Here is a rundown of what types of data are included in our products, so you can find the specific data you’re looking for.
Note: this data is available through our trusted third parties. Select feeds are available through the Intrinio API.
Don’t see what you need listed? Request a consultation with our team or contact your customer success manager to discuss our data sourcing services.
An Intrinio "company" represents a public corporation traded on a US exchange. In order to show up in our API, a company must meet the following criteria:
Companies that will not show up in the API include:
The only caveat to this is that we are starting to add ADRs/foreign issuers, which file 20-F and 40-F forms.
A company will have a name and trading symbol/ticker that corresponds to its present representation in the markets.
Our company master is maintained by our data quality team, so if you spot any discrepancies, you can file a ticket from your account page.
An Intrinio "security" is a financial instrument (like a stock or ETF) that traded on a stock exchange at a point in time. Here are some finer points on our security dataset.
If you have further questions, please feel free to chat with us at intrinio.com or reach out to your customer success manager.
This is a primer on when to use the frequency and type parameters when pulling data for the historical data endpoint, with API examples.
The historical data endpoint is incredibly flexible, as you're able to utilize that endpoint to bring in data across almost of our products. As such, it's important to know when to use the Frequency parameter, vs. when to use the Type parameter.
The Frequency parameter should be used only for non-fundamental items that are updated at a frequency higher than quarterly. Examples include pricing data and marketcap.
For example, to return the historical weekly marketcap for a security, run this in the API:
https://api-v2.intrinio.com/historical_data/AAPL/marketcap?frequency=weekly
Along with weekly, you also have the options for daily, monthly, quarterly, and yearly frequencies.
If no frequency is specified, the endpoint will by default return the highest frequency available for that item. So for marketcap, the below would return the historical daily values:
https://api-v2.intrinio.com/historical_data/AAPL/marketcap
The Type parameter should be used strictly for fundamental items directly from the 10-K and 10-Qs. Examples include total revenue, debt, and cash from operating activities.
For example, to return the historical QTR total revenue from the 10-Qs, run this in the API:
https://api-v2.intrinio.com/historical_data/AAPL/totalrevenue?type=QTR
Along with QTR, you also have the options for FY, TTM, and YTD types.
If no type is specified, the endpoint will by default return the quarterly TTM values for income statement and cash flow statement items, and QTR values from the balance sheet. So, for total revenue, the below would return the quarterly TTM values:
https://api-v2.intrinio.com/historical_data/AAPL/totalrevenue
There is an exception to the type parameter: if you specify a frequency with a fundamental item, such as total revenue, it will default to return the TTM values at the specified frequency. So the below would return the quarterly TTM values, same as if you did not specify a Type or Frequency:
https://api-v2.intrinio.com/historical_data/AAPL/totalrevenue?frequency=quarterly
The security screening request uses a POST method in the WEB API.
Screen securities allows you to filter the securities you receive by logic you set yourself. As explained in our screener documentation, the construction of operators, clauses, and fields make up the logic that hones down the data to a more manageable and relevant set that is easier to work with. The screen securities endpoint can be used in any of our SDKs, as well as the Web API and CSV download.
The POST method is not conducive to in-browser data evaluation using the URL Web API access, but there is good reason for its use. POST is mostly used in RESTful APIs as a data addition and modification method that allows the creation of data subsections. Thus the POST method is able to parse JSON formatting, which enables it to use logic to sort data by its contents. Intrinio utilizes this functionality of the method while preventing data modification to enable fast, clean retrieval of data that meets logistic criteria.
Our API Explorer enables you to sample the data and some of the possible parameters within the website using either your sandbox or production keys, and gives you the URL created using those parameters. The POST method is performed directly on the page and the output is shown directly below.
The following code snippets are examples of how to format the logic parameter and can be placed into a security screen program to filter the response. The language and description indicate where to place the logic in the sample programs. In every example, a request is being made to find securities where,
the total common equity = 100000000
or
the next earning year is 2017.
Postman makes any type of HTTP request easy with its customization options. Since screen securities uses the POST method to parse a JSON body to format the query, all that's needed is to change the request type and input the parameters to the request body.
Changing the request type in Postman with:
The entity_status tag can generally be summarized like so:
This can lead to some confusion when there are seemingly different responses between the company and security endpoints (i.e. companies/stock_exchange = NULL when securities/stock_exchange_mic = 'XNAS').
The most consistent way to determine the exchange is to use the security endpoint, which makes sense as users may require securities for stocks traded outside the US, in which case the stock exchange tag on the company endpoint wouldn't be the same. For all new companies, we have a process to ensure the primary security is mapped to the correct company.
Another way to think about it is the company tag for Stock Exchange is somewhat a legacy tag that can be useful, but generally the security is the most accurate no matter what exchange you are interested in analyzing.
