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Fundamentals: Morningstar Equity Data Feeds data points #9746

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Fundamentals: Morningstar Equity Data Feeds data points #9746

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f132ef2
Model four company reference points the new Morningstar feeds carry
Martin-Molinero Aug 8, 2026
ca0ac41
Model the share ISIN, which the new feeds carry
Martin-Molinero Aug 8, 2026
073a77f
Model the ten supplemental income statement values
Martin-Molinero Aug 8, 2026
8aabe17
Model the diluted market capitalisation
Martin-Molinero Aug 8, 2026
315c019
Model the company long description
Martin-Molinero Aug 8, 2026
fbef0f9
Model the free float share count
Martin-Molinero Aug 8, 2026
99f984e
Model eight new data points the equity feeds ship
Martin-Molinero Aug 14, 2026
a659caa
Model the diluted and normalized valuation ratio family
Martin-Molinero Aug 14, 2026
b3e2c99
Model the bank and REIT template metrics
Martin-Molinero Aug 20, 2026
9b26c08
Deprecate the fundamentals the 2026 feed migration retired
Martin-Molinero Aug 25, 2026
2b615ba
Say a retired property is gone in every period
Martin-Molinero Aug 25, 2026
4af1f0a
Say it the way a user reads it
Martin-Molinero Aug 25, 2026
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230 changes: 229 additions & 1 deletion Common/Data/Fundamental/FundamentalProperty.cs
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13 changes: 8 additions & 5 deletions Common/Data/Fundamental/Generated/AccountsPayableBalanceSheet.cs
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@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
Expand Down Expand Up @@ -37,13 +37,15 @@ public class AccountsPayableBalanceSheet : MultiPeriodField
/// Gets/sets the OneMonth period value for the field
/// </summary>
[JsonProperty("1M")]
public double OneMonth => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsPayable_OneMonth);
[Obsolete("AccountsPayable.OneMonth was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double OneMonth => throw new NotSupportedException("AccountsPayable.OneMonth was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the TwoMonths period value for the field
/// </summary>
[JsonProperty("2M")]
public double TwoMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsPayable_TwoMonths);
[Obsolete("AccountsPayable.TwoMonths was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double TwoMonths => throw new NotSupportedException("AccountsPayable.TwoMonths was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the ThreeMonths period value for the field
Expand All @@ -61,7 +63,8 @@ public class AccountsPayableBalanceSheet : MultiPeriodField
/// Gets/sets the NineMonths period value for the field
/// </summary>
[JsonProperty("9M")]
public double NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsPayable_NineMonths);
[Obsolete("AccountsPayable.NineMonths was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double NineMonths => throw new NotSupportedException("AccountsPayable.NineMonths was retired by Morningstar in 2026; use AccountsPayable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the TwelveMonths period value for the field
Expand Down Expand Up @@ -97,7 +100,7 @@ public override double Value
public override IReadOnlyDictionary<string, double> GetPeriodValues()
{
var result = new Dictionary<string, double>();
foreach (var kvp in new[] { new Tuple<string, double>("1M",OneMonth), new Tuple<string, double>("2M",TwoMonths), new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("9M",NineMonths), new Tuple<string, double>("12M",TwelveMonths) })
foreach (var kvp in new[] { new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("12M",TwelveMonths) })
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
Expand Down
13 changes: 8 additions & 5 deletions Common/Data/Fundamental/Generated/AccountsReceivableBalanceSheet.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
Expand Down Expand Up @@ -37,13 +37,15 @@ public class AccountsReceivableBalanceSheet : MultiPeriodField
/// Gets/sets the OneMonth period value for the field
/// </summary>
[JsonProperty("1M")]
public double OneMonth => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsReceivable_OneMonth);
[Obsolete("AccountsReceivable.OneMonth was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double OneMonth => throw new NotSupportedException("AccountsReceivable.OneMonth was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the TwoMonths period value for the field
/// </summary>
[JsonProperty("2M")]
public double TwoMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsReceivable_TwoMonths);
[Obsolete("AccountsReceivable.TwoMonths was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double TwoMonths => throw new NotSupportedException("AccountsReceivable.TwoMonths was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the ThreeMonths period value for the field
Expand All @@ -61,7 +63,8 @@ public class AccountsReceivableBalanceSheet : MultiPeriodField
/// Gets/sets the NineMonths period value for the field
/// </summary>
[JsonProperty("9M")]
public double NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccountsReceivable_NineMonths);
[Obsolete("AccountsReceivable.NineMonths was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).")]
public double NineMonths => throw new NotSupportedException("AccountsReceivable.NineMonths was retired by Morningstar in 2026; use AccountsReceivable.ThreeMonths (also available: SixMonths, TwelveMonths).");

/// <summary>
/// Gets/sets the TwelveMonths period value for the field
Expand Down Expand Up @@ -97,7 +100,7 @@ public override double Value
public override IReadOnlyDictionary<string, double> GetPeriodValues()
{
var result = new Dictionary<string, double>();
foreach (var kvp in new[] { new Tuple<string, double>("1M",OneMonth), new Tuple<string, double>("2M",TwoMonths), new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("9M",NineMonths), new Tuple<string, double>("12M",TwelveMonths) })
foreach (var kvp in new[] { new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("12M",TwelveMonths) })
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
Expand Down
34 changes: 14 additions & 20 deletions Common/Data/Fundamental/Generated/AccruedInterestReceivableBalanceSheet.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
Expand Down Expand Up @@ -37,52 +37,46 @@ public class AccruedInterestReceivableBalanceSheet : MultiPeriodField
/// Gets/sets the TwoMonths period value for the field
/// </summary>
[JsonProperty("2M")]
public double TwoMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_TwoMonths);
[Obsolete("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double TwoMonths => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the ThreeMonths period value for the field
/// </summary>
[JsonProperty("3M")]
public double ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_ThreeMonths);
[Obsolete("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double ThreeMonths => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the SixMonths period value for the field
/// </summary>
[JsonProperty("6M")]
public double SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_SixMonths);
[Obsolete("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double SixMonths => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the NineMonths period value for the field
/// </summary>
[JsonProperty("9M")]
public double NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_NineMonths);
[Obsolete("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double NineMonths => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the TwelveMonths period value for the field
/// </summary>
[JsonProperty("12M")]
public double TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_TwelveMonths);
[Obsolete("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double TwelveMonths => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Returns true if the field contains a value for the default period
/// </summary>
public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_TwelveMonths));
public override bool HasValue => false;

/// <summary>
/// Returns the default value for the field
/// </summary>
public override double Value
{
get
{
var defaultValue = FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInterestReceivable_TwelveMonths);
if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
{
return defaultValue;
}
return base.Value;
}
}
public override double Value => throw new NotSupportedException("AccruedInterestReceivable was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets a dictionary of period names and values for the field
Expand All @@ -91,7 +85,7 @@ public override double Value
public override IReadOnlyDictionary<string, double> GetPeriodValues()
{
var result = new Dictionary<string, double>();
foreach (var kvp in new[] { new Tuple<string, double>("2M",TwoMonths), new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("9M",NineMonths), new Tuple<string, double>("12M",TwelveMonths) })
foreach (var kvp in System.Array.Empty<Tuple<string, double>>())
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
Expand Down
28 changes: 10 additions & 18 deletions Common/Data/Fundamental/Generated/AccruedInvestmentIncomeBalanceSheet.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
Expand Down Expand Up @@ -37,40 +37,32 @@ public class AccruedInvestmentIncomeBalanceSheet : MultiPeriodField
/// Gets/sets the ThreeMonths period value for the field
/// </summary>
[JsonProperty("3M")]
public double ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInvestmentIncome_ThreeMonths);
[Obsolete("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double ThreeMonths => throw new NotSupportedException("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the NineMonths period value for the field
/// </summary>
[JsonProperty("6M")]
public double SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInvestmentIncome_SixMonths);
[Obsolete("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double SixMonths => throw new NotSupportedException("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets/sets the TwelveMonths period value for the field
/// </summary>
[JsonProperty("12M")]
public double TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInvestmentIncome_TwelveMonths);
[Obsolete("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.")]
public double TwelveMonths => throw new NotSupportedException("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Returns true if the field contains a value for the default period
/// </summary>
public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInvestmentIncome_TwelveMonths));
public override bool HasValue => false;

/// <summary>
/// Returns the default value for the field
/// </summary>
public override double Value
{
get
{
var defaultValue = FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedInvestmentIncome_TwelveMonths);
if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
{
return defaultValue;
}
return base.Value;
}
}
public override double Value => throw new NotSupportedException("AccruedInvestmentIncome was retired by Morningstar in 2026 for all periods; no replacement is available.");

/// <summary>
/// Gets a dictionary of period names and values for the field
Expand All @@ -79,7 +71,7 @@ public override double Value
public override IReadOnlyDictionary<string, double> GetPeriodValues()
{
var result = new Dictionary<string, double>();
foreach (var kvp in new[] { new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("12M",TwelveMonths) })
foreach (var kvp in System.Array.Empty<Tuple<string, double>>())
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
Expand Down
7 changes: 4 additions & 3 deletions Common/Data/Fundamental/Generated/AccruedLiabilitiesTotalBalanceSheet.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
Expand Down Expand Up @@ -37,7 +37,8 @@ public class AccruedLiabilitiesTotalBalanceSheet : MultiPeriodField
/// Gets/sets the TwoMonths period value for the field
/// </summary>
[JsonProperty("2M")]
public double TwoMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_AccruedLiabilitiesTotal_TwoMonths);
[Obsolete("AccruedLiabilitiesTotal.TwoMonths was retired by Morningstar in 2026; use AccruedLiabilitiesTotal.ThreeMonths (also available: TwelveMonths).")]
public double TwoMonths => throw new NotSupportedException("AccruedLiabilitiesTotal.TwoMonths was retired by Morningstar in 2026; use AccruedLiabilitiesTotal.ThreeMonths (also available: TwelveMonths).");

/// <summary>
/// Gets/sets the ThreeMonths period value for the field
Expand Down Expand Up @@ -79,7 +80,7 @@ public override double Value
public override IReadOnlyDictionary<string, double> GetPeriodValues()
{
var result = new Dictionary<string, double>();
foreach (var kvp in new[] { new Tuple<string, double>("2M",TwoMonths), new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("12M",TwelveMonths) })
foreach (var kvp in new[] { new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("12M",TwelveMonths) })
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
Expand Down
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