Documentation Index

Fetch the complete documentation index at: https://docs.secapi.ai/llms.txt

Use this file to discover all available pages before exploring further.

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Methodology Registry

This page describes the current derivation, source posture, and capability states for the major v3 surfaces that changed the public contract.

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Market schedule

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What the values mean

• market: exchange MIC or OMNI market code such as XNYS or XNAS
• sessionStatus: the current implementation returns open or closed; the public schema reserves early_close for future explicit shortened-session support
• opensAt and closesAt: local-session timestamps for open sessions
• holidayName: configured exchange holiday when the day is closed for a known holiday
• coverage: configured_holidays or weekend_only
• confidence: confirmed or tentative
• statusNote: explicit warning when OMNI only has weekend coverage and has not yet configured local holidays

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How it is derived

• XNYS and XNAS are built from public exchange trading-hours calendars plus explicit holiday maps checked into Datastream
• XLON, XTKS, XHKG, XTAE, and XSAU currently use documented public hours plus weekend closures only
• the inventory artifacts are exported from those checked-in market definitions, not fetched from a separate sync system at read time

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First-party status

• first-party public-source utility, but only XNYS and XNAS are fully holiday-configured today
• the other covered exchanges remain partial and intentionally return weekend_only plus tentative when OMNI cannot confirm holiday status

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How it works in OMNI

• Datastream serves /v1/market/calendar
• omni-apps can rely on the coverage, confidence, and statusNote fields instead of assuming every market is fully holiday-aware

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Indices and constituents

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What the values mean

• status field: supported or inventory_only
• rightsStatus: public_source_documented, public_source_review_required, or licensed_index_not_supported
• legalShareability: public_source_table, public_source_review_required, or license_required
• constituentCount: current known roster size when OMNI has a usable source
• positionRank: roster order when weights are unavailable
• weightBps and weightMethod: explicit when published, otherwise null and unpublished

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How it is derived

• NDX comes from Nasdaq’s public company roster and is the only rights-safe public constituent surface today
• SPX, DJIA, RUT, UKX, and SX5E are tracked in the source inventory with explicit rights posture
• internal company-mapping audit artifacts currently use:
  • Nasdaq public roster for NDX
  • Wikipedia constituent tables for SPX and DJIA
  • iShares IWM holdings as an internal Russell 2000 proxy corpus for mapping QA

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First-party status

• NDX public constituent export is first-party and documented
• SPX, DJIA, and RUT are not publicly exposed as constituent APIs today
• internal mapping QA is intentionally decoupled from public shareability

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How it works in OMNI

• Datastream serves /v1/market/indices and /v1/market/indices/constituents
• the current company-mapping audit artifact lives at ops/company-mapping-audit/latest.json
• FIGI-family lookup inputs are accepted in /v1/entities/resolve, and the audit surface now covers SPX, NDX, DJIA, and RUT; canonical-store completeness should still be read from the current audit artifact rather than assumed

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Segmented revenues

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What the values mean

• segmentAxis, segmentMember, segmentLabel: XBRL dimension identity and human-readable label
• segmentType: geographic, product, or other
• hierarchyDepth: inferred depth in the segment hierarchy (1 = top-level, 2 = regional sub-segment, 3 = sub-regional)
• isMostGranularSibling: whether this is a leaf-level segment suitable for analysis (filters out parent containers like “International” or “Total”)
• capability: supported or not_disclosed
• trace: lightweight filing-derived trace reference for later hydration

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How it is derived

• OMNI scans issuer filing history, finds the XBRL instance for 10-K and 10-Q filings, and extracts segment facts from the disclosed XBRL contexts and members
• geographic segment depth is inferred from member names: common regional acronyms (EMEA, APAC, LACC, Americas) and descriptive names (Developed Europe, Emerging Markets, Asia Pacific) are classified at depth 2; sub-regional breakdowns (Western Europe, Southeast Asia) are depth 3
• parent containers (International, Total, All Other, Rest of World) are excluded from granular analysis via the isMostGranularSibling flag, while qualified names like “Developed Rest of World” are preserved as leaf segments
• standalone geographic members at lower depths (e.g., “United States” at depth 1 alongside depth-2 sub-segments) are treated as leaves when they are not parent containers
• traces hydrate to filing-page anchors through /v1/traces and /v1/traces/{trace_id}

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First-party status

• first-party SEC-derived surface
• page anchors are now materialized lazily during trace hydration rather than precomputed at ingest time

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How it works in OMNI

• Datastream serves /v1/statements/segmented-revenues with segment_type, period, limit, and submission_file_limit query parameters
• omni-apps revenue-segmentation flows now point at Datastream-backed SEC routes instead of the prior MASSIVE/FMP path
• the agent harness pre-fetches geographic segments before the first LLM reasoning step and post-processes results with year-over-year comparisons when the question involves revenue change analysis

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Common equity derivation

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What the values mean

• commonEquity: total stockholders’ equity minus preferred stock and noncontrolling interests — the equity available to common shareholders
• used as the numerator for book value per share and related per-share calculations

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How it is derived

• Datastream first checks for CommonStockholdersEquity in the SEC filing’s balance sheet statement rows (the most reliable source)
• if not available at the statement level, it checks the supplemental XBRL fact series using COMMON_EQUITY_CONCEPT_TAGS (CommonStockholdersEquity, then StockholdersEquity as fallback)
• when the supplemental value equals total equity (indicating the StockholdersEquity fallback was used, which includes preferred stock for banks), Datastream deducts PreferredStockValue to derive common equity
• preferred stock is resolved from PREFERRED_STOCK_CONCEPT_TAGS (PreferredStockValue, PreferredStockLiquidationPreference, PreferredStockCarryingAmount)

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First-party status

• first-party SEC-derived calculation
• critical for financial institutions like JPMorgan where StockholdersEquity includes ~$26B in preferred stock

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How it works in OMNI

• Datastream serves the derived commonEquity field in /v1/companies/financials balance sheet records
• omni-apps financial calculations engine uses commonEquity (when available) instead of totalEquity for book value per share

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M&A events

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What the values mean

• eventType: merger, acquisition, tender_offer, or divestiture
• status field: announced, pending, shareholder_vote, completed, or terminated
• considerationType: cash, stock, mixed, or unspecified
• capability: explicit quality state for the extracted record

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How it is derived

• OMNI classifies 8-K, S-4, F-4, 425, M14A, and tender-offer filing text plus selected exhibits
• the current implementation is heuristic and filing-text driven, not a fully persisted event graph yet

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First-party status

• first-party SEC-derived surface
• suitable for announced public-company deal intelligence, but still needs broader corpus proof before launch copy can overstate completeness

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How it works in OMNI

• Datastream serves /v1/events/ma
• downstream product usage is still early; the endpoint exists before the omni-apps UX is fully wired

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Earnings materials

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What the values mean

• sourceScope: always sec_furnished
• coverage: release_only, prepared_remarks, transcript_text, or unusable
• capability: explicit quality state for the extracted material
• contentMd: normalized markdown when usable content exists

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How it is derived

• OMNI scans 8-K and 8-K/A filings for Item 2.02 and related exhibits
• the extraction classifies whether the issuer furnished only a release, prepared remarks, fuller transcript-like text, or unusable material

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First-party status

• first-party SEC-derived surface
• OMNI does not yet claim full earnings-transcript coverage outside SEC-furnished materials

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How it works in OMNI

• Datastream serves /v1/earnings/transcripts
• omni-apps now has Datastream-backed earnings-material client paths, but broader transcript parity remains deferred

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Enforcement actions

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What the values mean

• sourceType: litigation_release or administrative_proceeding
• releaseNumber: SEC release identifier from the official feed, such as LR-26502 or 34-104994
• capability: supported when Datastream can enrich a release beyond feed metadata, otherwise degraded
• documentUrl: canonical SEC release or PDF link

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How it is derived

• OMNI reads the official SEC RSS feeds for litigation releases and administrative proceedings
• litigation releases are enriched from the linked SEC detail page when available
• administrative proceedings currently rely on SEC RSS metadata plus the published PDF link rather than PDF body extraction

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First-party status

• first-party SEC-derived release surface
• this is an official SEC enforcement feed wrapper, not an EDGAR filing parser and not a third-party alert vendor dependency

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How it works in OMNI

• Datastream serves /v1/events/enforcement
• each enforcement action now carries a shared trace reference, and /v1/traces can hydrate that reference back to the SEC release document plus any attached source-ingest lineage
• omni-apps does not currently expose a dedicated enforcement UI, but the Datastream surface is now live as a direct contract for future alert and investigation flows

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Filing traceability

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What the values mean

• status field: supported when OMNI can materialize a filing page, otherwise degraded
• viewerUrl: SEC inline viewer URL for the filing document
• page: resolved filing page when available
• region: optional HTML-first anchor metadata when OMNI can prove either the exact inline XBRL fact region or the exact rendered filing-section text range on a supported filing document
• nodes: disclosed and derived lineage nodes for the traced datapoint

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How it is derived

• trace IDs now encode either filing-derived payload metadata or supported non-filing source-record metadata
• Datastream resolves the filing document, inspects SEC inline XBRL HTML, matches the fact against its context and nearby text, then maps that hit to the nearest filing page footer
• when the inline fact or supported section-excerpt match is strong enough, Datastream preserves a region-level HTML text range alongside the filing trace instead of collapsing everything to page-only metadata

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First-party status

• first-party SEC-derived traceability
• current implementation is lazy hydration, not yet ingest-time precomputation
• region support is HTML / SEC inline-viewer first and falls back explicitly to page-only or degraded when region proof is unavailable
• non-filing trace support is currently live for SEC enforcement source documents; broader prices, analyst targets, and mixed-source derived traces remain deferred

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How it works in OMNI

• Datastream serves /v1/traces and /v1/traces/{trace_id}
• omni-apps SEC workflows now hydrate traces and open filing pages directly from the SEC tab

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Share float

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What the values mean

• capability: supported, degraded, not_disclosed, or unavailable
• sourceMode: company_facts when SEC company facts expose public float, shares_outstanding_proxy when only shares outstanding are available, not_disclosed when the latest covered filing exists but the facts are absent, and unavailable when there is no recent covered filing
• publicFloatUsd: disclosed public-float dollar value from SEC company facts when available
• sharesOutstanding: latest disclosed shares-outstanding fact from SEC company facts
• xbrlData: raw tag-to-value map for the disclosed facts used in the response
• facts: normalized fact excerpts with taxonomy, tag, unit, period end, filing date, and form

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How it is derived

• first preference: dei:EntityPublicFloat
• shares-outstanding fallback: dei:EntityCommonStockSharesOutstanding and us-gaap:CommonStockSharesOutstanding
• current-filing posture comes from the latest covered 10-Q or 10-K
• Datastream marks the response degraded when only shares outstanding are available because the SEC company-facts surface often does not expose true float shares directly

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First-party status

• first-party wrapper over SEC company facts and the latest filing substrate
• honest degraded-state semantics are part of the contract; OMNI does not pretend shares outstanding are the same thing as true float shares

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How it works in OMNI

• Datastream serves /v1/statements/share-float
• omni-apps, agent-backend, and Merlin can cut over from legacy float helpers to this wrapper without re-implementing fact-tag precedence

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Board composition

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What the values mean

• capability: supported, degraded, or unavailable
• committeeCoverage: complete, partial, or none
• directors[*].nominationStatus: whether the latest proxy table presents the director as a nominee, continuing, departing, or unknown
• directors[*].independence: independent, non_independent, or unknown based on explicit proxy markers
• directors[*].committees and chairCommittees: canonical committee labels extracted from the latest stable proxy table shape

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How it is derived

• Datastream resolves the issuer, searches recent DEF 14A filings, and scans the latest parsable definitive proxy for a stable board-composition table
• the parser prefers tables with director-roster, committee-membership, independence, and tenure signals and rejects compensation-style tables
• the response explicitly degrades when Datastream can parse the board roster but committee coverage is incomplete in the latest stable table shape

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First-party status

• first-party SEC-derived surface built directly on the definitive proxy substrate
• OMNI is intentionally conservative here: if the filing does not expose a stable board table, the response degrades or returns unavailable instead of fabricating governance structure

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How it works in OMNI

• Datastream serves /v1/board
• omni-apps can replace the legacy /api/sec/board/{ticker} compatibility surface with this latest-proxy board roster

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N-PORT holdings

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What the values mean

• capability: supported, degraded, or unavailable
• holdings[*].balance: reported position amount from the filing
• holdings[*].balanceUnit: explicit SEC filing unit such as Shares or Principal amount
• holdings[*].valueUsd: reported U.S. dollar value from the filing
• holdings[*].pctNetAssets: reported percentage of fund net assets for the holding
• assetType, issuerType, country, and currency: normalized values lifted from the transformed N-PORT filing sections

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How it is derived

• Datastream resolves the fund, searches recent NPORT-P and NPORT-EX filings, and parses the latest transformed SEC filing output that yields a stable holdings roster
• the parser extracts repeated Item C.1 holding blocks and normalizes issuer, identifier, amount, value, asset-type, issuer-type, country, and currency fields
• the response explicitly degrades when Datastream finds holdings but one or more rows are missing stable title or value fields in the transformed filing output

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First-party status

• first-party SEC-derived holdings surface over the published N-PORT filing output
• OMNI keeps the contract honest by preserving balance units instead of pretending every reported amount is a share count

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How it works in OMNI

• Datastream serves /v1/funds/nport/holdings
• omni-apps, agent-backend, and Merlin can now replace the prior blocked N-PORT holdings path with a direct Datastream surface

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Historical institutional ownership extract

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What the values mean

• year and quarter: requested quarter reference for the historical extract
• reportDate: quarter-end date used to resolve the 13F cohort
• comparisonCoverage: with_prior_quarter_delta when Datastream can also resolve the immediately preceding parsable 13F, otherwise current_only
• statusNote: explicit explanation when the current quarter is available but prior-quarter deltas could not be populated from the current SEC-backed search window
• holdings: normalized 13F rows with issuer mapping, value, shares, weightBps, positionRank, and change fields

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How it is derived

• Datastream resolves the requested manager CIK, computes the target quarter-end reportDate, and searches the SEC-native 13F family with elevated submissions-file depth rather than the shallow recent-only path
• the current quarter is parsed from the matching 13F information table exhibit
• when available, the immediately prior parsable quarter is loaded as well so changeStatus, previous*, and delta* fields can be computed on the normalized holdings

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First-party status

• first-party SEC-derived surface over the existing 13F family
• explicit current_only semantics are part of the contract so OMNI does not fabricate quarter-over-quarter deltas when the prior parsable quarter is absent

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How it works in OMNI

• Datastream serves /v1/owners/institutional/extract
• omni-apps and Merlin can use this as the direct Datastream replacement for the historical institutional ownership extract path without depending on FMP

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Risk-category labeling

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What the values mean

• capability: supported, degraded, or unavailable
• categoryCount: number of stable risk categories that matched the current deterministic taxonomy
• categories[*].key: normalized theme key such as cybersecurity_privacy or regulatory_legal
• confidence: deterministic confidence derived from keyword density and supporting-signal breadth
• signals: matched keywords that explain why the category fired
• snippets: supporting Item 1A excerpts for the assigned category

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How it is derived

• Datastream extracts the latest covered Item 1A risk-factor section using the same section substrate that powers /v1/filings/latest/sections/item_1a
• the classifier then assigns deterministic categories based on a transparent keyword taxonomy over the extracted Item 1A prose
• the response degrades explicitly when extraction succeeds but too few stable categories match the taxonomy

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First-party status

• first-party SEC-derived wrapper over the Item 1A section substrate
• this is intentionally deterministic and transparent; OMNI is not using a hidden model or undisclosed category taxonomy here

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How it works in OMNI

• Datastream serves /v1/filings/latest/risk-categories
• omni-apps and agent-backend can now replace the prior MASSIVE risk-category workflow with a native Datastream surface

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Volatility score

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What the values mean

• score: 0-100 aggregate score
• band: low, moderate, elevated, or high
• confidence: high, medium, or low
• factors: weighted factor breakdown with explanations
• freshness: explicit freshness state and degradation reason

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How it is derived

• recent disclosure intensity from high-signal filings
• insider imbalance from recent Forms 4 and 5
• risk-factor intensity from Item 1A extraction
• filing recency as a proxy for how current the disclosure set is

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First-party status

• first-party derived utility built from first-party SEC inputs
• methodology versioning and degraded reasons are part of the public response

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How it works in OMNI

• Datastream serves /v1/signals/volatility
• omni-apps can treat it as a derived, provenance-first signal rather than a raw market feed

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Sentiment score

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Current posture

• there is no /v1/signals/sentiment endpoint in the 3.0 public surface today
• OMNI intentionally keeps sentiment behind a methodology gate until backtests, stale-input handling, and public explanations meet the launch bar

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Where to look

• docs posture: apps/docs/content/sentiment-gate.md
• ops artifact: ops/sentiment-gate/latest.json