I don't know if the support staff at WL has the power to add additional data to Fidelity Fundamental Data for Securities but I will ask anyway. Is it possible to add a new fundamental data for "capital expenditures"?

So what is capital expenditure? Capital expenditure is not equal to "property plant and equipment" (as shown in the Balance Sheet Statement), which is already a Fidelity Fundamental Data. Instead, capital expenditure is under the Cash Flow Statement and is the sum of "Payments for acquisition of property, plant and equipment" and "Payments for acquisition of intangible assets ". See APPL's financial statement for example: http://investor.apple.com/secfiling.cfm?filingid=1193125-13-413498&cik=320193

No power for that. As a customer, please call Active Trader support and make that request.

Aside, the YCharts Provider may have that info (look for it in Extensions).

I confirm that YCharts have capex as "[yc] capex" available to paid subscribers only.

Also, Morningstar seems to have "[ms] Cap Ex as a % of Sales". This data is free. Part of MS123 Extra Fundamental/News Providers extension.

The Morningstar data is rather messy since it's as % of sales. Also, it shows only annual data and no quarterly data.

I have called Fidelity to request this data.