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 add_universe(...) selection callback (each element is a Fundamental), from self.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.financial_statements.income_statement.*	fundamental-income-statement	revenue, cost/expense lines, operating & net income, EBIT/EBITDA, interest, tax, dividends paid
f.financial_statements.balance_sheet.*	fundamental-balance-sheet	assets, liabilities, equity, debt, working-capital components, share counts
f.financial_statements.cash_flow_statement.*	fundamental-cash-flow-statement	operating / investing / financing cash flows, capex, issuance & repurchase, dividends
f.operation_ratios.*, f.valuation_ratios.*, f.earning_ratios.*	fundamental-ratios	ROA/ROE/margins/turnover, PE/PB/PS/EV multiples & yields, EPS/DPS growth rates
f.earning_reports.*, f.company_reference.*, f.security_reference.*, f.company_profile.*	fundamental-company-data	EPS & report dates, listing/exchange/share-class reference, company profile basics
f.asset_classification.* + 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 .one_month .two_months .three_months .six_months .nine_months .twelve_months respectively (trailing-twelve-month at 12M). e.g. f.financial_statements.income_statement.net_income.twelve_months. 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.valuation_ratios.pe_ratio.
• The integer *_code fields under asset_classification compare against the named constants in the fundamental-classification skill, e.g. f.asset_classification.morningstar_sector_code == MorningstarSectorCode.TECHNOLOGY.

Top-level and filing-metadata data points

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

Data point	Description
f.dollar_volume	Gets the day's dollar volume for this symbol
f.volume	Gets the day's total volume
f.has_fundamental_data	Returns whether the symbol has fundamental data for the given date
f.price_factor	Gets the price factor for the given date
f.split_factor	Gets the split factor for the given date
f.value	Gets the raw price
f.end_time	The end time of this data.
f.market_cap	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.financial_statements.period_ending_date.[value 1M 2M 3M 6M 9M 12M]	The exact date that is given in the financial statements for each quarter's end.
f.financial_statements.file_date.[value 1M 2M 3M 6M 9M 12M]	Specific date on which a company released its filing to the public.
f.financial_statements.accession_number.[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.financial_statements.form_type.[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.financial_statements.period_auditor.[value 1M 2M 3M 6M 9M 12M]	The name of the auditor that performed the financial statement audit for the given period.
f.financial_statements.auditor_report_status.[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.financial_statements.inventory_valuation_method.[value 1M 2M 3M 6M 9M 12M]