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.