Every upstream data provider feeding into QuantDB — what we get, how fresh it is, where it lands, and how to consume it.
FactSet Fundamentals
Institutional-grade financial fundamentals — balance sheet, income statement, cash flow, ratios
PRIMARY
5.2M rows
23 metrics
Annual Records
1,559,434
Quarterly Records
3,635,083
Tickers Covered
4,026
Matched to Instruments
3,514 (87%)
Fiscal Year Range
1999 — 2026
Metric Catalog
1,387 definitions
Last Fetched
2026-04-23
Point-in-Time
Final only (no preliminary)
Core Metrics (23 active)
| Metric ID | Name | Category |
|---|---|---|
FF_SALES | Revenue | Income Statement |
FF_NET_INC | Net Income | Income Statement |
FF_EPS_DIL | Diluted EPS | Income Statement |
FF_GROSS_INC | Gross Income | Income Statement |
FF_OPER_INC | Operating Income | Income Statement |
FF_PE | P/E Ratio | Valuation |
FF_ROE | Return on Equity | Profitability |
FF_ROA | Return on Assets | Profitability |
FF_NET_MGN | Net Margin | Profitability |
FF_OPER_MGN | Operating Margin | Profitability |
FF_ASSETS | Total Assets | Balance Sheet |
FF_SHLDRS_EQ | Shareholders' Equity | Balance Sheet |
FF_DEBT_LT | Long-term Debt | Balance Sheet |
FF_DEBT_EQ | Debt/Equity | Balance Sheet |
FF_CASH_ST | Cash & ST Investments | Balance Sheet |
FF_BPS | Book Value / Share | Balance Sheet |
FF_CURR_RATIO | Current Ratio | Liquidity |
FF_OPER_CF | Operating Cash Flow | Cash Flow |
FF_FREE_CF | Free Cash Flow | Cash Flow |
FF_CAPEX | Capital Expenditures | Cash Flow |
FF_DIV_YLD | Dividend Yield | Market Data |
FF_ENTRPR_VAL | Enterprise Value | Market Data |
FF_MKT_VAL | Market Cap | Market Data |
Database Tables
| Table | Schema | Rows | Description |
|---|---|---|---|
factset_fundamentals_annual | data | 1.56M | Annual EAV fundamentals (raw) |
factset_fundamentals_quarterly | data | 3.64M | Quarterly EAV fundamentals (raw) |
factset_metrics_catalog | data | 1,387 | Metric definitions and descriptions |
factset_fundamentals_wide | data | ~200K | Pivoted wide view (materialized, daily refresh) |
API Endpoints
📄 /v2/factset/fundamentals
📈 /v2/factset/fundamentals/:ticker/history
📋 /v2/factset/metrics
⚖️ /v2/factset/compare
🌐 /v2/factset/coverage
Data Flow
FactSet API → Python pipeline (cron daily) → data.factset_fundamentals_annual/quarterly (EAV) → Materialized view data.factset_fundamentals_wide (pivoted) → quantdb-api /v2/factset/* → Apps (SignalCentre, AgentX)
Yahoo Finance
Price history (OHLCV), derived indicators, and market data — the backbone of our price feed
SECONDARY
39.8M bars
Price Bars (1d)
39.8M
Instruments
8,941 active
Timeframes
1d, 1h, 4h, 15m
History
2009 — present
Derived Indicators
RSI, MACD, SMA, BB, ADX, ATR
Data Quality
⚠️ 348 flagged instruments
Database Tables
| Table | Schema | Rows | Description |
|---|---|---|---|
price_history | data | 39.8M | OHLCV bars (TimescaleDB hypertable, compressed) |
derived_indicators | data | — | RSI, MACD, SMA, Bollinger, ADX computed from bars |
instruments | signals | 9,827 | Master instrument registry (stocks, ETFs, crypto, FX, indices, commodities) |
data_quality_flags | signals | 1,568 | Flagged bad bars (scale breaks, outliers) |
Known Data Quality Issues
| Issue | Affected | Status |
|---|---|---|
| GBP/GBX scale mixing (.L instruments) | 6 instruments | FIXED Outlier filter active |
| Duplicate instrument_ids (CHINA50, BTC, etc) | 9 symbols | FIXED Duplicates deactivated |
| Penny stock data corruption | ~50 instruments | FIXED Flagged + signals expired |
API Endpoints
📈 /v2/prices/history
⚡ /v2/prices/live
📐 /v2/derived
🏷️ /v2/instruments
SEC EDGAR / XBRL
Point-in-time fundamentals from SEC filings, earnings surprises, EPS revisions, consensus estimates
SUPPLEMENTARY
569K rows
Fundamentals (PIT)
259,594
PIT Multiples
101,533
Earnings Surprises
79,609
EPS Revisions
128,571
Factor Scores
129,594
Tickers
3,089
Database Tables
| Table | Schema | Rows | Description |
|---|---|---|---|
fundamentals_pit | data | 259K | Point-in-time financials from SEC filings |
pit_multiples | data | 101K | Daily valuation multiples (PE, PB, EV/EBITDA) |
factor_scores | data | 129K | Quantitative factor scores (value, momentum, quality) |
earnings_surprises | data | 79K | Actual vs estimate, surprise % |
eps_revisions | data | 128K | Analyst estimate revision tracking |
consensus_estimates | data | 1,524 | Forward consensus EPS/revenue estimates |
API Endpoints
📊 /v2/fundamentals
📐 /v2/multiples
🎯 /v2/factors
💰 /v2/earnings
🔮 /v2/consensus
eToro Public API
Instrument registry, live prices, portfolio data, and trade execution
LIVE
273 cached instruments
Cached Instruments
273
Rate Limit
100 req/min
Auth
API Key + OAuth PKCE
Used By
AgentX, SignalCentre, Rebalancer
Data Provided
| Data Type | Endpoint | Usage |
|---|---|---|
| Instrument Registry | /sapi/instruments | Numeric instrument_id resolution |
| Live Prices | /sapi/candles | Real-time OHLCV for signal tracking |
| Portfolio Data | /sapi/portfolio | AgentX position tracking |
| Trade Execution | /sapi/orders | Portfolio Rebalancer order execution |
Bronze No-Key Sources, Planned
Approved staging registry for no-key external APIs. These are BRONZE, not production-validated, and distributed through quantDB API only after validation/promotion.
| Source | Dataset | Status | Auth |
|---|---|---|---|
| FiscalData / U.S. Treasury | US Treasury debt, rates, auctions, fiscal flows | BRONZE dry-run ready | No key |
| Frankfurter FX | ECB reference FX rates and history | BRONZE dry-run ready | No key |
| Econdb | Global macroeconomic time series | BRONZE dry-run ready | No key |
| CoinGecko | Crypto reference prices, market cap, metadata | BRONZE dry-run ready | No key |
| World Bank | Global development and country macro indicators | BRONZE dry-run ready | No key |
Registry: /bronze-sources.json. SDD draft: docs/BRONZE_NO_KEY_SDD.md. Dry-run samples write to local staging artifacts only, no DB writes.
Data Source Priority
When multiple sources cover the same data, QuantDB resolves conflicts using this priority chain:
Fundamentals: FactSet (primary) → SEC EDGAR/fundamentals_pit (supplementary)
Prices: Yahoo Finance (daily pipeline) → eToro API (live/real-time)
Instrument Master: signals.instruments (unified) ← eToro instrument_id required for trading
Quality Control: Outlier filter on ingest + daily data quality job + signals.data_quality_flags audit trail
Prices: Yahoo Finance (daily pipeline) → eToro API (live/real-time)
Instrument Master: signals.instruments (unified) ← eToro instrument_id required for trading
Quality Control: Outlier filter on ingest + daily data quality job + signals.data_quality_flags audit trail