Valuein — SEC EDGAR Fundamentals & Smart-Money Data

Screen Universe by Factor Scores

screen_universe

Read-onlyIdempotent

Rank companies by cross-sectional factor scores from factor_scores.parquet. Returns the underlying factors (roe, gross_margin, operating_margin, net_profit_margin, revenue_growth_yoy, fcf_to_assets, debt_to_equity, asset_turnover, current_ratio, piotroski_f_score) plus their percentile ranks (1.0 = best in universe, 0.0 = worst). composite_rank (the default sort) is a one-number multi-factor shortcut; sort by a specific *_rank column for a single factor. Two modes: full-universe (omit ticker) or single-entity (ticker set — spot-check ONE company's factor profile). Sector filter is SIC-derived (GICS-aligned, not licensed GICS — see get_pit_universe). Use this instead of get_financial_ratios when you want CROSS-SECTIONAL comparison (rank vs peers); use get_financial_ratios when you want one company's ratios over time. Supports survivorship-free POINT-IN-TIME screening via as_of_date (see the param). Full-universe screens omit rows that don't join to a company (null symbol); pass exclude_outliers=true to also drop shell-company rows with implausible factors. Available on every plan — sample returns the subset covered by the sample bucket.

Input Schema

TableJSON Schema

Name	Required	Description	Default
`limit`	No	Number of results to return (1-100). Defaults to 25.
`offset`	No	Zero-based row offset for paging within the requested `limit` window. At most 250 rows are inlined per call; if the response carries a `truncation` envelope, pass its `next_offset` here. Defaults to 0.
`sector`	No	Filter to a specific sector (case-insensitive partial match). E.g. 'Technology', 'Healthcare'.
`ticker`	No	If provided, show only this ticker's factor scores (single-entity mode). Omit to screen the full universe.
`sort_by`	No	Which factor rank to sort by (see the enum). Defaults to composite_rank. An unrecognized column is rejected with INVALID_ARGUMENT (no silent fallback).	composite_rank
`as_of_date`	No	Point-in-time cutoff (YYYY-MM-DD). When set, the screen is reconstructed as of this date via factor_scores.accepted_at — each entity ranked at its latest-knowable period, zero look-ahead, survivorship-free. Omit for the latest snapshot.
`exclude_outliers`	No	Optional data-quality guard (default false). When true, additionally drops rows with implausible raw factor values (non-finite, or e.g. asset_turnover > 50x, \|FCF/assets\| > 10) from shell companies with near-zero denominators. Rows that do not join to a company (null symbol) are ALWAYS omitted in full-universe mode, regardless of this flag.

Output Schema

TableJSON Schema

Name	Required	Description
`data`	Yes	Ranked factor-score rows for the screened universe
`note`	No
`plan`	Yes	Caller's data plan used to scope the screen
`_meta`	Yes	Provenance envelope — data lineage for every MCP response
`ticker`	No	Present only when a single-ticker lookup was requested
`lineage`	No	Provenance for pipeline-derived values (ratio.parquet / factor_scores.parquet): source table + pipeline computed_at, plus a pointer to the tools that return filing-level lineage. NOT point-in-time (recomputed on each pipeline run).
`sort_by`	Yes
`pit_safe`	No	Present (and true) only when as_of_date was supplied — the screen was filtered by factor_scores.accepted_at with zero look-ahead
`as_of_date`	No	Present only when a point-in-time as_of_date was supplied
`truncation`	No	Present only when the inline-row cap withheld rows. Page with `next_offset` (keep the same `limit`) or pull the full set via get_compute_ready_stream.
`sector_filter`	No	Present only when a sector filter was applied
`results_returned`	Yes

Schema Changelog

Changes observed during successful MCP inspections.

Changed1 schema field changedSep 18, 2026

changedOutput schema / properties / _meta / properties / fundamentals_as_of / description

Previous value: -"ISO timestamp when the FINANCIAL STATEMENTS were last rebuilt. Use THIS — not `last_updated` — when telling a user how current the fundamentals are. The snapshot is republished on every weekday price refresh while the statements are carried forward unchanged, so `last_updated` can be far more recent than the numbers it sits next to."New value: +"ISO timestamp when the FINANCIAL STATEMENTS were last rebuilt in bulk. Use THIS — not `last_updated` — when telling a user how current the cross-sectional fundamentals are. The snapshot is republished on every weekday price refresh while the statements are carried forward unchanged, so `last_updated` can be far more recent than the numbers it sits next to. It is a floor for a single filer, not a ceiling: a filer with a live partition receives its filing, facts and ratios intraday (minutes after EDGAR dissemination), so an entity-scoped read may carry a filing newer than this; cross-sectional ranks (factor scores, earnings signals) refresh with the weekly bulk export."

Changed1 schema field changedSep 11, 2026
- changedInput schema / properties / ticker / pattern
```
Previous value: -"^[A-Za-z.\\-]+$"New value: +"^[A-Za-z0-9.\\-]+$"
```

Changed2 schema fields changedJul 25, 2026

addedOutput schema / properties / _meta / properties / fundamentals_as_of

Added value: +{
+  "description": "ISO timestamp when the FINANCIAL STATEMENTS were last rebuilt. Use THIS — not `last_updated` — when telling a user how current the fundamentals are. The snapshot is republished on every weekday price refresh while the statements are carried forward unchanged, so `last_updated` can be far more recent than the numbers it sits next to.",
+  "type": "string"
+}

addedOutput schema / properties / _meta / properties / price_as_of

Added value: +{
+  "description": "ISO timestamp when the price surfaces were last refreshed.",
+  "type": "string"
+}

Changed2 schema fields changedJul 7, 2026

addedOutput schema / properties / _meta / properties / cost_usd

Added value: +{
+  "additionalProperties": false,
+  "description": "Per-call cost transparency. Omitted for subscription-only tools that have no PAYG-equivalent price.",
+  "properties": {
+    "amount_usd": {
+      "minimum": 0,
+      "type": "number"
+    },
+    "basis": {
+      "description": "payg_charge = real agent-pay charge. payg_rate_card = indicative price, not billed.",
+      "enum": [
+        "payg_charge",
+        "payg_rate_card"
+      ],
+      "type": "string"
+    },
+    "billed": {
+      "description": "true = this amount was actually charged via PAYG for this call. false = indicative PAYG-equivalent value; your plan already covers this call for free.",
+      "type": "boolean"
+    }
+  },
+  "required": [
+    "amount_usd",
+    "billed",
+    "basis"
+  ],
+  "type": "object"
+}

addedOutput schema / properties / _meta / properties / latency_ms

Added value: +{
+  "description": "Wall-clock milliseconds this tool call took, measured server-side around the handler.",
+  "minimum": 0,
+  "type": "integer"
+}

Changed4 schema fields changedJun 26, 2026

changedInput schema / properties / as_of_date / description

Previous value: -"Point-in-time cutoff (YYYY-MM-DD). When supplied, the screen is reconstructed as of this date: factor scores are filtered to those whose underlying SEC filing had been accepted on or before the date (via factor_scores.accepted_at), and each entity is ranked at its latest-knowable period — zero look-ahead, survivorship-free. Omit for the latest available snapshot."New value: +"Point-in-time cutoff (YYYY-MM-DD). When set, the screen is reconstructed as of this date via factor_scores.accepted_at — each entity ranked at its latest-knowable period, zero look-ahead, survivorship-free. Omit for the latest snapshot."

addedInput schema / properties / offset

Added value: +{
+  "default": 0,
+  "description": "Zero-based row offset for paging within the requested `limit` window. At most 250 rows are inlined per call; if the response carries a `truncation` envelope, pass its `next_offset` here. Defaults to 0.",
+  "minimum": 0,
+  "type": "integer"
+}

changedInput schema / properties / sort_by / description

Previous value: -"Which factor rank to sort by. Options: roe_rank, gross_margin_rank, operating_margin_rank, net_profit_margin_rank, revenue_growth_yoy_rank, fcf_to_assets_rank, debt_to_equity_rank, asset_turnover_rank, current_ratio_rank, piotroski_f_score_rank, composite_rank. Defaults to composite_rank. An unrecognized column is rejected with INVALID_ARGUMENT (no silent fallback)."New value: +"Which factor rank to sort by (see the enum). Defaults to composite_rank. An unrecognized column is rejected with INVALID_ARGUMENT (no silent fallback)."

addedOutput schema / properties / truncation

Added value: +{
+  "additionalProperties": false,
+  "description": "Present only when the inline-row cap withheld rows. Page with `next_offset` (keep the same `limit`) or pull the full set via get_compute_ready_stream.",
+  "properties": {
+    "hint": {
+      "type": "string"
+    },
+    "next_offset": {
+      "minimum": 0,
+      "type": "integer"
+    },
+    "returned": {
+      "minimum": 0,
+      "type": "integer"
+    },
+    "total_available": {
+      "minimum": 0,
+      "type": "integer"
+    },
+    "truncated": {
+      "const": true,
+      "type": "boolean"
+    }
+  },
+  "required": [
+    "truncated",
+    "returned",
+    "total_available",
+    "next_offset",
+    "hint"
+  ],
+  "type": "object"
+}

Changed1 schema field changedJun 19, 2026

addedInput schema / properties / exclude_outliers

Added value: +{
+  "default": false,
+  "description": "Optional data-quality guard (default false). When true, additionally drops rows with implausible raw factor values (non-finite, or e.g. asset_turnover > 50x, |FCF/assets| > 10) from shell companies with near-zero denominators. Rows that do not join to a company (null symbol) are ALWAYS omitted in full-universe mode, regardless of this flag.",
+  "type": "boolean"
+}

Changed3 schema fields changedJun 18, 2026

changedInput schema / properties / sort_by / description

Previous value: -"Which factor rank to sort by. Options: roe_rank, gross_margin_rank, operating_margin_rank, net_profit_margin_rank, revenue_growth_yoy_rank, fcf_to_assets_rank, debt_to_equity_rank, asset_turnover_rank, current_ratio_rank, piotroski_f_score_rank, composite_rank. Defaults to composite_rank."New value: +"Which factor rank to sort by. Options: roe_rank, gross_margin_rank, operating_margin_rank, net_profit_margin_rank, revenue_growth_yoy_rank, fcf_to_assets_rank, debt_to_equity_rank, asset_turnover_rank, current_ratio_rank, piotroski_f_score_rank, composite_rank. Defaults to composite_rank. An unrecognized column is rejected with INVALID_ARGUMENT (no silent fallback)."

addedInput schema / properties / sort_by / enum

Added value: +[
+  "roe_rank",
+  "gross_margin_rank",
+  "operating_margin_rank",
+  "net_profit_margin_rank",
+  "revenue_growth_yoy_rank",
+  "fcf_to_assets_rank",
+  "debt_to_equity_rank",
+  "asset_turnover_rank",
+  "current_ratio_rank",
+  "piotroski_f_score_rank",
+  "composite_rank"
+]

addedOutput schema / properties / _meta / properties / pit_safe / description

Added value: +"true iff a zero-look-ahead point-in-time cut was applied to every returned figure"

Changed4 schema fields changedJun 5, 2026

addedInput schema / properties / as_of_date

Added value: +{
+  "description": "Point-in-time cutoff (YYYY-MM-DD). When supplied, the screen is reconstructed as of this date: factor scores are filtered to those whose underlying SEC filing had been accepted on or before the date (via factor_scores.accepted_at), and each entity is ranked at its latest-knowable period — zero look-ahead, survivorship-free. Omit for the latest available snapshot.",
+  "pattern": "^\\d{4}-\\d{2}-\\d{2}$",
+  "type": "string"
+}

addedOutput schema / properties / as_of_date

Added value: +{
+  "description": "Present only when a point-in-time as_of_date was supplied",
+  "type": "string"
+}

addedOutput schema / properties / lineage

Added value: +{
+  "additionalProperties": false,
+  "description": "Provenance for pipeline-derived values (ratio.parquet / factor_scores.parquet): source table + pipeline computed_at, plus a pointer to the tools that return filing-level lineage. NOT point-in-time (recomputed on each pipeline run).",
+  "properties": {
+    "computed_at": {
+      "type": "string"
+    },
+    "derivation": {
+      "const": "pipeline_computed",
+      "type": "string"
+    },
+    "note": {
+      "type": "string"
+    },
+    "pit_safe": {
+      "const": false,
+      "type": "boolean"
+    },
+    "source_table": {
+      "type": "string"
+    },
+    "verify_with": {
+      "items": {
+        "type": "string"
+      },
+      "type": "array"
+    }
+  },
+  "required": [
+    "source_table",
+    "derivation",
+    "pit_safe",
+    "note",
+    "verify_with"
+  ],
+  "type": "object"
+}

addedOutput schema / properties / pit_safe

Added value: +{
+  "description": "Present (and true) only when as_of_date was supplied — the screen was filtered by factor_scores.accepted_at with zero look-ahead",
+  "type": "boolean"
+}

Changed1 schema field changedJun 3, 2026

changedOutput schema / (root)

Previous value: -nullNew value: +{
+  "$schema": "http://json-schema.org/draft-07/schema#",
+  "additionalProperties": false,
+  "properties": {
+    "_meta": {
+      "additionalProperties": false,
+      "description": "Provenance envelope — data lineage for every MCP response",
+      "properties": {
+        "as_of_date": {
+          "type": [
+            "string",
+            "null"
+          ]
+        },
+        "data_plan": {
+          "description": "Access plan: sample | sp500 | pro | full",
+          "type": "string"
+        },
+        "data_quality": {
+          "additionalProperties": false,
+          "description": "Server-side invariants run on this response",
+          "properties": {
+            "notes": {
+              "items": {
+                "type": "string"
+              },
+              "type": "array"
+            },
+            "validation_failed": {
+              "items": {
+                "additionalProperties": false,
+                "properties": {
+                  "detail": {
+                    "type": "string"
+                  },
+                  "rule": {
+                    "type": "string"
+                  }
+                },
+                "required": [
+                  "rule",
+                  "detail"
+                ],
+                "type": "object"
+              },
+              "type": "array"
+            },
+            "validation_passed": {
+              "items": {
+                "type": "string"
+              },
+              "type": "array"
+            }
+          },
+          "required": [
+            "validation_passed",
+            "validation_failed",
+            "notes"
+          ],
+          "type": "object"
+        },
+        "last_updated": {
+          "description": "ISO timestamp when the snapshot was exported",
+          "type": "string"
+        },
+        "limit_warnings": {
+          "description": "Soft-warning array for partial fulfillment. Each entry carries a stable subcode + remediation.options[]. AI agents pattern-match on subcode.",
+          "items": {
+            "additionalProperties": true,
+            "properties": {
+              "code": {
+                "const": "LIMIT_EXCEEDED",
+                "type": "string"
+              },
+              "current_plan": {
+                "type": "string"
+              },
+              "extensions": {
+                "additionalProperties": {},
+                "type": "object"
+              },
+              "limit_type": {
+                "type": "string"
+              },
+              "limit_value": {},
+              "remediation": {
+                "additionalProperties": true,
+                "properties": {
+                  "contact_sales": {
+                    "type": "string"
+                  },
+                  "default_action": {
+                    "type": "string"
+                  },
+                  "options": {
+                    "items": {
+                      "additionalProperties": {},
+                      "type": "object"
+                    },
+                    "type": "array"
+                  },
+                  "pricing_page": {
+                    "type": "string"
+                  }
+                },
+                "required": [
+                  "options",
+                  "default_action",
+                  "pricing_page",
+                  "contact_sales"
+                ],
+                "type": "object"
+              },
+              "requested_value": {},
+              "returned_value": {},
+              "subcode": {
+                "type": "string"
+              }
+            },
+            "required": [
+              "code",
+              "subcode",
+              "limit_type",
+              "current_plan",
+              "remediation"
+            ],
+            "type": "object"
+          },
+          "type": "array"
+        },
+        "payg_override": {
+          "additionalProperties": false,
+          "description": "Set when this single response was paid for via the agent-pay PAYG flow — the rate-limit / depth-limit checks were bypassed for this call only.",
+          "properties": {
+            "amount_cents": {
+              "type": "number"
+            },
+            "entity_scope_hash": {
+              "type": "string"
+            },
+            "meter": {
+              "type": "string"
+            },
+            "quote_id": {
+              "type": "string"
+            },
+            "retry_token_hash": {
+              "type": "string"
+            },
+            "ticker_count": {
+              "type": "number"
+            },
+            "tool": {
+              "type": "string"
+            }
+          },
+          "required": [
+            "quote_id",
+            "tool",
+            "meter",
+            "amount_cents",
+            "ticker_count",
+            "entity_scope_hash",
+            "retry_token_hash"
+          ],
+          "type": "object"
+        },
+        "pit_safe": {
+          "type": "boolean"
+        },
+        "rate_limit": {
+          "additionalProperties": false,
+          "description": "Caller's remaining budget",
+          "properties": {
+            "limit": {
+              "type": "integer"
+            },
+            "remaining": {
+              "type": "integer"
+            },
+            "reset_at": {
+              "description": "ISO 8601 timestamp when the window resets",
+              "type": "string"
+            },
+            "window": {
+              "enum": [
+                "minute",
+                "hour"
+              ],
+              "type": "string"
+            }
+          },
+          "required": [
+            "limit",
+            "remaining",
+            "reset_at",
+            "window"
+          ],
+          "type": "object"
+        },
+        "request_id": {
+          "description": "Per-request correlation id (8-char)",
+          "type": "string"
+        },
+        "result_count": {
+          "type": "integer"
+        },
+        "schema_version": {
+          "description": "Parquet schema version from manifest.json",
+          "type": "string"
+        },
+        "snapshot": {
+          "description": "Snapshot directory name (e.g. snapshot_20260420)",
+          "type": "string"
+        },
+        "source": {
+          "const": "SEC EDGAR",
+          "type": "string"
+        },
+        "ticker": {
+          "type": "string"
+        },
+        "truncation": {
+          "additionalProperties": false,
+          "description": "Set when fewer rows were returned than requested — explains why and points to a remedy",
+          "properties": {
+            "current_plan": {
+              "type": "string"
+            },
+            "plan_limit": {
+              "minimum": 0,
+              "type": "integer"
+            },
+            "reason": {
+              "enum": [
+                "PLAN_LIMIT",
+                "DATA_NOT_AVAILABLE",
+                "FISCAL_YEAR_BOUNDARY_FILTER",
+                "OTHER"
+              ],
+              "type": "string"
+            },
+            "requested": {
+              "minimum": 0,
+              "type": "integer"
+            },
+            "returned": {
+              "minimum": 0,
+              "type": "integer"
+            },
+            "upgrade_required_for": {
+              "type": "string"
+            },
+            "upgrade_url": {
+              "type": "string"
+            }
+          },
+          "required": [
+            "requested",
+            "returned",
+            "reason"
+          ],
+          "type": "object"
+        }
+      },
+      "required": [
+        "data_plan",
+        "schema_version",
+        "snapshot",
+        "last_updated",
+        "source",
+        "pit_safe"
+      ],
+      "type": "object"
+    },
+    "data": {
+      "description": "Ranked factor-score rows for the screened universe",
+      "items": {
+        "additionalProperties": true,
+        "properties": {},
+        "type": "object"
+      },
+      "type": "array"
+    },
+    "note": {
+      "type": "string"
+    },
+    "plan": {
+      "description": "Caller's data plan used to scope the screen",
+      "type": "string"
+    },
+    "results_returned": {
+      "type": "integer"
+    },
+    "sector_filter": {
+      "description": "Present only when a sector filter was applied",
+      "type": "string"
+    },
+    "sort_by": {
+      "type": "string"
+    },
+    "ticker": {
+      "description": "Present only when a single-ticker lookup was requested",
+      "type": "string"
+    }
+  },
+  "required": [
+    "_meta",
+    "plan",
+    "sort_by",
+    "results_returned",
+    "data"
+  ],
+  "type": "object"
+}

First observedApr 22, 2026

TDQS

A5/5.0

Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already establish readOnlyHint, idempotentHint, and destructiveHint, so no contradiction. The description adds meaningful behavioral detail beyond annotations: survivorship-free point-in-time reconstruction with zero look-ahead, automatic omission of null-symbol rows in full-universe mode, sample-bucket subset behavior, and the effect of `exclude_outliers` on shell-company rows.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is dense but proportional to the tool's 7-parameter complexity. It front-loads the core purpose and then adds only high-value clauses about modes, sorting, data quality, point-in-time behavior, plan availability, and sibling differentiation. No sentence is filler.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a screening tool with an output schema, the description covers everything an agent needs to select and call it correctly: what is ranked, how ranks are interpreted, sort modes, filtering behavior, point-in-time semantics, data-quality caveats, plan/sample limitations, and clear routing to `get_financial_ratios` and reference to `get_pit_universe`. Nothing critical is missing.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters5/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, but the description still adds substantial meaning: it explains percentile rank interpretation (1.0 = best, 0.0 = worst), that `composite_rank` is a one-number multi-factor shortcut, that sorting by a `*_rank` column gives single-factor ranking, that omitting `ticker` triggers full-universe mode, and that `as_of_date` enables look-ahead-free point-in-time screening.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

Opens with a specific verb and resource: 'Rank companies by cross-sectional factor scores from factor_scores.parquet.' It clearly states what is returned (factors plus percentile ranks) and names the sibling it is not ('Use this *instead of* `get_financial_ratios`'), so an agent can distinguish it without inspecting the schema.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines5/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Gives explicit when-to-use and when-not-to-use guidance: use it for cross-sectional comparison vs peers, and use `get_financial_ratios` for one company's ratios over time. It also enumerates two invocation modes (full-universe vs single-entity), the point-in-time option, and the outlier-exclusion guard, leaving no ambiguity about when each is appropriate.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

All Valuein — SEC EDGAR Fundamentals & Smart-Money Data tools Inspect

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