Office REITs Data: T-Tracker Fundamentals, Ticker History and Building Stock · Head-to-head
Financial Modeling Prep (FMP) Developer API - REIT Financials vs Nasdaq Data Link (Quandl) - REIT Datasets
Which office reits data: t-tracker fundamentals, ticker history and building stock data fits your job: Financial Modeling Prep Developer API - REIT Financials, or Nasdaq Data Link - REIT Datasets. API, files, or your warehouse. Daily, weekly, or hourly.
Financial Modeling Prep (FMP) Developer API - REIT Financials
Nasdaq Data Link (Quandl) - REIT Datasets
Where the fields line up
No shared field names. These two answer different questions.
| Field | Financial Modeling Prep Developer API - REIT Financials | Nasdaq Data Link - REIT Datasets |
|---|---|---|
symbol | documented | not in this set |
date | documented | not in this set |
calendarYear | documented | not in this set |
period | documented | not in this set |
revenue | documented | not in this set |
netIncome | documented | not in this set |
grossProfit | documented | not in this set |
totalAssets | documented | not in this set |
totalLiabilities | documented | not in this set |
totalEquity | documented | not in this set |
operatingCashFlow | documented | not in this set |
freeCashFlow | documented | not in this set |
Coverage, side by side
| Financial Modeling Prep Developer API - REIT Financials | Nasdaq Data Link - REIT Datasets | |
|---|---|---|
| Geographic | Global listings, US exchanges best covered; every US-listed office and diversified REIT reachable | Global, weighted toward US-listed securities and US economic series |
| Temporal | Quarterly and annual statements over multi-year windows; one-minute through daily price intervals | Per product - equity price histories back decades, economic series vary |
| Granularity | One record per symbol per period (fundamentals); one per symbol per interval (prices) | Per-security time series and row-level tabular products |
What each contains
They tie on 2 attributes. Pick by fit, not by loyalty.
| Financial Modeling Prep Developer API - REIT Financials | Nasdaq Data Link - REIT Datasets | |
|---|---|---|
| Publisher | Financial Modeling Prep | Nasdaq Data Link |
| Species | — | Multi-publisher marketplace descended from Quandl; REIT-tagged subset of hundreds of products |
| Object described by its dictionary | Companies - statements, ratios, valuation, classification | Catalog products - code, name, publisher, packaging flag, description, frequency |
| Field dictionary | 8 grouped entries per symbol and period, definitions inferred from documentation prose | 6 documented catalog fields, following platform conventions |
| Signature capability | Model-implied intrinsic value per symbol, standard and custom | Product-code addressing (EOD, SF1) across a many-publisher catalog |
| Geographic coverage | Global listings, US exchanges best covered; every US-listed office and diversified REIT reachable | Global, weighted toward US-listed securities and US economic series |
| Temporal coverage | Quarterly and annual statements over multi-year windows; one-minute through daily price intervals | Per product - equity price histories back decades, economic series vary |
| Granularity | One record per symbol per period (fundamentals); one per symbol per interval (prices) | Per-security time series and row-level tabular products |
| Row schema | Fixed across the platform | Defined per answering product |
| Native REIT measures | None - FFO/AFFO derive from cash-flow and depreciation lines | None documented - REIT product codes pending first-contact confirmation |
| Published sample rows in catalog | None | None |
| Best for | Deep per-ticker fundamentals, valuation and screening on named office REITs | Market-scale discovery, long price histories and macro context around REITs |
What each does better
Financial Modeling Prep Developer API - REIT Financials
Statement-level depth per ticker. Income-statement, balance-sheet-statement and cash-flow-statement families ship with as-reported, trailing-twelve-month and growth variants, joined by key-metrics and ratios lines with TTM twins. One record per symbol per period turns BXP into a modeled time series rather than a quote.
One honest gap: FFO and AFFO are not native fields. They derive cleanly from cash-flow and depreciation lines, but the derivation is yours - see FFO.
Nasdaq Data Link - REIT Datasets
Macro context beside the tickers. Because the catalog carries economic and alternative series, the rate environment that reprices every office lease can ride alongside the REIT fundamentals it moves - one search away rather than one more vendor relationship.
The shelf itself is analyzable. Six documented catalog fields - code, name, publisher, packaging flag, description, frequency - make the inventory a dataset in its own right: count products by publisher, chart cadence by category, diff the catalog between quarters.
The frame to accept: REIT-specific product codes could not be confirmed from the rendered catalog during the August 2026 review, so the REIT subset remains to be enumerated on first contact.
Where they're equivalent
On the rubric, dead level: 7/10 each, just under the 7.81 catalog mean, both URL-verified on August 21, 2026. On honesty, also level - both dictionaries are marked inferred. FMP's names follow documentation prose because no payload was observed end to end during research; Nasdaq Data Link's follow the platform's documented conventions because no published REIT-specific data dictionary exists.
Neither record ships sample rows in our catalog, which is precisely why the sample request comes before any commitment here. Neither curates a REIT roster natively: both reach BXP, VNO and KRC as series keyed on a ticker, leaving curation to specialists - REITNotes profiles 41 office-sector names with native FFO rows through Q2 2026. Both cover globally with a US-listing tilt. And neither answers a question about a single building - these are securities-layer instruments, not property ledgers.
The verdict
Verdict: sample both, pick by fit - they are a microscope and a map pointed at the same sector.
Accept its frame: no native FFO, no REIT-specific surface, nothing outside listed equities.
Accept its frame: a small, partly unverified REIT subset inside a vast general catalog.
Sample both, pick by fit. See Financial Modeling Prep Developer API - REIT Financials · See Nasdaq Data Link - REIT Datasets
Or take both in one feed
Yes - they stack into one office-REIT picture that neither completes alone. Profile the names on the FMP side: statements, ratios, valuations and dividend calendars per ticker, screened down to the office set by classification.
Three alignments decide whether the merge holds. Identity resolves cleanly - both key on the ticker - but period semantics differ, fiscal-quarter statements against session-dated series, so the join runs through a normalized period stamp. Shape differs structurally: one fixed schema against product-defined layouts, needing a small translation layer per product. Units need harmonizing before ratios meet returns. We handle all three in the merge, delivered daily, weekly, or hourly - your call. Or take both in one feed.
API, files, or your warehouse. Daily, weekly, or hourly.
Fair questions
Is Financial Modeling Prep better than Nasdaq Data Link for office REITs?
Better at different jobs. FMP owns per-ticker depth: standardized income, balance-sheet and cash-flow statements with TTM and growth variants, key metrics and ratios, model-implied valuations, dividend calendars and screens reaching every US-listed office REIT. Both score 7/10. Sample both, pick by fit.
Do the two datasets cover the same ground?
Only at the role level. Both identify entities, stamp periods, classify and describe - but FMP's eight dictionary entries describe companies while Nasdaq Data Link's six describe the catalog products that would carry those companies. One renders BXP's balance sheet; the other renders the shelf of datasets BXP might be found on. A catalog about catalogs against a ledger about firms.
Which dataset covers more office REITs?
FMP, measurably: its screens isolate every US-listed office and diversified REIT by classification, so BXP, VNO and KRC plus peers arrive as first-class series. Nasdaq Data Link's REIT-tagged subset is a small fraction of hundreds of products, and its specific REIT codes could not be confirmed from the rendered catalog during the August 2026 review. For curated rosters with native FFO, see REITNotes.
Which dataset should a quant team sample first?
Start with FMP to build the book: statements, ratios and valuations per ticker, screened down to the office set, give the model its spine. Both arrive typed and join-ready on the ticker, delivered on the cadence the backtest requires.
Can Datadory deliver both datasets together?
Yes - alone or merged onto one office-REIT ticker list, delivered daily, weekly, or hourly, your call. The merge work is ours: normalizing fiscal-quarter statements against session-dated series, translating a fixed schema onto product-defined layouts, harmonizing units before ratios meet returns. Each side arrives with sample rows for inspection before anything ships. Or take both in one feed.