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How are you handling point-in-time fundamentals for U S stocks?
#247
Hi, I was reading your README. You filter A-share fundamentals by report period plus release lag, and mention that yfinance isn’t point-in-time yet. For u s stocks, what would you want to use: the SEC filing date, or the filing date plus a lag? I’m asking bcos I’m building a small api called XFINLAB. It returns SEC annual figures as of a date, with the filing date and an “available_at” date. It’s quite limited: six annual figures, 2009 onward. I’m not trying to sell you anything. I’d just like to hear if this way of dating the data makes sense to you. Happy to send a free key if you want to try it.
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Hi, I was reading your README. You filter A-share fundamentals by report period plus release lag, and mention that yfinance isn’t point-in-time yet. For u s stocks, what would you want to use: the SEC filing date, or the filing date plus a lag? I’m asking bcos I’m building a small api called XFINLAB. It returns SEC annual figures as of a date, with the filing date and an “available_at” date. It’s quite limited: six annual figures, 2009 onward. I’m not trying to sell you anything. I’d just like to hear if this way of dating the data makes sense to you. Happy to send a free key if you want to try it.
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