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I am building a website than uses restful api to fetch stocks fundamentals data, like ROIC, EPS, for ten years history.

I am using SF1 database from Quandl for US stocks.
Where can I find the same kind of data for same european stocks?

Commercial data provider as xignite.com are too expensive (i.e. more than 1k$/month).

A sample request for Apple quarterly sales per shares data is:

https://www.quandl.com/api/v1/datasets/SF1/AAPL_SPS_MRT.json?auth_token=<you api key for quandl>

with a reply of

"errors":{},"id":13996054,"source_name":"Core US Fundamentals Data","source_code":"SF1","code":"AAPL_SPS_MRT","name":"APPLE INC (NASDAQ:AAPL) - Sales per Share (Most Recent - Trailing Twelve Months)","urlize_name":"APPLE-INC-NASDAQ-AAPL-Sales-per-Share-Most-Recent-Trailing-Twelve-Months","display_url":"http://www.sharadar.com/s/GsnxIPnFSpMZefYqX","description":"<p><b>Indicator Description</b> [Sales per Share]: Sales per Share measures the ratio between <a href='AAPL_REVENUE_MRT'>[REVENUE]</a> and <a href='AAPL_SHARESWA_MRT'>[SHARESWA]</a>.</p> <p><b>Company Self Description</b> [APPLE INC]: The Company designs, manufactures, and markets mobile communication and media devices, personal computers, and portable digital music players, and sells a variety of related software, services, peripherals, networking solutions and third-party digital content and applications. The Company's products and services include iPhone, iPad, Mac, iPod, Apple TV, a portfolio of consumer and professional software applications, the iOS and OS X operating systems, iCloud, and a variety of accessory, service and support offerings. The Company also sells and delivers digital content and applications through the iTunes Store, App Store, iBooks Store and Mac App Store. The Company sells its products worldwide through its retail stores, online stores, and direct sales force, as well as through third-party cellular network carriers, wholesalers, retailers, and value-added resellers.</p> <p><b>Dimension</b>: (Most Recent - Trailing Twelve Months) - MRT</p> <p><b>Statement</b>: Metrics</p> <p><b>Units</b>: ratio</p> <p><b>Sector</b>: Technology</p> <p><b>Ticker</b>: AAPL</p> <p><b>Exchange</b>: NASDAQ</p> <p><b>Index Membership</b>: S&P500, NASDAQ100, DJIA, RUSSELL1000</p> ","updated_at":"2015-07-23T03:23:54.591Z","frequency":"quarterly","from_date":"2004-03-27","to_date":"2015-06-27","column_names":["Date","Value"],"private":false,"type":null,"premium":true,"data":[["2015-06-27",39.15208784],["2015-03-28",36.61915092],["2014-12-27",34.19428309],["2014-09-27",30.03743937],["2014-06-28",29.62827446],["2014-03-29",28.74837792],["2013-12-28",27.73884241],["2013-09-28",26.38591269],["2013-06-29",26.34455532],["2013-03-30",25.70984323],["2012-12-29",25.05731534],["2012-09-29",23.91726059],["2012-06-30",22.69800121],["2012-03-31",21.78399204],["2011-12-31",19.61567751],["2011-09-24",16.73141358],["2011-06-25",15.47520838],["2011-03-26",13.53233766],["2010-12-25",11.85428321],["2010-09-25",10.24547193],["2010-06-26",9.57186723],["2010-03-27",8.68179188],["2009-12-26",8.02223756],["2009-09-26",6.86357883],["2009-06-27",6.16897358],["2009-03-28",5.8226172],["2008-12-27",5.58339227],["2008-09-27",5.26304361],["2008-06-28",4.97901285],["2008-03-29",4.66912963],["2007-12-29",4.32211932],["2007-09-29",3.96651446],["2007-06-30",3.72896094],["2007-03-31",3.57323704],["2006-12-30",3.44463049],["2006-09-30",3.26907122],["2006-07-01",3.04650041],["2006-04-01",2.94001227],["2005-12-31",2.78395527],["2005-09-24",2.4617106],["2005-06-25",2.20886547],["2005-03-26",1.96156971],["2004-12-25",1.76762702],["2004-09-25",1.59142373],["2004-06-26",1.4559107],["2004-03-27",1.40277599]]};

Other data I am using are:

AAPL_BVPS_MRQ, AAPL_DEBT_MRQ, AAPL_NCFO_MRQ, AAPL_EQUITY_MRQ, APL_PE_MRT, AAPL_EPS_MRQ, AAPL_NETINC_MRQ

Any alternatives?

  • Can you provide some example markets & tickers? – philshem Sep 14 '15 at 5:45
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I think in this case the best coverage may be with the unofficial Yahoo Finance API

See this blog post for details: Yahoo Finance (hidden) API

With the special tags you can can get EPS, etc.

One thing to note is that you'll have to probably find the Yahoo ticker format, for example, the Swiss chocolate company Lindt & Sprüngli on the Swiss Exchange would be LISP.SW.

An example query for historical data

http://ichart.finance.yahoo.com/table.csv?s=LISP.SW&a=01&b=19&c=2010&d=01&e=19&f=2010&g=d&ignore=.csv

gives

Date,Open,High,Low,Close,Volume,Adj Close
2010-02-19,2180.00,2212.00,2156.00,2197.00,1700,2136.81
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Just wanted to share that there is now fundamentals data on European stocks on Quandl. Check it out here: https://www.quandl.com/data/RB1 This database has a special focus on European and Asian stocks and pricing for individual users is $100/month as of the time of this posting. Hope this helps. Disclosure: I work for Quandl

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