Filing-Revision Versioning

Install and import

bash

npm install fintech-algorithms

import { calculate } from "fintech-algorithms/corporate-actions-and-security-master-data/point-in-time-universe/filing-revision-versioning";

Signature

calculate(data)

Worked example

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input

data

{
  "entityId": "CIK0000033619",
  "reportPeriod": "2017-09-29",
  "formFamily": "10-K",
  "asOf": "2018-02-01T00:00:00Z",
  "records": [
    {
      "entityId": "CIK0000033619",
      "reportPeriod": "2017-09-29",
      "form": "10-K",
      "accessionNo": "0001564590-17-024189",
      "amendmentNumber": 0,
      "acceptedAt": "2017-11-21T16:32:41Z",
      "ingestedAt": "2017-11-21T16:40:00Z",
      "amendmentScope": ["Original annual filing"],
      "facts": {
        "basicEpsUsdPerShare": 3.94,
        "netEarningsUsdMillions": 117.387
      }
    },
    {
      "entityId": "CIK0000033619",
      "reportPeriod": "2017-09-29",
      "form": "10-K/A",
      "accessionNo": "0001564590-18-007244",
      "amendmentNumber": 1,
      "acceptedAt": "2018-03-30T14:43:54Z",
      "ingestedAt": "2018-03-30T15:00:00Z",
      "amendmentScope": ["Item 6", "Item 7", "Item 8", "Item 9A", "Item 15"],
      "facts": {
        "basicEpsUsdPerShare": 3.75,
        "netEarningsUsdMillions": 111.554
      }
    }
  ]
}

Call

calculate(data)

Returns

object with 13 fields: entityId, reportPeriod, asOf, selectionBasis, accessionNo, form, amendmentNumber, acceptedAt, …

{
  "entityId": "CIK0000033619",
  "reportPeriod": "2017-09-29",
  "asOf": "2018-02-01T00:00:00Z",
  "selectionBasis": "latest accepted filing among locally ingested versions",
  "accessionNo": "0001564590-17-024189",
  "form": "10-K",
  "amendmentNumber": 0,
  "acceptedAt": "2017-11-21T16:32:41Z",
  "ingestedAt": "2017-11-21T16:40:00Z",
  "amendmentScope": ["Original annual filing"],
  "facts": {
    "basicEpsUsdPerShare": 3.94,
    "netEarningsUsdMillions": 117.387
  },
  "eligibleAccessions": ["0001564590-17-024189"],
  "excludedNotYetIngested": ["0001564590-18-007244"]
}

Diagrams

Filing-Revision Versioning — article hero

Filing-Revision Versioning — failure guard

Filing-Revision Versioning — worked example

Calculation flow

Causal filing-version query

flowchart LR
    A["Immutable filing versions"] --> B["Validate identity and timestamps"]
    B --> C{"ingestedAt <= asOf?"}
    C -->|No| D["Exclude and report"]
    C -->|Yes| E["Order by acceptedAt, amendment, accession"]
    E --> F["Return selected version and audit trace"]

Filing-version lifecycle

stateDiagram-v2
    [*] --> Submitted
    Submitted --> Accepted: EDGAR accepts
    Accepted --> Ingested: local system acquires
    Ingested --> Validated: parser and checks complete
    Validated --> Eligible: cutoff reaches policy timestamp
    Accepted --> Excluded: cutoff before local ingestion
    Eligible --> Superseded: later eligible amendment
    Superseded --> [*]

How it works

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References

Esterline fiscal-2017 original Form 10-K filing index
Esterline fiscal-2017 Form 10-K/A filing index
Esterline fiscal-2017 Form 10-K/A
SEC Webmaster Frequently Asked Questions
Accessing EDGAR Data
EDGAR glossary