US Equity

To get fundamental data, access the FineFundamental properties in your fine universe selection function or access the Fundamentals property of the Equity objects in your fundamental universe.

var fundamentals = Securities[_symbol].Fundamentals;

fundamentals = self.Securities[self.symbol].Fundamentals

The US Fundamentals dataset provides FineFundamental objects. To filter FineFundamental objects, you can use the MorningstarSectorCode, MorningstarIndustryGroupCode, and MorningstarIndustryCode enumeration values.

FineFundamental Attributes

FineFundamental objects have the following attributes:

MorningstarSectorCode Enumeration

Sectors are large super categories of data. To access the sector of an Equity, use the MorningstarSectorCode property.

filteredFine = fine.Where(x => x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology);

filtered_fine = [x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology]

The MorningstarSectorCode enumeration has the following members:

MorningstarIndustryGroupCode Enumeration

Industry groups are clusters of related industries which tie together. To access the industry group of an Equity, use the MorningstarIndustryGroupCode property.

filteredFine = fine.Where(x => x.AssetClassification.MorningstarIndustryGroupCode == MorningstarIndustryGroupCode.ApplicationSoftware);

filtered_fine = [x for x in fine if x.AssetClassification.MorningstarIndustryGroupCode == MorningstarIndustryGroupCode.ApplicationSoftware]

The MorningstarIndustryGroupCode enumeration has the following members:

MorningstarIndustryCode Enumeration

Industries are the finest level of classification available and are the individual industries according to the Morningstar classification system. To access the industry group of an Equity, use the MorningstarIndustryCode property:

filteredFine = fine.Where(x => x.AssetClassification.MorningstarIndustryCode == MorningstarIndustryCode.SoftwareApplication);

filtered_fine = [x for x in fine if x.AssetClassification.MorningstarIndustryCode == MorningstarIndustryCode.SoftwareApplication]

The MorningstarIndustryCode enumeration has the following members:

Exchange Id Values

Exchange Id is mapped to represent the exchange that lists the Equity. To access the exchange Id of an Equity, use the PrimaryExchangeID property.

filteredFine = fine.Where(x => x.CompanyReference.PrimaryExchangeID == "NAS");

filtered_fine = [x for x in fine if x.CompanyReference.PrimaryExchangeID == "NAS"]

The exchanges are represented by the following string values:

To get historical fundamental data, set a warm-up period and save the fundamental data during the warm-up period. It’s not currently possible to make a history request for fundamental data in an algorithm. Subscribe to GitHub Issue #4890 to track the feature progress.

The US Fundmamental dataset only provides the originally-reported figures. If there was a mistake in reporting a figure, the data value isn't fixed later. In live trading, new fundamental data is available to your algorithms at approximately 6 AM Eastern Time (ET) each day. The majority of the corporate data update occurs once per month, but the financial ratios update daily. If there is no new data for a period of time, the previous data is filled forward.