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SEC EDGAR - filings & fundamentals

Public domain (17 U.S.C. § 105) · XBRL company facts

Structured fundamentals parsed directly from SEC EDGAR's own XBRL company-facts filings across 21 tracked concepts (revenue, net income, assets, liabilities, equity, EPS, operating cash flow, and more), point-in-time reconstructed - a query for any historical date returns only what was actually filed and knowable as of that date.

Why point-in-time matters

A naive database overwrites a company's own historical figures the moment a restatement is filed. This project's own storage is append-only - the original filed value is preserved, and a restatement arrives as a new row, not an overwrite. Backtesting against current-day (restated) fundamentals as if they were known on a historical date is a real source of look-ahead bias this design avoids by construction.

Query it

curl -H "X-API-Key: <your-key>" \
  https://finance.ordinexdata.com/companies/AAPL/fundamentals

Full validation methodology: FACTOR_VALIDATION_METHODOLOGY.md.

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