Introducing FirstRate Data Fundamentals: Financials, Valuation, Sentiment and Short Data

Since 2019 FirstRate Data has focused solely on provdiving clean and comprehensive high-resolution datasets of market price data. Due to numerous customer requests, we have expanded our offering to include complementary fundamental data.

What's included

The Fundamentals dataset includes six distinct datasets under a single, consistent schema:

Company Financials (from 2000)

Quarterly and annual income statements, balance sheets and cash flow statements, plus more than 60 derived ratios (margins, returns, leverage, coverage, growth rates).

Valuation Metrics (from 2000)

Daily trailing and forward P/E, price-to-book, price-to-sales, market cap, enterprise value, dividend yield and earnings yield.

Earnings (from 2000)

Historical and upcoming releases with EPS estimates, reported EPS, and before-market-open / after-market-close timing.

Short Interest (from 2021)

FINRA bi-monthly reports, including days-to-cover, available per ticker or across the whole market.

Short Volume (from 2021)

Daily short volume, exempt volume, and short volume as a percentage of total volume.

Social Sentiment (from 2024)

Social media activity aggregated across mutliple platforms such as Reddit, X, Stocktwits and specialist stock trading forums. The dataset includes ticker mention activity, activity rank and is refreshed every four hours t.

Two ways to use it

The API returns JSON, which makes it straightforward to pull directly into a Python script, a screening job, or a data pipeline.

The CSV files are complete historical downloads, Excel-compatible and ready for immediate use.