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Fair Value Hierarchy

GET/api/footnotes/fair-value-hierarchy

Pro

Returns the fair-value hierarchy tables from the footnotes: Level 1 (quoted prices), Level 2 (observable inputs), Level 3 (unobservable inputs), and NAV-measured amounts per measure, for the recurring measurements a filer discloses at each balance date. The widest-covered dimensional dataset in the lake (roughly three quarters of active filers).

Measures served (each only when the filer tagged it): total assets and liabilities at fair value, cashEquivalents, investments, available-for-sale (afsSecurities) and held-to-maturity (htmSecurities) securities, and derivativeAssets / derivativeLiabilities. Each measure carries the derived level3Share = L3 / (L1+L2+L3): the opacity signal.

Monetary values default to US dollars (currency parameter as on the statements endpoints: period-end spot rate for these balance-date values, fx audit block, currency=original for as-filed).

What this data can tell you:

Data honesty notes:

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Query parameters

Example request

curl 'https://api.stockfit.io/v1/api/footnotes/fair-value-hierarchy?symbol=AAPL&cik=320193&cusip=037833100&composite_figi=BBG000B9XRY4&share_class_figi=BBG001S5N8V8&currency=USD' \
  -H 'Authorization: Bearer YOUR_API_TOKEN'

Responses

200 OK

Fair-value hierarchy per measure, organized by period

Response schema

array of:
  • period string (date)

    The fiscal period end date (YYYY-MM-DD), the balance-sheet date the table is measured at

  • fiscalYear integer

    The company's fiscal year (handles non-December year-ends).

  • fiscalPeriod string (enum)

    Fiscal period of a reported value: `FY` (annual) or `Q1`-`Q4` (quarterly).

    Allowed values: FY, Q1, Q2, Q3, Q4
  • measures array of object

    One entry per measure the filer disclosed. Level slots the filer did not tag are omitted.

    array of:
    • measure string (enum)

      Stable field name of the measure

      Allowed values: assets, liabilities, cashEquivalents, investments, afsSecurities, htmSecurities, derivativeAssets, derivativeLiabilities
    • concept string

      The XBRL concept that supplied this measure's rows

    • currency string | null

      Currency of the amounts after conversion (the requested `currency` unless listed in `fx.unconverted`); null when mixed

    • level1 number

      Level 1: quoted prices in active markets

    • level2 number

      Level 2: observable inputs

    • level3 number

      Level 3: unobservable inputs

    • nav number

      Measured at net asset value as a practical expedient

    • total number

      Total tagged without a level member, when disclosed

    • level3Share number

      Derived level3 / (level1 + level2 + level3), the opacity signal

  • dateFiled string (date) | null

    SEC filing acceptance date of the newest filing contributing to this period. Use this to gate point-in-time data and avoid lookahead bias.

  • fx object

    Foreign-currency conversion audit for this period. Every monetary value in `facts` is in the requested `currency` (default **US dollars**). This block is absent when the period was already wholly in the target currency (e.g. a US filer with the default USD, nothing to convert). It is present when one or more line items were originally filed in a different currency and converted on the fly, and it records the exact rate(s) applied so the conversion can be reproduced. Rates come from the Frankfurter API (api.frankfurter.dev). Instant balance-sheet items use the spot rate at period end; flow income/cash-flow items use the day-weighted average rate over the period.

    • targetCurrency string

      The currency (ISO 4217) every `facts` value was converted INTO, the value of the request `currency` parameter (default USD). The literal `original` here means no conversion was requested: each fact stays in its as-reported currency (see `unconverted` for the per-fact mapping).

    • originalCurrencies array of string

      Every source currency (ISO 4217) that appeared in this period, the union of converted, unconverted, and already-in-target. The target currency itself is listed when some facts were natively in it (e.g. a foreign filer reporting some lines in USD alongside its converted local currency), so a mixed period reflects its true composition rather than appearing wholly converted.

    • rates array of object

      One entry per (source currency, method) actually applied. `rate` is the multiplier: `target = original * rate`.

      array of:
      • from string

        ISO 4217 source currency that was converted.

      • method string (enum)

        `spot` for instant balance-sheet items (rate at period end); `average` for flow income/cash-flow items (day-weighted mean over the period).

        Allowed values: spot, average
      • rate number

        Multiply the original-currency amount by this to get the `targetCurrency` amount.

      • effectiveDate string (date)

        Spot only: the date (YYYY-MM-DD) the applied rate was published (≤ period end).

      • start string (date)

        Average only: period start (YYYY-MM-DD).

      • end string (date)

        Average only: period end (YYYY-MM-DD).

    • unconverted map of string to array of string

      Facts that could NOT be converted (no published rate within tolerance, or an unsupported code/date), grouped by the currency they remain in: each key is a source ISO 4217 code, each value lists the curated fact names in `facts` still in that currency (NOT `targetCurrency`). Absent when everything converted. Use it to know exactly which figures to treat as native currency.

      • * (additional properties) array of string

Example response

[
  {
    "period": "2025-12-31",
    "fiscalYear": 2025,
    "fiscalPeriod": {},
    "measures": [
      {
        "measure": "assets",
        "concept": "us-gaap:AssetsFairValueDisclosure",
        "currency": "USD",
        "level1": 12500000000,
        "level2": 8400000000,
        "level3": 610000000,
        "nav": 0,
        "total": 21510000000,
        "level3Share": 0.028
      }
    ],
    "dateFiled": "2026-02-20",
    "fx": {}
  }
]

400 Bad Request

Invalid parameters or symbol not found

Response schema

  • error string

    Human-readable error message

Example response

{}

403 Forbidden

Feature not available on current plan

Response schema

  • error string

    Human-readable error message

Example response

{}