The MDO Software Development Kit gives you access to financial data, through a front end platform that leverages open source software such as R and Python. MDO consists of APIs to access data, and various analytical tools.


mdo.data

R API to access your Financial Databases, including Refinitiv Quantitative Analytics (RQA), in one place through R Data Retrieval functions. These functions use a central data dictionary to correctly apply adjustment factors, and perform currency conversions. Helpful arguments are provided to do the difficult legwork for users, such as: recent/lookback logic, shifting dates and fiscal periods, rolling calculations, summing last 4 quarters, and aligning by fiscal period dates, preliminary dates, final dates, or point dates.
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mdodata

Python API to access your Financial Databases, including Refinitiv Quantitative Analytics (RQA), in one place through Python Data Retrieval functions. These functions use a central data dictionary to correctly apply adjustment factors, and perform currency conversions. Helpful arguments are provided to do the difficult legwork for users, such as: recent/lookback logic, shifting dates and fiscal periods, rolling calculations, summing last 4 quarters, and aligning by fiscal period dates, preliminary dates, final dates, or point dates.

mdo.factors

QuantFactor class structures are provided in order to streamline the process of creating and organizing factors. This allows users to build their own factor library. The mdo.factors library is available for R users and contains samples of publicly available research factors. These sample factors can be used as a template for creating new factors.

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mdo.attribution

Performance Attribution package to create and store actual or hypothetical portfolios and benchmarks. Calculate and create reports using standard Brinson Attribution or a Factor Attribution approach. Create and store custom or vendor created risk models to be used in Factor Attribution. The mdo.attribution package is available in R and in most cases requires some customization for integrating clients portfolios and risk models.

Data Sources Currently Integrated


Financial Data from any source can be integrated into the platform. Please contact info@mydataoutlet.com for a full list of vendors.

Vendor Feed NameDescription (Source)
IDC Pricing (North American)Equity Pricing Data (RQA)
IDC Pricing (Global)Equity Pricing Data (RQA)
IBES Summary (QFS)IBES Current Consensus Data (RQA)
IBES Summary (QFS) – InternationalIBES Current Consensus Data – International (RQA)
IBES Summary (Monthly)IBES Monthly Consensus Data (RQA)
IBES Summary (Monthly) – InternationalIBES Monthly Consensus Data – International (RQA)
IBES V2IBES V2 Detail & Summary (RQA)
IBES Global AggregatesIBES Global Aggregates Data (RQA)
WorldscopeWorldscope Fundamental Data (RQA)
Worldscope PITWorldscope PIT Fundamental Data (RQA)
Reuters FundamentalsReuters Fundamentals (RQA)
Reuters Fundamentals PITReuters Fundamentals PIT Fundamental Data (RQA)
TRBCThomson Reuters Business Classifications (RQA)
Russell US Index ConstituentsRussell US Index Constituents (RQA)
Nasdaq US Index ConstituentsNasdaq US Index Constituents (RQA)
MSCI IndicesMSCI Index Constituents and Index/Security Data (RQA)
StarMine DataStarMine Data (RQA)
DataStream Equities and IndicesDataStream Equities and Indices (RQA)
DataStream Index ConstituentsDataStream Index Constituents (RQA)
DataStream EconomicsDataStream Economics (RQA)
Ownership V2Ownership Data (RQA)
Special DatesSpecial Dates (RQA)
Index PricingIndex Pricing (RQA)
Refinitiv ESGESG Data (RQA)
Deals M&ADeals Mergers & Acquisitions Data (RQA)
Hanweck OVS OptionsOption Pricing and Volatility Data (RQA)
IDC OptionsOption Pricing Data (RQA)
SMA Equity DataSocial Market Analytics Equity Data (SMA)

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