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Hi,
I saw that there is some Morningstar fundamental data / Balance sheet data. Is it possible to extract this data for the algorithm direclty here in QuantConnect? What function do I use to extract this data?
Thanks Jan
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Alexandre Catarino
Yes, please checkout the docs, under Fundamentals Selection.
In the following code snippet, we are pre-filtering the universe with price and dollar volume, then we select our universe based on one-month accounts payable.
// In Initialize AddUniverse( coarse => { return (from c in coarse where c.Price > 10 orderby c.DollarVolume descending select c.Symbol).Take(50); }, fine => { return (from f in fine orderby f.FinancialStatements.BalanceSheet.AccountsPayable.OneMonth descending select f.Symbol).Take(10); });For other funamental data fields, please visit our database page.
Jan Sedlak
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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