Overview
- Introduction
- Authentication
- Querying
- Bulk Downloads
- Frequently Asked Questions
Data Tables
- Indicator Descriptions
- Fundamentals
- Stock Prices
- Fund Prices
- Corporate Actions
- Material Corporate Events
- S&P500 Constituents
- Price Based Metrics
- Insiders
- Tickers and Metadata
- Daily Fundamentals
- Institutional Investors
- Institutional Investors Summary by Ticker
- Institutional Investors Summary by Investor
Frequently Asked Questions
The ticker is a unique identifier for a security. When a ticker changes we rewire the history for the updated ticker. When a company is delisted and its ticker is later reused by a different company, the active company keeps the ticker and the delisted company gets a number appended. Historical ticker changes are recorded in the actions table. In addition, we provide a permaticker in the tickers table that is Sharadar’s own unchanging and unique identifier for a security.
Yes. Cash and stock consideration for acquisitions and mergers is in the actions table. acquisitioncash is cash received per share (USD). acquisitionstock is the number of shares of the acquiring or surviving security received for each share of the acquired or non-surviving company. When both cash and stock were received, the two actions are additive. Contingent value rights are not included. When holders could elect cash or stock, acquisitionelectcash and acquisitionelectstock record the alternatives (one, not both). We estimate about 90% coverage of acquisition and merger consideration and are continuously improving that. Field-level detail is in the descriptions table where the table field equals actiontypes.
Yes. Historical SIC industry changes are in the actions table as sicchangefrom and sicchangeto (view them together). value is the SIC code and contraname is the industry title. sicchangefrom is the prior classification; sicchangeto is the new one as of that date. The current SIC is on the tickers table. Field-level detail is in the descriptions table where the table field equals actiontypes.
The fundamentals table keeps as-reported and restated financials as separate reporting dimensions. As-Reported (ARQ, ARY, ART) is a point-in-time view, time-indexed to the SEC form 10 filing date, and excludes restatements. That view is not rewritten when a later filing restates a prior period; the later filing creates a new observation. As-Reported is typically suitable for back-testing. Most-Recent Reported (MRQ, MRY, MRT) is time-indexed to the report period and is updated when a company restates prior periods. That view is typically suitable for assessing business performance after restatements for mergers or divestitures. Filter with dimension= to choose a view. For the POST example and more detail see Restatements on the fundamentals page.
Not at present, we are working on it. The exchange in the tickers table is the latest primary listing venue.
The easiest way to retrieve data is the bulk download method. This allows you to download entire tables in zipped CSV format with 5, 10 or full history depending on your preference and subscription permissions. The downloads are pre-prepared and available at a single click or API call. We also provide a REST API which allows you to filter for the precise data you want to retrieve, which is suitable in the event you want a limited amount of data.
The stocks and funds tables provide EOD OHLCV data that is unadjusted; split-adjusted; and split, cash dividend and spinoff adjusted. Open, High, Low, Close and Volume are split-adjusted. CloseUnadj is unadjusted and can be used to impute unadjusted Open, High and Low (OpenUnadj = Open * CloseUnadj / Close). Tape-reported volume is the reciprocal: VolumeUnadj = Volume * Close / CloseUnadj. CloseAdj is split, cash dividend and spinoff adjusted and can be used to impute fully adjusted Open, High and Low. Volume is not adjusted for cash dividends or spinoffs. For more see this post.
Yes, we have extensive delisted stock coverage and estimate our data is 99% free of survivorship bias. To our knowledge this is the most comprehensive dataset that is free of survivorship bias and readily available. We're continuously working on that last 1%, with the most common issue holding us back being malformed historic electronic records that we are improving our ability to process.
We're glad you asked! Yes, we provide schemas for each table for PostgreSQL, SQLite and MySQL databases. You can find these at the individual table docs page, for example fundamentals.
We do indeed. Please see the descriptions table.
Yes. Personal Use covers individuals using the data for their own purposes: research, backtesting, and automated trading of their own account with no external clients or money managed for others.