Use cases & endpoints
Point-in-time fundamentals API — as-reported financials
A fundamentals database that stores one value per metric per period is answering the wrong question. Companies restate, auditors force adjustments, and accounting standards change — so the earnings figure for a quarter five years ago may have three different values depending on when you asked.
A point-in-time fundamentals layer keeps all of them. Each value carries the filing that produced it and the date that filing was made public, which turns an ambiguous question into a precise one: not what were earnings in that quarter, but what were earnings believed to be on this date. The second question is the only one a backtest can legitimately ask.
Hindcast builds fundamentals this way from the filings themselves rather than from a vendor snapshot. Restatements arrive as additional observations against the original, and any query with an as-of date resolves to the value that was current then.
hindcast — session
previewhindcast> earnings per share for a past quarter, as first reported
→ tool: fundamentals { ticker:"...", metric:"eps", period:"...", as_of:"..." }
✓ the originally filed value with its filing date
source: SEC filing that first reported the figure
What's covered
- Original filed values retained separately from restatements
- Filing date and period end stored on every observation
- As-of queries resolve to the value current on that date
- Revision chains queryable — see how a metric was restated over time
- Values traced to the filing and accession number that produced them
- Standardized concepts mapped across taxonomy versions
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Questions
Isn't the restated number the more accurate one?
For understanding the business, often yes. For evaluating a decision made in the past, no — the market priced the original figure, and a model that trades on numbers published later is measuring foresight it did not have.
How far back does the revision history go?
As far as the filings do. The history is reconstructed from the source documents rather than from a vendor's current snapshot, which is what makes older vintages recoverable at all.
Related
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