StreetInsider fundamental provider for earnings data

Modified on 2015/06/17 08:38 by Eugene — Categorized as: Providers

This fundamental provider downloads free historical earnings data for U.S. stocks available from StreetInsider website.

Part of MS123 Extra Fundamental/News Providers.

Sample chart annotations

Sample chart annotations


StreetInsider.com provides extended earnings data going back to 2010: date, EPS, EPS estimate, EPS surprise. Each dividend item comes with these extra details attached: CompanyName, EPSEstimate, EPSSurprise.

They are available in two forms:


Make sure you've collected the fundamental data before running this Strategy (Data Manager > "Update Data" tab > check "StreetInsider earnings releases" > go to "DataSets" tab > click "Update DataSet").


using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies { public class MyStrategy : WealthScript { protected override void Execute() { // Illustrates how to handle StreetInsider's extended EPS information with GetDetail const char tab = '\u0009'; string item = "[si] eps"; IList<FundamentalItem> fList = FundamentalDataItems(item); ClearDebug(); PrintDebug(Bars.Symbol + tab + "Item Count: " + fList.Count); PrintDebug("Date" + tab + "EPS" + tab + "EPS Estimate" + tab + "EPS Surprise"); foreach (FundamentalItem fi in fList) { PrintDebug( fi.Date.ToShortDateString() + tab + fi.Value.ToString() + tab + fi.GetDetail("EPSEstimate") + tab + fi.GetDetail("EPSSurprise") ); } } } }