I am searching for finance datasets that has the following format
year,quarter,month,Company,S&P index,P/E ration,feature x,feature y, feature z....to test a machine learning prediction algorithm. Does anyone know where to find a good dataset online?
Actually I want year,quarter,month,Company,S&P index,P/E ration,feature x,feature y, feature z for a historical time period (i.e 2005-2009).
Apparently yahoo finance, Quandl seems to have these but only for the current year. I have been searching high and wide but didn't find a API, dataset that has these features for a certain historical time period. Like for example
For Google and Microsoft, for years 2005-2009, I want (Sector Price Dividend Yield Price/Earnings Earnings/Share Book Value 52 week low 52 week high Market Cap EBITDA Price/Sales Price/Book).