Fetching Historical MorningStar Data

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Hi, I'd like to fetch historical morningstar data so that i'm able to create my own measurements, such as Quarterly EPS growth. I can currently grab a shares Basic EPS by filtering through a coarse / fine filter and using fine.EarningReports.BascEPS.OneMonth. I was wondering if there is a way i can calcualte quarterly EPS growth by doing something like...

((Current) OneMonth EPS - (3 Months ago) OneMonth Basic EPS ) / (3 Months ago) Basic EPS

Let me know if you have any ideas for me and thanks for reading!

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Hi Nathan,

It's not currently possible to fetch historical MorningStar data during a backtest. However, there are several data points available for EPS growth. Check out DilutedEPSGrowth, DilutedContEPSGrowth, NormalizedDilutedEPSGrowth, and NormalizedBasicEPSGrowth in the documentation.

Best,
Derek Melchin

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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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0

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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