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Point-in-time US fundamentals stamped with filing dates

What it is

A fundamentals collection that keeps US equity figures from SEC filings together with the date each value became public and any earlier version from before a restatement. An as-of query returns only what had already been filed, so a Python backtest can avoid treating a fiscal period as known before the report was public. Researchers testing fundamental rules in Python are the audience. Coverage is US filers rather than a global vendor database, joining on the period end instead of the filing stamp still looks ahead, and values should be checked against the original filings.

At a glance

Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forData source, Data analysis
MarketsUS equities
StackPython
Learning curveModerate learning curve
Practical valueMedium practical value
CostFree, with paid APIs
HardwareNo GPU needed
In the author's words

Point-in-time US equity fundamentals from SEC EDGAR with filing dates and restatement flags; free API access includes 250 requests per day without a credit card, and a 40-company CC0 annual

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