Thank you. Yes, that is helpful because I didn't know there was such a field and that you could filter using it.
However, I'm not asking for where the data is coming from (that I normally know) or how often it's updated (that I usually know as well - quarterly in this case, though some fields, like the MS 'scores' I believe are updated monthly, and of course anything with 'price' in it should update daily. Would be nice if this could be more clearly labeled as well though).
What I'm asking for is over what time period is the data representing? For example, does the fcf_per_share (or free_cash_flow) provide the fcf generated during the last 3 months (that the latest 10Q covers) or has it already been 'annualized' to the last trailing-twelve-months (ttm)? I.e. the quarterly fcf reported in the last four 10Qs?
In the 10Qs, what's 'important' and what companies are 'reporting' on is really only the 3 months that the 10Q covers, though sometimes companies also show the last 6 months, 9 months, ttm, and same quarter last year for comparison (I don't know what the (SEC?) exact regulation is and what companies are 'required' to report). So, are we then to 'assume' that any Income Statement or cashflow data fields only covers the last three months? I believe that's the case for some of the fields (free_cash_flow might be only 3 months perhaps?), but definitely not all fields.
Any of the Price / [sales, earnings, fcf] ratios, and any of the yields (excluding book yield) I would assume use ttm rather than only the last 3 months, otherwise they wouldn't really make much sense. Knowing what time-period the data is covering is crucial when trying to create alpha factors (e.g. should I 'annualize' or not? Can I compare last quarters figure to the same quarter a year ago, etc?).
Maybe the period_ending_date field can be used somehow to determine the period covered, but I would think one would then also need a 'period_starting_date' field, which I don't see. Maybe this is all very obvious to everyone else, and I'm the only one struggling with this? sigh :(
PS: Hoping that the FactSet Fundamental dataset will make this more clear.