<?xml version="1.0" encoding="UTF-8"?><rss xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:content="http://purl.org/rss/1.0/modules/content/" xmlns:atom="http://www.w3.org/2005/Atom" version="2.0"><channel><title><![CDATA[Fundamental Data]]></title><description><![CDATA[<p dir="auto">Hello <a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a><br />
Could you please add CIKs to the NASDAQ100 stock list?<br />
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().<br />
Allthough it is still possible to get fundamentals using qnt.data.stocks_load_list(), it takes a little bit acrobatics like this for instance:</p>
<pre><code>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) &amp; 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)

</code></pre>
<p dir="auto">It would be nice if we could get them with just 2 lines like so:</p>
<pre><code>stocks = qndata.stocks_load_ndx_data()
fundamentals = qndata.secgov_load_indicators(qndata.stocks_load_ndx_list(), stocks.time)

</code></pre>
<p dir="auto">Also, the workaround doesn't work locally because qndata.stocks_load_list() seems to return the same list as qndata.stocks_load_ndx_list().</p>
<p dir="auto">Thanks in advance!</p>
]]></description><link>http://quantiacs.com/community/topic/232/fundamental-data</link><generator>RSS for Node</generator><lastBuildDate>Tue, 11 Aug 2026 14:59:26 GMT</lastBuildDate><atom:link href="http://quantiacs.com/community/topic/232.rss" rel="self" type="application/rss+xml"/><pubDate>Tue, 14 Jun 2022 11:27:52 GMT</pubDate><ttl>60</ttl><item><title><![CDATA[Reply to Fundamental Data on Wed, 15 Jun 2022 09:20:07 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/20">@antinomy</a> 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.</p>
<p dir="auto">Support for fundamental data from secgov is experimental also.</p>
]]></description><link>http://quantiacs.com/community/post/736</link><guid isPermaLink="true">http://quantiacs.com/community/post/736</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Wed, 15 Jun 2022 09:20:07 GMT</pubDate></item></channel></rss>