equity-fundamental-data

name

equity-fundamental-data

description

START HERE to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f`. This skill holds the path-reading rules, the top-level and filing-metadata fields (market cap, `period_ending_date`, `file_date`, ...), and the index of the six field-family skills that hold the full tables — fundamental-income-statement, fundamental-balance-sheet, fundamental-cash-flow-statement, fundamental-ratios, fundamental-company-data, fundamental-classification. Triggers — a missing-attribute / compile error on a Fundamental property path; questions like "what's the path to net income / operating cash flow / shares outstanding / PE ratio / sector code". Skip when — you need how to build or screen a universe (see the fundamental-universes skill).

Fundamental data-point attributes — QuantConnect / LEAN

Morningstar data points are read as a full path from the snapshot f — copy the path you need rather than guessing from English names; a wrong path wastes a backtest run. Get f from an AddUniverse(...) selection callback (each element is a Fundamental), from Securities["SPY"].Fundamentals, or from a history request. The field tables are split across skills by family: THIS skill carries the top-level and filing-metadata fields plus the index below — load the family skill that holds your field's table.

Where every field lives — load the matching skill

Field family	Load this skill	Contents
f.FinancialStatements.IncomeStatement.*	fundamental-income-statement	revenue, cost/expense lines, operating & net income, EBIT/EBITDA, interest, tax, dividends paid
f.FinancialStatements.BalanceSheet.*	fundamental-balance-sheet	assets, liabilities, equity, debt, working-capital components, share counts
f.FinancialStatements.CashFlowStatement.*	fundamental-cash-flow-statement	operating / investing / financing cash flows, capex, issuance & repurchase, dividends
f.OperationRatios.*, f.ValuationRatios.*, f.EarningRatios.*	fundamental-ratios	ROA/ROE/margins/turnover, PE/PB/PS/EV multiples & yields, EPS/DPS growth rates
f.EarningReports.*, f.CompanyReference.*, f.SecurityReference.*, f.CompanyProfile.*	fundamental-company-data	EPS & report dates, listing/exchange/share-class reference, company profile basics
f.AssetClassification.* + code constants	fundamental-classification	sector / industry-group / industry codes and the MorningstarSectorCode-style constants they compare against

Reading the paths

• A path ending in .[value 1M 2M 3M 6M 9M 12M] is a MultiPeriodField — append one period accessor to read the number. .Value is the most recent reported period; the 1M–12M tokens are .OneMonth .TwoMonths .ThreeMonths .SixMonths .NineMonths .TwelveMonths respectively (trailing-twelve-month at 12M). e.g. f.FinancialStatements.IncomeStatement.NetIncome.TwelveMonths. Forgetting the accessor is silent — the wrapper compares as truthy and numeric inequalities give nonsense.
• A path with no bracket is read directly. e.g. f.ValuationRatios.PERatio.
• The integer *_code fields under asset_classification compare against the named constants in the fundamental-classification skill, e.g. f.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology.

Top-level and filing-metadata data points

The snapshot's own attributes and the filing/timing fields under f.FinancialStatements (period end, file date, period type, ...) — the fields every point-in-time strategy needs:

Data point	Description
f.DollarVolume	Gets the day's dollar volume for this symbol
f.Volume	Gets the day's total volume
f.HasFundamentalData	Returns whether the symbol has fundamental data for the given date
f.PriceFactor	Gets the price factor for the given date
f.SplitFactor	Gets the split factor for the given date
f.Value	Gets the raw price
f.EndTime	The end time of this data.
f.MarketCap	Price * Total SharesOutstanding. The most current market cap for example, would be the most recent closing price x the most recent reported shares outstanding. For ADR share classes, market cap is price * (ordinary shares outstanding / adr ratio).
f.FinancialStatements.PeriodEndingDate.[Value 1M 2M 3M 6M 9M 12M]	The exact date that is given in the financial statements for each quarter's end.
f.FinancialStatements.FileDate.[Value 1M 2M 3M 6M 9M 12M]	Specific date on which a company released its filing to the public.
f.FinancialStatements.AccessionNumber.[Value 1M 2M 3M 6M 9M 12M]	The accession number is a unique number that EDGAR assigns to each submission as the submission is received.
f.FinancialStatements.FormType.[Value 1M 2M 3M 6M 9M 12M]	The type of filing of the report: for instance, 10-K (annual report) or 10-Q (quarterly report).
f.FinancialStatements.PeriodAuditor.[Value 1M 2M 3M 6M 9M 12M]	The name of the auditor that performed the financial statement audit for the given period.
f.FinancialStatements.AuditorReportStatus.[Value 1M 2M 3M 6M 9M 12M]	Auditor opinion code will be one of the following for each annual period: Code Meaning UQ Unqualified Opinion UE Unqualified Opinion with Explanation QM Qualified - Due to change in accounting method QL Qualified - Due to litigation OT Qualified Opinion - Other AO Adverse Opinion DS Disclaim an opinion UA Unaudited
f.FinancialStatements.InventoryValuationMethod.[Value 1M 2M 3M 6M 9M 12M]