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Current database status

The most recent date for pricing data for use with daily charts, portfolios, etc. is Wednesday, July 28, 2010. Our historical pricing data spans the period from 1/3/1994 through 7/28/2010. Fifteen to twenty minute delayed quotes are always available when viewing individual stocks during market hours. Please note that while we do supply delayed quotes, we do NOT support intra-day charting.

The most recent date for fundamental data for use with screeners, strategies, etc. is Wednesday, July 28, 2010 Our historical fundamental data spans the period from 1/3/1994 through 7/28/2010. Please note that our earnings estimates, valuation formulas (which depend upon earnings estimates), short ratios, and institutional ownerships are covered over a shorter period, starting on 10/1/1999.

We currently have data for 9355 listed stocks, meaning that these stocks are currently trading in the US Markets which we cover (see 'Markets' section, below). Our full data set includes 26430 stocks which includes both listed and delisted stocks. The dates during which a given stock is listed are accounted for appropriately to avoid historical bias when backtesting strategies and screeners.

Database update times

We have two primary times of day that we update the databases. At 5:00 PM EST, we update the pricing data. At the end of the update, open, high, low, close, and volume will updated for all stocks so that the daily charts will display the latest data. We wait until this time to assure that price adjustments are in.

At 4:00 AM EST, we begin the update of fundamental data from the prior trading day. This is an involved process whereby basic financials and earnings estimates are updated and then proprietary Stockworm stock valuation and ranking calculations are performed. We also perform a final update of the pricing data, including any splits or stock dividends which may be in play. At the end of the process, autoinvestor strategies are evaluated for all users who employ such strategies and recommended portfolio updates are sent.

Markets

Our stocks are drawn from the 3 major US Markets and OTCBB stocks. We do NOT cover Pink Sheets nor do we cover other asset classes such as Mutual Funds, Bonds, etc. Specifically, we cover:
  • NYSE - New York Stock Exchange
  • AMEX - American Stock Exchange
  • NASDAQ - The NASDAQ Stock Market
  • OTCBB - Over the Counter Securities Market (excluding Pink Sheets)

Industries

Each stock is assigned by Morningstar to an industry grouping. These industries are useful in screening and portfolio management functions. The full list of available industries is as follows:
  • Aerospace/Defense
  • Automotive
  • Banking
  • Chemicals
  • Computer Hardware
  • Computer Software & Services
  • Conglomerates
  • Consumer Durables
  • Consumer Non-Durables
  • Diversified Services
  • Drugs
  • Electronics
  • Energy
  • Financial Services
  • Food & Beverage
  • Health Services
  • Insurance
  • Internet
  • Leisure
  • Manufacturing
  • Materials & Construction
  • Media
  • Metals and Mining
  • Real Estate
  • Retail
  • Specialty Retail
  • Telecommunications
  • Tobacco
  • Transportation
  • Utilities
  • Wholesale

Market index memberships

Membership in certain market indices such as the Standard & Poor's 500 is often used as a screener or strategy rule. The following list shows the available indices as well as the date that we began tracking index membership for each index (using an index in backtesting before the first available date would reset in zero stocks returned by a screener or strategy.
  • Dow Jones Industrial (1/3/1994)
  • Dow Jones Transportation (6/3/2004)
  • Dow Jones Utility (6/3/2004)
  • Forbes 500 (6/3/2004)
  • Fortune 500 Industrial (6/3/2004)
  • S&P 500 (1/3/2000)
  • S&P 1500 (1/3/2000)
  • S&P Mid Cap 400 (1/3/2000)
  • S&P Small Cap 600 (1/3/2000)