StreetInsider fundamental provider for earnings data

Modified on 2019/01/29 07:59 by Eugene — Categorized as: Providers

PROVIDER USAGE IS NOT RECOMMENDED (see Issues and limitations below)
We recommend that you switch to a replacement provider: Zacks adjusted earnings data provider

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

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:

In a popup when mousing over an [si] eps item on a stock chart
In WealthScript Strategoes via the GetDetail or FormatValue methods:

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 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") );
			}
		}
	}
}

Issues and limitations

As of May 2018, StreetInsider introduced a protection against bulk capture of the data so you're unlikely to get the data for 2-4 symbols before being suspended.