| 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] |
