I like the idea of this project very much. I've been working on the data sets a lot lately, mostly using the bulk download feature it to derive some value-based stock screeners according to fundamental data (I'm trying to implement a "magic formula" stock peeker - details here
, for whoever is interested).
So far a few things came to mind for me so I'm listing them as ideas because they might save some work for others:
1. MarketCap is missing from the data sets - I can understand this is price related and can be derived from number of stocks * price , but since number of shares is also a "fundamental" data (and is only available once per quarter in the price data sets) I think it would be very useful to add this to the fundamental data sets. It is very useful for all basic screening operations . almost any screener would use market cap as a criteria. I would favour having this as part of the fundamentals dataset .
2. Ratios and other derived values - I can see EV, for example, is present in the "find" option but is missing from the bulk download sets , also all other ratios and metrices seem to be missing - if the data is already there - might be nice to add it.
3. working capital - personally I'm looking for that , I can implement this myself in python from the present values , but it might be useful for others as well.
4. Maybe have more options to reduce the size of the bulk data sets - for example get just last report , yearly vs. monthly reports. for the price sets - maybe have something which is not per-day like monthly average.
5. Price set by itself without the fundamentals can be useful also , as it will be smaller.
6 . The download data option in the "find" section only allows downloading xlsx files the data , I would favour a CSV option to be able to parse it offline in python (xlsx is harder to handle for these tasks)
Tell me if I got something wrong as these are just rough thoughts.
I'll add more stuff as I come across , currently working on implementing all the above offline in Python - suggestions are also welcome .... :-)