Market-data lake

lake.sec_quarterly_earnings dataset schema

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

Query name
lake.sec_quarterly_earnings
Grain
year
Columns
31

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
epsActualDOUBLE
epsEstimateDOUBLE
epsDifferenceDOUBLE
surprisePercentDOUBLE
periodEndTIMESTAMP
formVARCHAR
timingVARCHAR
sourceVARCHAR
extractionMethodVARCHAR
originalFileAcceptedBOOLEAN
confidenceDOUBLE
evidenceVARCHAR
statementAccessionVARCHAR
statementSourceFilingUrlVARCHAR
filedValueCorrectionsVARCHAR
rawDocumentManifestKeyVARCHAR
promptIdVARCHAR
promptVersionBIGINT
promptHashVARCHAR
schemaIdVARCHAR
schemaVersionBIGINT
schemaHashVARCHAR
extractedAtTIMESTAMP
cikBIGINT
accessionVARCHAR
rawArchiveKeyVARCHAR
rawSha256VARCHAR
sourceFilingUrlVARCHAR

Current logical schema for lake.sec_quarterly_earnings

Coverage and timing

SEC-sourced quarterly EPS: actual, estimate, difference, surprise percent.

SEC earnings / EPS rows. The natural key includes `accession`, so dedup before aggregating: `QUALIFY ROW_NUMBER() OVER (PARTITION BY ticker, cast(date as date) ORDER BY extractedAt DESC NULLS LAST, accession DESC) = 1`.

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.sec_quarterly_earnings
LIMIT 20;