Fundamental Data

antinomy

Hello @support
Could you please add CIKs to the NASDAQ100 stock list?
In order to load fundamental data from secgov we need the CIKs for the stocks but they're currently not in the list we get from qnt.data.stocks_load_ndx_list().
Allthough it is still possible to get fundamentals using qnt.data.stocks_load_list(), it takes a little bit acrobatics like this for instance:

import pandas as pd
import qnt.data as qndata


stocks = qndata.stocks_load_ndx_data()
df_ndx = pd.DataFrame(qndata.stocks_load_ndx_list()).set_index('symbol')
df_all = pd.DataFrame(qndata.stocks_load_list()).set_index('symbol')
idx = sorted(set(df_ndx.index) & set(df_all.index))
df = df_ndx.loc[idx]
df['cik'] = df_all.cik[idx]
symbols = list(df.reset_index().T.to_dict().values())
fundamentals = qndata.secgov_load_indicators(symbols, stocks.time)

It would be nice if we could get them with just 2 lines like so:

stocks = qndata.stocks_load_ndx_data()
fundamentals = qndata.secgov_load_indicators(qndata.stocks_load_ndx_list(), stocks.time)

Also, the workaround doesn't work locally because qndata.stocks_load_list() seems to return the same list as qndata.stocks_load_ndx_list().

Thanks in advance!

support

@antinomy Hello, ok, we will do. Please note that for this contest we focus on Nasdaq-100 stock market data. The other market data set you have access to is an "experimental" set we usded for testing. Please use nasdaq-100 data.

Support for fundamental data from secgov is experimental also.