Filtering Quandl fundamental data prior to retrieval

Is it possible to filter Quandl fundamental data prior to direct download through the ML quandl function?

Downloads of Sharadar Table SF1 data (via Quandl) are limited to 10,000 calls, which means that the only securities that are returned are equity tickers from W... to Z... (Table includes inactive securities.) Sharadar allows filtering on several columns but it appears that ML requires syntax specifying dates, periodicity in order to use "QueryName" "QueryValue" qualifiers. Sharadar doesn't allow filtering on dates.

I am trying to limit the human risk factor involved in loading securities into Excel, R, etc., and then importing to ML. Any ideas would be appreciated.

Thanks.