Fundamentals data access

[arnonmoscona]

I see that you have an OnFundamentalsData() method that fires when there is a change in fundamentals data. At the same time, the market analyzer allows me to show fundamentals data on the UI regardless of whether the data changed or not. Is there a way to access this data in NinjaScript when it did not change?

[NinjaTrader_RyanM1]

Hello arnonmoscona,

Yes, you could access these values within OnFundamentalData() and they will be current. It doesn't require a change in order to get the most up to date values.

http://www.ninjatrader.com/support/helpGuides/nt7/onfundamentaldata.htm

Declare a variable in variables region so that's available within the whole script.
Then assign this variable within OnFundametalData to the value you want.
You can then access it anywhere, like OnBarUpdate()

#region Variables
private double myEPS;
#endregion


protected override void OnFundamentalData(FundamentalDataEventArgs e)
{
 	 if (e.FundamentalDataType == FundamentalDataType.CurrentYearsEarningsPerShare)
        	myEPS =  e.DoubleValue;
}

protected override void OnBarUpdate()
{
	if (!Historical)
	Print(myEPS);
}

[arnonmoscona]

Yes. But this would trigger a value only when the value changes. My question is - how do I get this value if it did not change? Or in other words, in your example, how would I initialize myEPS?

[NinjaTrader_RyanM1]

I wouldn't worry about the "do not change" aspect here. Please try with the previous snippet (I added additional details) and it should work provided your data provider is supplying you with this data.

[arnonmoscona]

I'll try it. I use IQFeed. If this trigger comes every time they send a fundamentals message, then yes, it would come pretty quickly...

Thanks

[nicbizz]

#region Variables
private int myShares;
#endregion


protected override void OnFundamentalData(FundamentalDataEventArgs e)
{
 	 if (e.FundamentalDataType == FundamentalDataType.SharesOutstanding)
        	myShares =  (int) e.DoubleValue;
}

protected override void OnBarUpdate()
{
	if (!Historical)
	Print(myShares);
}

Hi,

I tried the above block of code to extract SharesOutstanding using Yahoo as my data provider. However, I'm getting a constant value of -2147483648, on each bar update, for all stocks I apply the indicator to.

The SharesOutstanding value, when displayed through a Market Analyzer, using Yahoo is correct.

Any idea why this is happening?

Thanks.

Regards,
Nick

[NinjaTrader_Lance]

Try using e.LongValue instead of e.DoubleValue and let me know if this works out for you.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?fundamentaldataeventargs.htm