Reuters Financials Data Guide

The Reuters Financials dataset available through Interactive Brokers provides cash flow, balance sheet, and income metrics. Data are time-indexed to the relevant fiscal period as well as the filing date for point-in-time backtesting.

Financials at-a-glance

Depth of coverage

The Reuters Financials dataset does not provide data back to a fixed start date but rather provides a rolling window of historical data from the time the data is collected. The typical amount of data available is 6 years of annual statements and 6 quarters of interim statements.

Available indicators

Balance sheet

AACR: Accounts Receivable - Trade, Net
ACAE: Cash & Equivalents
ACDB: Cash & Due from Banks
ACSH: Cash
ADEP: Accumulated Depreciation, Total
ADPA: Deferred Policy Acquisition Costs
AGWI: Goodwill, Net
AINT: Intangibles, Net
AITL: Total Inventory
ALTR: Note Receivable - Long Term
ANTL: Net Loans
APPN: Property/Plant/Equipment, Total - Net
APPY: Prepaid Expenses
APRE: Insurance Receivables
APTC: Property/Plant/Equipment, Total - Gross
ASTI: Short Term Investments
ATCA: Total Current Assets
ATOT: Total Assets
ATRC: Total Receivables, Net
LAEX: Accrued Expenses
LAPB: Accounts Payable
LCLD: Current Port. of  LT Debt/Capital Leases
LCLO: Capital Lease Obligations
LDBT: Total Deposits
LLTD: Long Term Debt
LMIN: Minority Interest
LPBA: Payable/Accrued
LSTB: Total Short Term Borrowings
LSTD: Notes Payable/Short Term Debt
LTCL: Total Current Liabilities
LTLL: Total Liabilities
LTTD: Total Long Term Debt
QEDG: ESOP Debt Guarantee
QPIC: Additional Paid-In Capital
QRED: Retained Earnings (Accumulated Deficit)
QTCO: Total Common Shares Outstanding
QTEL: Total Liabilities & Shareholders' Equity
QTLE: Total Equity
QTPO: Total Preferred Shares Outstanding
QTSC: Treasury Stock - Common
QUGL: Unrealized Gain (Loss)
SBDT: Deferred Income Tax
SCMS: Common Stock, Total
SCSI: Cash and Short Term Investments
SINV: Long Term Investments
SLTL: Other Liabilities, Total
SOAT: Other Assets, Total
SOBL: Other Bearing Liabilities, Total
SOCA: Other Current Assets, Total
SOCL: Other Current liabilities, Total
SOEA: Other Earning Assets, Total
SOLA: Other Long Term Assets, Total
SOTE: Other Equity, Total
SPOL: Policy Liabilities
SPRS: Preferred Stock - Non Redeemable, Net
SRPR: Redeemable Preferred Stock, Total
STBP: Tangible Book Value per Share, Common Eq
STLD: Total Debt
SUPN: Total Utility Plant, Net

Income statement

CEIA: Equity In Affiliates
CGAP: U.S. GAAP Adjustment
CIAC: Income Available to Com Excl ExtraOrd
CMIN: Minority Interest
DDPS1: DPS - Common Stock Primary Issue
EDOE: Operations & Maintenance
EFEX: Fuel Expense
EIBT: Net Income Before Taxes
ELLP: Loan Loss Provision
ENII: Net Interest Income
EPAC: Amortization of Policy Acquisition Costs
ERAD: Research & Development
ETOE: Total Operating Expense
NAFC: Allowance for Funds Used During Const.
NGLA: Gain (Loss) on Sale of Assets
NIBX: Net Income Before Extra. Items
NINC: Net Income
RNII: Net Investment Income
RRGL: Realized & Unrealized Gains (Losses)
RTLR: Total Revenue
SANI: Total Adjustments to Net Income
SCOR: Cost of Revenue, Total
SDAJ: Dilution Adjustment
SDBF: Diluted EPS Excluding ExtraOrd Items
SDNI: Diluted Net Income
SDPR: Depreciation/Amortization
SDWS: Diluted Weighted Average Shares
SGRP: Gross Profit
SIAP: Net Interest Inc. After Loan Loss Prov.
SIIB: Interest Income, Bank
SINN: Interest Exp.(Inc.),Net-Operating, Total
SLBA: Losses, Benefits, and Adjustments, Total
SNIE: Non-Interest Expense, Bank
SNII: Non-Interest Income, Bank
SNIN: Interest Inc.(Exp.),Net-Non-Op., Total
SONT: Other, Net
SOOE: Other Operating Expenses, Total
SOPI: Operating Income
SORE: Other Revenue, Total
SPRE: Total Premiums Earned
SREV: Revenue
SSGA: Selling/General/Admin. Expenses, Total
STIE: Total Interest Expense
STXI: Total Extraordinary Items
SUIE: Unusual Expense (Income)
TIAT: Net Income After Taxes
TTAX: Provision for Income Taxes
VDES: Diluted Normalized EPS
XNIC: Income Available to Com Incl ExtraOrd

Cash Flow statement

FCDP: Total Cash Dividends Paid
FPRD: Issuance (Retirement) of Debt, Net
FPSS: Issuance (Retirement) of Stock, Net
FTLF: Cash from Financing Activities
ITLI: Cash from Investing Activities
OBDT: Deferred Taxes
OCPD: Cash Payments
OCRC: Cash Receipts
ONET: Net Income/Starting Line
OTLO: Cash from Operating Activities
SAMT: Amortization
SCEX: Capital Expenditures
SCIP: Cash Interest Paid
SCTP: Cash Taxes Paid
SDED: Depreciation/Depletion
SFCF: Financing Cash Flow Items
SFEE: Foreign Exchange Effects
SICF: Other Investing Cash Flow Items, Total
SNCC: Net Change in Cash
SNCI: Non-Cash Items
SOCF: Changes in Working Capital

Valuation metrics

Valuation metrics such as EPS or P/E ratio compare a company's fundamentals to its share price or market value. These metrics are useful for comparing companies, unlike metrics such as net income which scale with the size of the company and thus aren't typically used for company-to-company comparisons.

The Reuters financial statements dataset is fairly "raw" and does not include any precalculated valuation metrics. You can, however, calculate valuation metrics yourself in conjunction with historical price data. See the usage guide for an example of calculating enterprise multiple.

Point-in-time date fields

The financial statements dataset provides two date fields:

• FiscalPeriodEndDate: the end date of the fiscal period the report is for
• SourceDate: the date the report was released (for U.S. companies, this is usually the Form 10-K filing date)

The SourceDate field can be used for point-in-time analysis.

Restatements

Financial statement restatements

The financial statements dataset includes restatements.

Restatements, like the original statements, are time-indexed to their release date via the SourceDate field, so you know when the data became available. Restated data are distinguished from as-reported data, making it possible to exclude restated data from analysis and backtests if you choose.

When restated data is available for a particular fiscal period and financial statement (income statement, balance sheet, or cash flow statement), the corresponding as-reported financial statement is not provided by Reuters. As depicted in the table below, this can create a gap in the data as your research and backtest won't have access to the as-reported financials that would have been available in real time.

This limitation only applies to financial statements that pre-date your use of QuantRocket. As you continue using QuantRocket to keep your Reuters fundamentals database up-to-date, QuantRocket will preserve the as-reported and restated financials as they appear in real-time, increasing the accuracy of your backtests.

The occurrence rate of restatements is shown below for a variety of countries:

Breadth of coverage

The following charts show the availability of Reuters financials for select countries and exchanges, broken down by indicator code. (Only the most common countries and exchanges are shown.)

Australia

Austria

Belgium

Canada

France

Germany

Hong Kong

India

Italy

Japan

Mexico

Netherlands

Singapore

Spain

Sweden

Switzerland

United Kingdom

United States

Listed stocks (NYSE/NASDAQ/AMEX)

OTC stocks (PINK)