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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
• 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
• traces now 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
• omni-apps revenue-segmentation flows now point at Datastream-backed SEC routes instead of the prior MASSIVE/FMP path

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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
• 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
• nodes: disclosed and derived lineage nodes for the traced datapoint

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How it is derived

• trace IDs encode filing-derived payload 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

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First-party status

• first-party SEC-derived traceability
• current implementation is lazy hydration, not yet ingest-time precomputation or region-level highlighting

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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