export feature that will literally export all the columns and stocks you have specified. I just usually have a saved screener that exports all columns and stocks then use macros in excell to consolidate the data I want.



The downside...you wont find options, accounting data, balance sheets, income statements etc. You will find though pretty much every other financial statistic.



If you find something...let me know...</blockquote>


Thanks for the tip about Finviz.com. I've been using them for a while, and they are one of the better free sites I have seen. Unfortunately the export function only appears to pull out basic price/volume data. It would be nice if you could get the key ratio data you see on individual charts, and even better if you could look back through time. I'm considering writing something in PERL to pull financial filings from the SEC, but writing a parser that properly pulls data from the BS, IS, and CFS could be a pain because use of XBRL isn't common place enough, and the labels for the various elements of the basic financial statements can be variable. It makes parsing much more difficult.
 
I think you can do some of this with Google spreadsheets. They have a function called Google Finance that is used like this: =GoogleFinance("GOOG"; "volume")



Also,instead of writing a scraper you can use the function ImportHtml. You give it a URL, and tell it "table", 4. and it will import the fourth table it finds at that URL. See <a href="http://docs.google.com/support/bin/answer.py?answer=75507&cbid=1bo9x1g0yvsxt&src=cb&lev=answer">the help page</a>



Here's an example video showing some of what you can do:





<object width="325" height="250"><embed src="http://www.youtube.com/v/youtube" type="application/x-shockwave-flash" width="325" height="250"></embed></object>
 
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