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Can API or DDE get the fundamental data?


 

Hi, can API or DDE get the fundamental data such as earning per share from TWS?? Thanks.


 

Don't know about DDE (but I don't see how it would work as it is too rich for DDE, anyway they are not Real time data so you might be able to script it in Python and use it as a CSV)

Look at the code in exemple?? m_pClient->reqMktData(1004, ContractSamples::USStockAtSmart(), "233,236,258", false, false, TagValueListSPtr());
The Tick type you need is 258, AKA TIK_FundamentalRatios??? "258"

You will get an answer trough call back ::tickString(TickerId reqId, TickType tickType, const string& value)

this deliver a somewhere cryptic CSV with of a lot of information, alike what is below
Sorry but I don't remember where I did get the information about Tag contents, however that reasonably easy to guess and find also read

Do not expect IBK to be able to deliver 100% of all theses values for every stocks, use it as a free lunch.
In general they get more fundamentals than other feeds, so major stocks are reasonably filled up and up to date.

Tick String. ReqId Id: 111, Type: 47, Value:
TTMNPMGN=-0.782;NLOW=5.48;ACFSHR=1.268463;ALTCL=0;TTMPRCFPS=27.30529;TTMCFSHR=0.49519;ASFCF=-188;AEPSNORM=-0.97418;TTMRECTURN=3.99795;AATCA=-99999.99;QCSHPS=4.38838;
TTMFCF=-2033;
LATESTADATE=2021-03-31;
APTMGNPCT=6.52734;IAD=0.04;TTMNIAC=-1063;EV_Cur=-99999.99;QATCA=-99999.99;PR2TANBK=-99999.99;TTMFCFSHR=-0.23197;
NPRICE=13.49;ASICF=20045;REVTRENDGR=-7.11523;QSCEX=-1037;PRICE2BK=3.52672;ALSTD=1457;AOTLO=3596;TTMPAYRAT=-99999.99;QPR2REV=-99999.99;;
TTMREVCHG=-17.6063;TTMROAPCT=-0.23502;QTOTCE=35551;APENORM=-99999.99;QLTCL=0;QSFCF=21;TTMROIPCT=-0.37286;DIVGRPCT=-65.3319;QOTLO=3633;TTMEPSCHG=-120.554;
YIELD=-99999.99;TTMREVPS=8.69612;TTMEBT=-1040;ADIV5YAVG=0.488;Frac52Wk=-99999.99;NHIG=14.415;ASCEX=-3403;QTA=253452;TTMGROSMGN=25.5409;
QTL=217901;AFPRD=-19016;QCURRATIO=1.96248;TTMREV=76215;TTMINVTURN=3.54825;QCASH=36630;QLSTD=1457;TTMOPMGN=-1.13232;TTMPR2REV=1.55488;QSICF=0;
TTMNIPEREM=-3425.287;
EPSCHNGYR=-99.64437;TTMPRFCFPS=-99999.99;TTMPTMGN=-1.36456;AREVPS=9.08789;AEBTNORM=-15995;ASOPI=9809;NetDebt_I=32834;PRYTDPCTR=12.05931;
TTMEBITD=8373;AFEEPSNTM=0.244;EPSTRENDGR=34.32537;QTOTD2EQ=212.4698;QSOPI=1135;QBVPS=3.82576;YLD5YAVG=3.1943;PR13WKPCT=-99999.99;PR52WKPCT=-99999.99;AROAPCT=2.205816;
QTOTLTD=70288;TTMEPSXCLX=-0.12229;QPRCFPS=7.632914135403047;QTANBVPS=-0.12872;AROIPCT=2.218938;QEBIT=1525;QEBITDA=2812;TTMINTCOV=-99999.99;TTMROEPCT=-3.08756;
MKTCAP=118504.9;
TTMREVPERE=438017.3;
AEPSXCLXOR=0.5995891;QFPRD=-4599;REVCHNGYR=-12.16521;AFPSS=-99999.99;CURRENCY=USD;EV2EBITDA_Cur=-99999.99;PEEXCLXOR=-99999.99;QQUICKRATI=1.67591;
ASINN=-99999.99;QFPSS=-99999.99;
BETA=1.08957;
ANIACNORM=-8534.8;PR1WKPCT=-99999.99;QLTD2EQ=199.1663;QSINN=-99999.99;PR4WKPCT=-99999.99;AEBIT=7803

where
AEPSNORM??? EPS Normalized
AFEEPSNTM??? Analyst Forecast of EPS - N12
MKTCAP??? ??? Market capitalization
PRICE2BK??? Price to Book
TTMFCF??? ??? Free Cash Flow - TTM
TTMNIPEREM??? Net Income/Employee - TTM
TTMREVPERE??? Revenue/Employee - TTM
TTMREVPS??? RevenuePerShareTTM
TTMREV??? ??? RevenueTTM
TTMREV??? ??? RevenueTTM
TTMPR2REV??? PriceToSalesTTM???
QEBITDA??? ??? EBITD - MRQ
BETA??? ??? Reuters Beta is the slope of the 60 month regression line of the percentage price change of the stock relative to the percentage price change of the local index.? Beta values are not calculated if less than 40 months of pricing is available
AREVPS??? ??? RevenuePerShare
AEPSNORM??? epsdiluted
AFEEPSNTM??? AnalystForecastOfEPS???
EV_Cur??? ??? CurrentEnterpriseValue
MKTCAP??? ??? marketCap
NHIG??? ??? yearHigh
NLOW??? ??? yearLow
QEBITDA??? ??? EBITDA

etc ...


 

Thank you.? I am looking for eps for next year (2024), next next year (2025), so on.


 

Hmmm
My understanding of IB Forecast values trough API is that IB deliver same data as you may receive by email about Analyses forecast etc ... Theses are short term prediction.
2025 and more are most probably not something IB deliver (or I must say I don't know nor I see any place for a method to specify date to look for in the future)
Future (date) for IB is either next quarter or TTM.

This level of of anticipation are generally done trough a synthesis of frequency analysis + trend+ crystal ball prediction, these are more faith than fact.
I recommend that you take it from the most popular provider of prediction, at least you will see what most other people have on their radar.? Some providers have REST API so you should be able to automatize it.