Fundamentals - 1 exchange

billed annually

Data history:
10 years
1 exchange (NYSE or NASDAQ)1
Included datasets:
  • Sharadar Fundamentals
Compatible base plans:2
  • Bottle Rocket with NYSE or NASDAQ permission
  • Flight Simulator with NYSE or NASDAQ permission

Fundamentals and Prices - 1 exchange

billed annually

Data history:
10 years
1 exchange (NYSE or NASDAQ)1
Included datasets:
  • Sharadar Fundamentals
  • Sharadar End-of-Day Equity Prices
Compatible base plans:2
  • Bottle Rocket with NYSE or NASDAQ permission
  • Flight Simulator with NYSE or NASDAQ permission

Fundamentals and Prices - US Stocks

billed annually

Data history:
20+ years
all US exchanges
Included datasets:
  • Sharadar Fundamentals
  • Sharadar End-of-Day Equity Prices
Compatible base plans:2
  • Infinity
  • Supersonic
  • Patriot
  • Intercontinental with US exchange permissions3

Fundamentals - 1 exchange

billed monthly

Data history:
5 years
1 exchange (NYSE or NASDAQ)1
Included datasets:
  • Sharadar Fundamentals
Compatible base plans:2
  • Bottle Rocket with NYSE or NASDAQ permission
  • Flight Simulator with NYSE or NASDAQ permission

Fundamentals and Prices - 1 exchange

billed monthly

Data history:
5 years
1 exchange (NYSE or NASDAQ)1
Included datasets:
  • Sharadar Fundamentals
  • Sharadar End-of-Day Equity Prices
Compatible base plans:2
  • Bottle Rocket with NYSE or NASDAQ permission
  • Flight Simulator with NYSE or NASDAQ permission

Fundamentals and Prices - US Stocks

billed monthly

Data history:
5 years
all US exchanges
Included datasets:
  • Sharadar Fundamentals
  • Sharadar End-of-Day Equity Prices
Compatible base plans:2
  • Infinity
  • Supersonic
  • Patriot
  • Intercontinental with US exchange permissions3
1 Exchange permission is determined by your base plan.
2 To use this plan, you must also subscribe to one of the indicated base plans. Base plan compatibility is validated at the time of usage, not at the time of signup.
3 Sharadar dataset includes exchanges NYSE, NASDAQ, AMEX, PINK, BATS, ARCA, and IEX. Intercontinental subscribers will be limited to the exchanges associated with their base plan.
Upgrades/Downgrades:

You can change your plan at any time. When you change your plan, the change will take effect immediately. You will receive a prorated credit for the unused portion of your old plan. For upgrades, this credit will partially offset the cost of the new plan. For downgrades, if the prorated credit exceeds the cost of the new plan, the excess credit will remain on your account and automatically be applied to future invoices from this vendor. (Credit balances for this vendor are separate from any credit balances for your base QuantRocket plan and will only be applied to future invoices from this vendor.)

You will be able to preview the prorated credit and net amount due before confirming the plan change.

Cancellations:

When you cancel your plan, it remains active through the end of the current billing period. To cancel your plan, please go to your account page.

Billing cycle:

The billing cycle for your subscription from this vendor is independent of the billing cycle for your base QuantRocket plan. You will see a separate charge on your credit card for purchases from this vendor.

Sharadar Plan Details

Fundamentals - 1 exchangeFundamentals and Prices - 1 exchangeFundamentals and Prices - US stocks
139 Indicators
139 essential fundamental indicators and calculated financial ratios
Yes Yes Yes
Quarterly, Annual, or Trailing Twelve Month
Data can be accessed under multiple reporting frequencies
Yes Yes Yes
Active and Delisted Tickers
Complete dataset contains more than 5,000 active and 7,500 delisted companies
Yes Yes Yes
Point-in-time analysis
Data is indexed to SEC filing date for point-in-time analysis. Restatements are excluded by default but can be included.
Yes Yes Yes
Exchanges
Exchange access is determined by your base plan.
NYSE or NASDAQNYSE or NASDAQall US stocks
Survivorship bias-free backtesting
Combine Sharadar fundamentals and prices to run end of day backtests in Moonshot that are free of survivorship bias
No Yes Yes
Backtest with IB price data
Combine Sharadar fundamentals and IB historical prices to run end of day backtests in Moonshot
Yes Yes Yes
Compatible with live trading
Combine Sharadar fundamentals with IB prices for live trading
Yes Yes Yes

Sharadar FAQ

Why should I purchase this data?

Purchase this data for its deep history (20+ years), flexible set of indicators and ratios, lack of survivorship bias, and seamless integration with QuantRocket and Moonshot.

Due to their lower trading frequency, fundamental strategies typically need many years of history in order to obtain an adequate sample size of trades. In addition, because fundamental strategies often target cheap stocks, it's important to have data that is free of survivorship bias, so that cheap stocks which went bankrupt are reflected in the backtest.

Sharadar data provides over 20 years of history and includes active and delisted tickers. Sharadar data combined with Moonshot is an ideal way to backtest and trade end of day fundamental strategies targeting US stocks.

How do I get started with this data?

For an overview of dataset characteristics, see the Sharadar Fundamentals data guide.

For help working with the data in QuantRocket, see the usage guide.

For a step-by-step tutorial using this data to run a value strategy, clone the qval strategy in the Codeload Library.

What are the license terms for this data?

Review the license terms of use here.