Welcome to the Portfolio123 DataMiner Knowledge base. Here you will find documentation regarding how to access our financial data, ranks and screens through the DataMiner application.
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- Support module: https://help.portfolio123.com/hc/en-us/requests/new
- Email: paul@portfolio123.com
- Call: +1 312 586 1104
Your Key
To begin using the API or the DataMiner you will need your own API Key. To create one, log in to your account on Portfolio123, click your user picture on the top right, select Account Settings -> DataMiner & API then click on ‘Select Membership’ or, if you already have an API membership with API access, ‘Create Key’. You will need both the ID and the KEY. This is your private, personal key and anyone with that key will be able to run requests using your account.
Intro
DataMiner is a stand-alone Python program built on top of the Portfolio123 API. With DataMiner you have the following benefits:
- Run a single script to backtest variations of screens and ranking systems;
- Retrieve price and other technical data as well as fundamental factor ranks and z-scores to use in your research or as training data for your AI system;
- Download hundreds of Point-in-Time factors and functions for a list of stocks or a universe (requires vendor data license);
- Use simple, human-readable syntax to configure the operations;
- Secure your IP since your strategy can live only on your hard-drive;
- Lower latency since the overhead of the website is removed;
You can download the latest DataMiner version, samples, and other documentation from this Dropbox folder.
DataMiner is an open-source project. Let us know if you wish to contribute to the official release. You will find the source code repository here.
Alternatively, you can create your own application that uses the Portfolio123 API endpoints. The API documentation can be found here.
DataMiner Syntax
DataMiner allows you to utilize the P123 API using an easy to understand syntax without writing any code. Experienced P123 users will recognize the input parameters from the Portfolio123 interface. Below is a sample configuration for a rank performance operation. The intuitive settings can be changed simply by editing the text.
DataMiner Operations
The links below contain detailed information on each DataMiner operation including the parameters the operation accepts and examples of how to use the operation.
Data: Data.pdf
Download Point-In-Time (PIT) ratios or formulas for multiple stocks.
DataUniverse: DataUniverse.pdf
Retrieve Point-In-Time data for a selected universe for a given date range.
RankMulti: RanksMulti.pdf
Return the ranks from multiple ranking systems.
RankPerformance: Rank Performance.pdf
Run multiple bucket ranking system performance tests.
Ranks: Ranks.pdf
Download historical ranks for one or more ranking systems.
RanksPeriod: RanksPeriod.pdf
Return the ranks from a single ranking system for multiple dates between the specified start and end dates.
RollingScreen: Rolling Screen.pdf
Run multiple screen backtests at defined intervals.
ScreenBacktest: ScreenBacktest.pdf
Backtest a screen over the selected period.
ScreenRun: ScreenRun.pdf
Run a screen.
You can find DataMiner yaml files containing examples for each DataMiner operation here.
Examples are also available from within the DataMiner application from the Samples menu item. These sample files come with the release package. Keep in mind that if you modify the files in this samples folder, they will be overwritten the next time you install a new build. It is best to keep any modified version of the files in a different location.
Data License
With DataMiner you can download pricing data, technical factors and derived data including fundamental factor ranks and z-scores with your regular P123 Research subscription. Please note that in order to download raw fundamental and estimates data, you need a data license with either S&P or Factset. For further information please contact us.
Attachments included in this article: