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Fundamentals and prices move on different timelines, so a response carries more than one clock. Read the right one for the value you are presenting.

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The two clocks

  • meta.as_of.sec — the SEC knowledge cutoff: the latest date filings were ingested through. It governs fundamentals, filings, insider, and ownership.
  • meta.as_of.market — the market clock for the licensed price feed.
A value derived from a price and a fundamentals input crosses both clocks. In stock_overview, a P/E carries provenance: "computed_from_prices" and names both dates:
Present it as moving with the price and cite price_date — never as “the filing states.”

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Verification timestamps

Fundamentals responses carry two more times in meta:
  • published_at — when this projection was built.
  • last_verified_at — when the served fundamentals were last checked against SEC’s own data.
Together with meta.build.fundamentals (the source-hash of the underlying filing), they let you tell how fresh and how verified a number is.

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Provenance levels

Every value declares its trust chain, so you never blend classes:

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Prices are end-of-day, with an intraday quote overlay

The authoritative price feed is end-of-day. Snapshot responses also carry an IEX last-sale quote (a thin single venue, ~2.5–3% of consolidated volume) — this is not a consolidated real-time or tick feed. market_status is a session hint (open/closed), not an exchange operations feed — do not read halts, auctions, or execution readiness into it. See Coverage and gaps for what the feed does and does not include.