Why Fonrex?
Good financial data on European shares is expensive, and cheap data is often wrong: a ticker
lands on the wrong company, a price is in pence instead of pounds, a ratio is a percentage on
one site and a fraction on another. Fonrex fixes this on your own machine.
- European listings done right.
AIR.PA is Airbus, never AAR Corp. Prices are stored per
listing, in its currency, dated by trading session; one ISIN can have many listings.
- Every figure says where it comes from. Fundamentals are cross-checked between sources;
values that disagree with the others are rejected, and each answer names its sources.
- Valuation and research built in. DCF with the risk-free rate of the right currency
(FRED for USD, ECB for EUR), Fama/French factor exposure, technical indicators.
- Works with your tools. OpenBB Workspace, Google Sheets, Python and Jupyter, Zipline backtests.
- Yours. Self-hosted, no subscription, no vendor lock-in: the data lives in your PostgreSQL.
Quickstart
You need Docker with Docker Compose, and 4 GB of RAM (8 GB recommended).
git clone https://github.com/fonrex/fonrex && cd fonrex
cp .env.example .env
# An API key is required: every request is refused until one is set
export FONREX_API_KEY="frx_live_$(openssl rand -hex 24)"
sed -i.bak "s/^FONREX_API_KEY=.*/FONREX_API_KEY=$FONREX_API_KEY/" .env && rm .env.bak
mkdir -p logs
docker compose up -d # starts the API, PostgreSQL and Redis; runs the migrations
docker compose exec fonrex-api python import_assets.py --file data/etf.csv
Change POSTGRES_PASSWORD in .env before the first start as well. Then try it:
AUTH="X-API-KEY: $FONREX_API_KEY"
curl -H "$AUTH" "http://localhost:5000/fundamental?ticker=AIR.PA" # fundamentals, with their sources
curl -H "$AUTH" "http://localhost:5000/eod/AIR.PA?period=1y" # daily prices (fetched on first call)
curl -H "$AUTH" "http://localhost:5000/dcf/AIR.PA" # intrinsic value
curl -H "$AUTH" "http://localhost:5000/factors/exposure/AIR.PA?model=ff5" # Fama/French betas
The interactive API documentation is on https://fonrex.io/. To feed the whole
documentation to an LLM, use llms.txt.
What you get
| |
|---|
| 📈 Prices | Ten years of daily history by default, per listing; traded prices adjusted for splits and an adj_close adjusted for dividends; weekly and monthly bars; realtime ticks over WebSocket |
| 🧾 Fundamentals | Statements, highlights, earnings, analyst ratings, ESG scores, ETF details and holdings, insider transactions (SEC) |
| 💶 Valuation | FCF, EPS and dividend DCF models, model comparison, WACC × growth sensitivity matrix, cost of equity from the CAPM or the Fama/French factors |
| 🧮 Factors and rates | Kenneth French factor returns (US, Europe, developed markets), factor exposure of a listing, FRED and ECB rates, US Treasury yield curves (nominal and real, daily since 1990), ECB exchange rates, Eurostat indicators by country (inflation, unemployment, GDP growth, economic sentiment), CFTC Commitments of Traders (positioning of the speculators in the futures markets, weekly since 1986) |
| 📊 Technical analysis | Indicators computed on your stored prices, multi-indicator reads, a screener |
| 📰 News | Deduplicated articles from several sources, per ticker and as a global feed |
| 🛡️ Data quality | Range checks, cross-source consensus, a daily canary run and alerts on every provider |
Fundamentals (21 providers)
| Group | Providers |
|---|
| Europe | ZoneBourse, Boursorama, BourseDirect, Fortuneo, InvestirLesEchos |
| Global | Yahoo Finance, Google Finance, MSN, MorningStar, Investing.com |
| US | Barron's, WSJ, MarketWatch, Gurufocus |
| Specialised | JustETF (UCITS ETFs), SEC Edgar (insider transactions), OpenFIGI, index constituents, US Treasury (yield curves), CFTC (Commitments of Traders), ESEF (annual reports of European listed companies) |
GET /fundamental returns one document in a layout compatible with the EODHD fundamentals format,
so that tools written for that format can read it. Each figure is taken from Yahoo
(with the symbol verified for the listing, never the bare ticker), then from the stored
figures, then from the providers that publish the same quantity; the Sources section names
the source of every figure. Ratios are ratios: a 0.32 % dividend yield is 0.0032.
Fonrex is not affiliated with or endorsed by EODHD: the name only says which format the
document follows, and no request is sent to EODHD.
Technical Indicators (18 indicators)
Trend : SMA, EMA, WMA, DEMA, TEMA, VWAP
Momentum : RSI, MACD, Stochastic, CCI, ROC, MOM
Volatility: Bollinger Bands, ATR, Keltner Channels
Volume : OBV, A/D Line, MFI
Valuation and factors
GET /dcf/{ticker} values a company with the FCF model; POST /dcf/{ticker} chooses the
models (FCF, EPS, DDM), the horizon, the growth and the WACC inputs. Cash flows are discounted
with the risk-free rate of their currency. With wacc_params.cost_of_equity_model set to
ff3, ff5 or carhart, the cost of equity comes from the betas of the listing and the
long-run premia of the Fama/French factors of its region. GET /factors/exposure/{ticker}
gives those betas on their own, with their t-stats and the R².
News (7 providers)
Yahoo Finance, Google Finance, ZoneBourse, Boursorama, Investing.com, MarketWatch and MSN
Finance, deduplicated by URL and by title similarity.
여기까지가 README 앞부분입니다. 나머지는 원문에서 읽을 수 있습니다. README 전문 보기 ↗
