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Get Historical Fundamental Data in Algorithm

I know one can use GetFundamental() in the Research Notebook and one can use FineSelectionFunction in AddUniverse() to filter out a universe of stocks. But is there a way to get historical fundamental data? In other words, similar to History() where one can get the historical prices of a stock, is there a method for getting historical fundamental data in the Algo environment? Thanks.

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Unfortunately, it is not possible at the moment.
GetFundamental was specially designed for Research. It is in our TODO list to extend History and Warmup feature to Universe Selection, but we are not working on that yet.

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Thanks for the comment. In that case, would I need to import fundamental data on my own in my Algo? To do that, I would use AddData() method right?

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Yes. you would have to rely on the Importing Custom Data feature.
It is possible to make historical data request for custom data.

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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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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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