Point-in-time US equities, fundamentals and estimates for quants
4.3(3)4 published listings.
Consolidated 1-minute OHLCV bars and official end-of-day prices for every US-listed stock, ETF and ADR, including delisted names, with splits, dividends and symbol changes.
As-reported and standardized income statement, balance sheet and cash-flow data for about 45,000 listed companies in 70 countries, with every restatement kept point in time.
Volume-weighted reference rates for 600 digital assets against USD, EUR and stablecoins, plus top-of-book and 10-level order-book snapshots from 25 exchanges.
Daily consensus EPS, revenue and EBITDA estimates with revision counts, dispersion and earnings surprises for about 18,000 companies, kept point in time since 2008.
Ledgerwell Markets delivers clean, point-in-time market data for systematic investors: consolidated US equity prices, standardized fundamentals and consensus estimates on one security master. Every dataset keeps as-first-published history, so backtests only see what was known at the time.
What the provider licenses its data for, and what it does not allow.
Quantitative research and backtesting, portfolio and risk analytics, fintech applications and academic finance research.
Redistributing raw real-time prices as a competing market data feed; displaying real-time prices to retail end users without the required exchange display licences.
DataStoa's acceptable use policy applies on top: no re-identification, discrimination, surveillance or sanctioned uses.
Provider-reported. Ask for certificates or a data processing agreement before you sign.
Other places you can receive this provider's data, useful if your team already buys through a cloud marketplace.
Buyers rate four things: data quality, volume and coverage, value for money and service.
from 3 reviews
Consensus and revision history are clean and the surprise calculations match our own. For a team of three the price of the individual-estimates tier is hard to justify, so we stayed on consensus only. They did offer a shorter first term.
Martin H., Portfolio manager, Boutique asset manager
Splits and dividends arrive with ex-dates a day ahead, so our adjusted prices no longer break on Monday mornings. One-minute bars have occasional gaps on very illiquid names, which is expected but worth knowing.
Grace O., Data engineer, Retail brokerage app
Restatements are kept as separate vintages with the original filing timestamp, so our backtests finally stopped leaking future information. Delisted companies are in the history, which matters for survivorship. Onboarding took two calls and a well-documented schema file.
Daniel K., Quant researcher, Systematic hedge fund