Fundamentals: Morningstar Equity Data Feeds data points - #9746
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IsSPAC, IsMLP, IsBDC and LEI exist as GEDF data ids 28 to 31 and are delivered by the Equity Data Feeds, but Lean has never had properties for them, so the converter had nowhere to put them and dropped them. Verified against the delivered data: 274 companies flag as SPACs, 21 as master limited partnerships and 57 as business development companies, and the MLP flag picks out EPD, GEL, MMLP and ARLP. The LEIs match the registered identifiers, Apple HWUPKR0MPOU8FGXBT394 and JPMorgan 8I5DZWZKVSZI1NUHU748. Additive: no existing property changes, and the converter's mapping table is generated by reflecting over these classes, so it picks them up with no change to the reader. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
GEDF data id 1007, delivered in BasicReference and never modelled. 10238 values come through, correctly formed: ES0113211835 for BBVA, GB0031348658 for Barclays. Only non US issuers are populated, because ISINs issued by CUSIP Global Services are a separately licensed package the workbook excludes. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
GEDF data ids 20452 to 20461, delivered by the new feeds and never modelled: disposals of businesses and assets, discontinued operations, goodwill and other impairments, extinguishment of debt, debt restructuring, litigation, and merger and acquisition income. British American Tobacco's goodwill impairment comes through as -277,000,000. Each is a four period field, three, six, nine and twelve months, following the existing supplemental values. 20462 and 20463 are left out, the workbook maps them to nothing. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
GEDF data id 40011, which sits with MarketCap and the shares outstanding Lean already models in the 40000 range. Apple comes through at 4.56 trillion and Microsoft at 3.71 trillion, equal to their undiluted figures as expected for two companies with little dilution. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
GEDF data id 2002, delivered by the BusinessDescription feed and never modelled, alongside the addresses and market capitalisation already on CompanyProfile. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
GEDF data id 42006, delivered alongside the share counts Lean already models on CompanyProfile. 8564 of the 8579 values sit at or below the shares outstanding for the same security, which is what a float should do. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Distance to default and probability of default, the credit risk pair from the grades feed; shell company and state of incorporation flags; full and part time employee counts; treasury shares; and whether a security is in its IPO period. Named by the Equity Data Feeds data definition document, ids 45001 to 45008. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Twenty two ratios the equity feeds ship in volume with no GEDF ancestor: the diluted and normalized enterprise value ratios, total debt to enterprise value, normalized earnings yield, and the one, five and ten year averages of the price multiples and yields. Ids 45009 to 45030, named by the data definition document. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Thirty points the equity feeds carry and Lean had no home for: tier 1 and tier 2 capital and their ratios, common equity tier 1, the leverage and liquidity coverage ratios, net interest margin and spread, risk weighted assets and non performing loans; and for REITs the funds from operations family, net asset value and the EPRA measures, each with its per share twin. Ids 45031 to 45060. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
1,151 members that carried data under the old feeds and can never carry any under the new ones: whole properties, individual reporting windows, and a few reference scalars. Each keeps its shape so algorithms still compile, warns at build time with the alternative, and throws NotSupportedException naming it at run time. GetPeriodValues and HasValue never touch a throwing member, and a field whose default window went moves its default to a surviving one. Members whose feeds merely await entitlement are not touched: absence by permission is not retirement. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A whole property that the new feeds drop lost the windows that held data, but the windows the old feeds had left empty stayed live and quietly returned nothing, which read as still available. Every modelled window of such a property now warns and throws, and the wording says in any period. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Retired by Morningstar in 2026, use X, or: for all periods, no replacement is available. No feed migration, no since the. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Updates the fundamental data model for Morningstar's Equity Data Feeds, which replace the previous fundamentals feed in 2026.
New data points (96)
DistanceToDefault,ProbabilityOfDefaultIsShellCompany,IsIPO,StateOrCountryOfIncorporation, full/part-time employee counts,TreasurySharesDilutedEVToEBITDA,NormalizedEVToEBIT,TotalDebtToEV, ...), multi-year averages of the price multiples and yields,NormalizedEarningsYieldRetired data points
Morningstar no longer provides some series, or some reporting windows of them. Those members are kept so existing algorithms keep compiling, but they now carry
[Obsolete]with the alternative and throwNotSupportedExceptionwith the same message when read:GetPeriodValues()andHasValuenever touch a retired member, and a field whose default window was retired reports a surviving one as its default.No behaviour changes for data points that continue to be provided.