Programmatic access to detailed historical financial data
I know that Yahoo has a great API for accessing detailed financial metrics about a company documented at http://www.gummy-stuff.org/Yahoo-data.htm. Yahoo also provides historical pricing data, documented at http://code.google.com/p/yahoo-finance-managed/wiki/csvHistQuotesDownload.
However, I'm trying to find a place where I can programmatically access detailed historical data, like what was a company's earnings 10 years ago, and not just the price of the stock. Does anyone know of such a site? I'm willing to pay, and I think http://www.mergent.com/servius, but they seem very, very expensive. A single standardized financial report from a company costs 50 units, which is $2.50 under their pay-as-you-go plan.
Google seems to have pretty good historical financial data that appears to go back 5 years. I may try scraping them, but I'd like to go back much, much further. Any ideas?
Answer
Quandl provides a huge amount of different databases with all sorts of data, not only EOD but e.g. earnings per share and a lot of other stuff like US employment data.
API is easy to use and well documented. It also provides an Excel plug-in, a Matlab plug-in, a Python package, an R package, and a number of languages has a support through community maintained libraries.
Not all the data are free though. For more advanced data bases there is a subscription fee. I think the price is different depending on the database and the number of potential users.