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I'm looking for reliable research data on global equity fundamentals, but I'm not sure which vendor provides these (and preferably only these) features:

  1. Programmatic access of data.
  2. Coverage of delisted entities (privatizations, bankruptcies, mergers, liquidations, etc.)
  3. 10+ years of fundamental data (yearly and quarterly data).
  4. 10+ years of daily closing prices.
  5. Reasonably global coverage (i.e. including much of Europe, India, Japan, China, South East Asia, Australia, etc.)

Bloomberg Terminal and Thomson Reuters Eikon are able to provide all this data, but they have a whole lot of features I'm never going to use (e.g. live quotes, charts, news, currencies, commodities, options, etc.).

Compustat and Mergent Global Fundamentals Data API appear to offer all the required features (perhaps except the daily closing prices).

Are there any data vendors I should look into to get this kind of data?

Flux
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2 Answers2

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You've got the usual suspects. I'd add in Worldscope, now owned by Refinitiv.

Chris
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Another great API is this one :

https://www.alphavantage.co/#page-top

You can use the API key after having registered and fetch valuable data on equity tickers. There is a comprehensive documentation on the alphavantage's website which will definitely help.

I post this url as well, which describes thoroughly the process for a beginner:

https://medium.com/alpha-vantage/get-started-with-alpha-vantage-data-619a70c7f33a

I personally think you firstly read the medium article and then proceed to the site.

Let's hope this helps, have a nice weekend.

wanna_be_quant
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    Alpha Vantage is completely unsuitable. It does not provide fundamental data, and does not provide historical daily closing prices for delisted entities. For example, Alpha Vantage does not provide closing prices for Enron, Lehman Brothers, Macromedia, Sun Microsystems, etc. – Flux Nov 09 '19 at 13:32
  • Indeed, my bad thanks for letting me know – wanna_be_quant Nov 15 '19 at 21:15