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US Equities - Morningstar Fundamentals Data

How do we access Morningstar Fundamentals Data?

https://www.quantconnect.com/data#fundamentals/usa/morningstar

 

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Quick answer without code: I think you can only access it within the universe selection filtering functions (FineFundamental) unless the API was changed recently. Of course, nothing prevents you from storing references to FineFundamental in a dictionary and looking it up later... so it turns out to not be a problem much. Another thing to look out for is that (as it seems to me) the data is only available at the turn of the month, meaning an algo started in middle of a month won't have access to it until the next month starts, again, unless it was changed recently.

I think the backtest attached in this post adequately explains how to get ahold of FineFundamental: 

https://www.quantconnect.com/forum/discussion/1677/an-example-of-fundamental-ranking

 

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When I backtest FineFundamental algorithm that  start from 2017/01/01 , it will got following Memory Usage Maxed Out Exception, How could to solve this issue that if I expect do a long term backtest? Should I need to do more power with Quantconnect Subscriptions for RAM Upgrade ?

Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out - 12288MB max, with last sample of 13669MB.

at QuantConnect.Isolator.ExecuteWithTimeLimit (System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Action codeBlock, System.Int64 memoryCap) [0x002a0] in <88b912b0fd84484faf8b4c982c08e712>:0
at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath) [0x0078d] in <2516aeb381a54c2a9787b534047df995>:0 (Open Stacktrace)

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Think you have to use the coarse selection function first to narrow down the list of stocks before getting fundamental data.

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Update Backtest





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