Timber REITs Data for Investors & Quant Researchers

We rank for signal value, sample depth and licensing friction rather than feature breadth: the five datasets scored relevance 3 lead, the three scored relevance 2 follow as supply-side conditioning, ordered within tiers by the 0-10 quality score. The wider pool - the FTSE Nareit index series and the Nareit market-data hubs - sits in the timber-reits data hub.

The workflow splits into three layers. Price: Yahoo Finance's v8 chart JSON serves OHLCV plus adjusted close for WY back to the 1973 first trade date and for RYN to the 1997 spinoff era, while the Nasdaq pages add bid/ask and historical tables that accept arbitrary fromdate/todate windows - enough to run payout and event studies on both primary timberland names. Fundamentals: the SEC EDGAR companyfacts payload carries TimberAndTimberlands balances, depletion and revenue concepts per filer, so balance-sheet trends rebuild without parsing 10-K PDFs, and Yahoo's REIT dividend yield pairs with XBRL share counts for payout-durability screens. Conditioning: FAO's 2,457,869 annual production and trade rows (1961-2024) and the FIA DataMart's plot- and tree-level inventory act as exogenous supply variables for wood-products equities rather than trading signals themselves.

Survivorship is the shared trap: all four registrants in the fundamentals file are today's listed companies, so single-name panels start at listing - not at sector inception - unless you rebuild delisted history from dated filings.

SEC EDGAR companyfacts is the closest thing here: every fact repeats per filing that reports it, from roughly 2009 onward when XBRL tagging became mandatory, with accession number, fy, fp, form and filed date attached - deduplicate on (accn, start, end, val) and as-filed vintages survive restatements. Two caveats matter to a skeptical process. First, PotlatchDeltic's older filings sit under predecessor CIKs and need merging by ticker before the panel is continuous. Second, the price feeds restate: Yahoo's adjusted closes are recomputed retroactively each time a new dividend is declared, so log pull dates alongside any adjclose-based backtest.

Point-in-time integrity on the supply side is weaker by design: FAO publishes one annual release and FIA rolls estimates up to multi-year evaluation panels, so neither supports intra-quarter timing.

This slice runs deep on price history and shallow elsewhere. Yahoo's range=max serves roughly 13,000 WY sessions since 1973 and RYN history to the 1997 spinoff era; Nasdaq historical tables typically serve 10 years in the UI but accept arbitrary date windows; EDGAR fundamentals reach back to ~2009; FAO covers 1961-2024 across 285 areas; FIA observed inventory panels run from 1984 collections through the 2022-2024 cycles.