Market-data lake

lake.canonical_annual_financials dataset schema

Column types and research semantics for NexusTrade’s lake.canonical_annual_financials dataset. Read the supported schema before submitting a bounded SQL query.

Query name
lake.canonical_annual_financials
Grain
year
Columns
35

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

tickerVARCHAR
symbolVARCHAR
dateTIMESTAMP
nameVARCHAR
totalRevenueDOUBLE
netIncomeDOUBLE
ebitdaDOUBLE
grossProfitDOUBLE
freeCashFlowDOUBLE
totalAssetsDOUBLE
totalLiabDOUBLE
commonStockSharesOutstandingDOUBLE
shortTermDebtDOUBLE
longTermDebtDOUBLE
operatingIncomeDOUBLE
operatingCashFlowDOUBLE
capitalExpendituresDOUBLE
cikBIGINT
periodEndTIMESTAMP
filedTIMESTAMP
availabilitySourceVARCHAR
sourceVARCHAR
accessionVARCHAR
sourceFilingUrlVARCHAR
quarterlyFlowProvenanceVARCHAR
revenueDerivationVARCHAR
filedValueCorrectionsVARCHAR
filedPeriodCorrectionVARCHAR
sharesOutstandingBasisVARCHAR
sharesOutstandingAsOfTIMESTAMP
currencyVARCHAR
periodStartTIMESTAMP
taxonomyVARCHAR
fiscalYearBIGINT
fiscalPeriodVARCHAR

Current logical schema for lake.canonical_annual_financials

Coverage and timing

Point-in-time annual (10-K, 20-F, 40-F) statements from SEC filings, every revision kept. `date` is availability, not period end.

Same date semantics and same per-filing restatement behavior as `canonical_quarterly_financials`: `date` is availability, `periodEnd` is the fiscal year end, and the latest revision needs a `QUALIFY ROW_NUMBER() OVER (PARTITION BY ticker, periodEnd ORDER BY date DESC) = 1`. This is the ONLY statement source for foreign private issuers — 20-F filers file no 10-Q, so every ADR is annual-only here. The backtest engine reads this table beside the quarterly one. Coverage starts with SEC XBRL filings in 2009. Pre-2009 vendor history is not served.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

sql
SELECT "ticker", "symbol", "date"
FROM lake.canonical_annual_financials
LIMIT 20;