Data Sources

Strategies use two cached data sources, reached through ctx.data.

Available Data

Daily OHLCV bars (Databento) for ~2,900 US equities, split-adjusted
Fundamentals (FMP): key_metrics_ttm and ratios_ttm
Reference data: sector and market cap

US equities only for the kickoff MVP. No intraday bars, news, or alternative data.

Read the full Data Sources guide — coverage, fields, and refresh cadence.