I'd like to process some SEC data, such as a 10Q, but don't want to build a parser for the data myself. Are there any existing libraries that can parse or represent these types of forms?
2 Answers
I've had some luck using Quandl; specifically the Raymond database. It isn't perfect but if you know exactly what you're looking for it can come in handy.
sec-api (https://sec-api.io) provides an API to search filings on SEC EDGAR by CIK, ticker, company name, form type and filings date.
I'd like to process [...] a 10Q
If you want to retrieve any 10Q
filed in descending order (most recently filed filing at the top), use
{
"query": {
"query_string": {
"query": "formType:\"10-Q\""
}
},
"from": "0",
"size": "10",
"sort": [
{
"filedAt": {
"order": "desc"
}
}
]
}
A POST
request to https://api.sec-api.io
results in
{
"total": 150480,
"filings": [
{
"cik": "86521",
"ticker": "",
"companyName": "SAN DIEGO GAS & ELECTRIC CO",
"formType": "10-Q",
"filedAt": "2019-08-02",
"linkToTxt": "https://www.sec.gov/Archives/edgar/data/86521/0001032208-19-000016.txt",
"linkToHtml": "https://www.sec.gov/Archives/edgar/data/86521/0001032208-19-000016-index.htm",
"id": "7cf0ff503db18e1a35ff35e67fae250f"
},
{
"cik": "891014",
"ticker": "MTX",
"companyName": "MINERALS TECHNOLOGIES INC",
"formType": "10-Q",
"filedAt": "2019-08-02",
"linkToTxt": "https://www.sec.gov/Archives/edgar/data/891014/0001140361-19-014126.txt",
"linkToHtml": "https://www.sec.gov/Archives/edgar/data/891014/0001140361-19-014126-index.htm",
"id": "04719c87a0696ec9d54d0697f1922eb8"
},
// cut for brevity
]
You can use the API sandbox here to test different queries (eg filter by date range and CIK).
I developed the API a while ago to solve the same problem. Happy to extend the functionality to meet what you are looking for.
If you are looking for financial statements extracted from filed 10Q documents, check out eodhistoricaldata.com. I use their JSON API on a daily basis.