quantlab.dataset.sharadar

Modules

actions	Sharadar corporate actions (ACTIONS) as a daily panel by family, keyed by permaticker.
daily	Sharadar DAILY valuation panel (market cap, EV, PE, PB, PS), keyed by permaticker.
events	Sharadar 8-K events (EVENTS) as a daily boolean panel, keyed by permaticker.
filings	The shared shape of a Sharadar panel of SEC filings placed at their filing date.
fiscal_years	Point-in-time history of each company's latest fiscal years (SF1 ARY), keyed by permaticker.
fundamentals	Point-in-time panel of Sharadar fundamentals (SF1), keyed by permaticker.
history	Point-in-time histories of a security's TICKERS attributes, rebuilt from ACTIONS changes.
holdings	Sharadar 13F institutional ownership (SF3A) as a daily panel, keyed by permaticker.
industry	Point-in-time Fama-French 48 industry of each Sharadar security, keyed by permaticker.
insiders	Sharadar insider transactions (SF2) as a daily panel of net shares and value per transaction code, keyed by permaticker.
listing	Point-in-time listing of each Sharadar security: SIC series and exchange, keyed by permaticker.
membership	Point-in-time S&P 500 membership from Sharadar's SP500 table, keyed by permaticker.
permatickers	Map the tickers of Sharadar's raw files to permatickers, as of each file's pull.
point_in_time	Point-in-time release panels of Sharadar tables on SEP's trading calendar.
share_class	The security whose filings carry each Sharadar security's firm values, keyed by permaticker.
spells	Daily panels of per-security values that hold over spells of days, on SEP's calendar.
stock	Sharadar daily price panel with permatickers as the symbol axis.
stores	The Sharadar stores: the one list of them, built and kept up to date from the raw tier.
tables	The Sharadar raw tier: which tables exist, their columns and where they live.
tickers	The ticker sidecar of a Sharadar store: permatickers shown as the ticker in use that day.
universe	Which permatickers a Sharadar panel converts: the rules every Sharadar panel shares.