I’m not sure that’s possible. It seems to come down to processing the bulk financial info (not the API - see below) or - if the company has filed electronically via an iXBRL - downloading and processing those of interest. That could be done via the Filing History endpoint then the Document API.
You can find that data in XBRL format in bulk at:
…other than that you’d have to work through the filings and discover any XBRL for yourself.
Threads about obtaining financials:
The categories there:
Getting bulk financial data - post to the following thread: