Hi all, I'm planning one month of the Non-Professional Screener plan (US & Canada) to run a research backtest through the API, and I'd like to confirm a few things before subscribing:
Does the Screener plan's 250-credit API cap cover data_universe with rank (or other normalizing) preprocessing, so no FactSet license is needed, for US stocks at as-of dates from July 2024 to March 2026?
Can data_universe take formulas built on estimate factors, for example the change in current-year EPS consensus vs 13 weeks ago, or the 4-week counts of upward and downward revisions?
Are rank_ranks and rank_perf usable on the Screener plan, or only from the Backtest plan up (since custom ranking systems start there)?
Yes, the Non-Professional Screener plan provides access to all of the API functions. The main limitation that varies by subscription tier is how far back you can access data and run historical tests and whether Strategies are supported.
Data Universe and normalized data: Yes. With the Screener tier, you can use the data_universe endpoint with normalization for U.S. stocks for the period you mentioned.
Estimate factors and formulas: Yes. data_universe can accept formulas using estimate factors, including consensus estimate factors such as ConsEst*() and formulas based on changes in estimates. The resulting data would need to be normalized as required by the data licensing restrictions.
Rank endpoints: Yes. rank_ranks and rank_perf are available with the Screener tier. However, the Screener tier does not include creating your own custom ranking systems. You would need to use the pre-built Portfolio123 ranking systems.