{ "info": { "author": "Edouard Swiac", "author_email": "edouard.swiac@gmail.com", "bugtrack_url": null, "classifiers": [ "Development Status :: 5 - Production/Stable", "Intended Audience :: Developers", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Information Technology", "License :: OSI Approved :: MIT License", "Operating System :: OS Independent", "Programming Language :: Python :: 3", "Topic :: Office/Business :: Financial", "Topic :: Office/Business :: Financial :: Investment" ], "description": "[![Build Status](https://travis-ci.org/edouardswiac/python-edgar.svg?branch=master)](https://travis-ci.org/edouardswiac/python-edgar)\n![PyPI](https://img.shields.io/pypi/v/python-edgar.svg)\n![PyPI - License](https://img.shields.io/pypi/l/python-edgar.svg)\n![PyPI - Python Version](https://img.shields.io/pypi/pyversions/python-edgar.svg)\n\n# Build a master index of SEC filings since 1993 with `python-edgar`\n\nThe SEC filings index is split in quarterly files since 1993 (1993-QTR1, 1993-QTR2...). By using `python-edgar` and some scripting, you can easily rebuild a master index of all filings since 1993 by stitching quarterly index files together. The master index file can be then feed to a database, a pandas dataframe, stata, etc... \n\nAn index file is a csv-like (pipe `|` separated) file that contains the following information:\n - Company name (eg. ```TWITTER, INC```)\n - Company CIK (eg.``` 0001418091```)\n - Filling date (eg. ```2013-10-03```)\n - Filling type (eg. ```S1```)\n - Filling URL on EDGAR (```edgar/data/1418091/0001193125-13-390321.txt```)\n\nOnce `python-edgar` is finished downloading index files, you can open an index file with ```csv.csvreader``` or ```pandas.read_csv``` to have the data programmatically usable. Remember that the delimiter character is `|`!\n\n`python-edgar` can be used as a library called from another python script, or as a standalone script.\n\n## Features \n- Compliant: Follows fair acces guidelines established by the SEC at https://www.sec.gov/os/accessing-edgar-data\n- Efficient: retrieve compressed archives instead of raw index file that are 10 times bigger\n- Import as a library in your python project or run as a standalone script \n- Python 3 only with 0 external dependencies (Python 3 only as of v3.0.0)\n\n## Usage\n\n### Using python-edgar as a library\n\nInstall from pip in a virtualenv\n```sh\npip install python-edgar\n```\n\nCall the library\n```python\nimport edgar\nedgar.download_index(download_directory, since_year, user_agent, skip_all_present_except_last=False)\n```\nOutput\n```shell\n2018-06-23 12:41:46,451 - DEBUG - downloads will be saved to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o\n2018-06-23 12:41:46,451 - DEBUG - downloading files since 2017\n2018-06-23 12:41:46,451 - INFO - 6 index files to retrieve\n2018-06-23 12:41:46,465 - DEBUG - worker count: 4\n2018-06-23 12:41:48,359 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR3/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR3.tsv\n2018-06-23 12:41:48,611 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2018-QTR2.tsv\n2018-06-23 12:41:48,649 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR4/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR4.tsv\n2018-06-23 12:41:48,935 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2018-QTR1.tsv\n2018-06-23 12:41:49,750 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR2.tsv\n2018-06-23 12:41:50,237 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR1.tsv\n2018-06-23 12:41:50,376 - INFO - complete\n2018-06-23 12:41:50,377 - INFO - Files downloaded in /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o\n```\n\n### Using python-edgar as a standalone script\n\n- Download this repository as a zip (\"Clone or Download\" green button, > Download as zip.) \n- Open your terminal inside that directory and run `python run.py -h`. You can specify a destination directory for downloaded index files like `-d edgar-idx` (defaults to a temporary directory) and/or specify the year from which you want to build the index with `-y 2017` (defaults to current year).\n\n```shell\n $ python run.py -y 2017 -ua \"MyCompany edward@mycompany.com\"\n2018-06-23 12:41:46,451 - DEBUG - downloads will be saved to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o\n2018-06-23 12:41:46,451 - DEBUG - downloading files since 2017\n2018-06-23 12:41:46,451 - INFO - 6 index files to retrieve\n2018-06-23 12:41:46,465 - DEBUG - worker count: 4\n2018-06-23 12:41:48,359 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR3/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR3.tsv\n2018-06-23 12:41:48,611 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2018-QTR2.tsv\n2018-06-23 12:41:48,649 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR4/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR4.tsv\n2018-06-23 12:41:48,935 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2018-QTR1.tsv\n2018-06-23 12:41:49,750 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR2.tsv\n2018-06-23 12:41:50,237 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o/2017-QTR1.tsv\n2018-06-23 12:41:50,376 - INFO - complete\n2018-06-23 12:41:50,377 - INFO - Files downloaded in /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpr2Nk3o\n```\n\n### Common issues\n\n> RuntimeError:\n An attempt has been made to start a new process before the\n current process has finished its bootstrapping phase.\n\nSee https://pytorch.org/docs/stable/notes/windows.html#multiprocessing-error-without-if-clause-protection\n\nYou will need to wrap your code in `main()` function to be able to run it on Windows:\n\n```python\ndef main(): \n import edgar\n edgar.download_index(\".\", 2020, skip_all_present_except_last=False) \n\nif __name__ == '__main__':\n main() \n```\n\n> I am using python 2 ...\n\nPython 2 support has been dropped as of October 2019. See https://pythonclock.org. \n## Stitch quarterly files to a master file\n\n`python-edgar` does only one thing and does it well: getting and cleaning uncompressed quarterly index files to your computer. Use command line tools, in the spirit of unix philosophy, to stitch these index files together and create our master index file.\n\nIn this example, we called `python run.py` without arguments. It'll download every quarterly index file since 1993.\n\n```shell\n python run.py -y 1993\n \n2018-06-23 13:00:16,855 - DEBUG - downloads will be saved to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7\n2018-06-23 13:00:16,855 - DEBUG - downloading files since 1993\n2018-06-23 13:00:16,856 - INFO - 102 index files to retrieve\n2018-06-23 13:00:16,879 - DEBUG - worker count: 4\n2018-06-23 13:00:18,814 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR4/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2017-QTR4.tsv\n2018-06-23 13:00:19,026 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR3/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2017-QTR3.tsv\n2018-06-23 13:00:19,157 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2018-QTR2.tsv\n2018-06-23 13:00:19,543 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2018/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2018-QTR1.tsv\n2018-06-23 13:00:20,521 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2017-QTR2.tsv\n2018-06-23 13:00:20,719 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2016/QTR4/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2016-QTR4.tsv\n2018-06-23 13:00:21,016 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2016/QTR3/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2016-QTR3.tsv\n2018-06-23 13:00:21,134 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2017/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2017-QTR1.tsv\n2018-06-23 13:00:22,099 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/2016/QTR2/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/2016-QTR2.tsv\n(...)\ndcw07x6zrrr0000gn/T/tmpcF1rx7/1993-QTR2.tsv\n2018-06-23 13:00:54,378 - INFO - > downloaded https://www.sec.gov/Archives/edgar/full-index/1993/QTR1/master.zip to /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7/1993-QTR1.tsv\n2018-06-23 13:00:54,423 - INFO - complete\n2018-06-23 13:00:54,424 - INFO - Files downloaded in /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7\n```\n\nInspect the directory where our files where downloaded:\n```shell\n$ ls -lh /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7\ntotal 4964656\ndrwx------ 104 eswiac staff 3.3K Jun 23 13:00 .\ndrwxr-xr-x 342 eswiac staff 11K Jun 23 13:01 ..\n-rw-r--r-- 1 eswiac staff 585B Jun 23 13:00 1993-QTR1.tsv\n-rw-r--r-- 1 eswiac staff 580B Jun 23 13:00 1993-QTR2.tsv\n-rw-r--r-- 1 eswiac staff 1.0K Jun 23 13:00 1993-QTR3.tsv\n-rw-r--r-- 1 eswiac staff 2.8K Jun 23 13:00 1993-QTR4.tsv\n-rw-r--r-- 1 eswiac staff 2.9M Jun 23 13:00 1994-QTR1.tsv\n-rw-r--r-- 1 eswiac staff 2.3M Jun 23 13:00 1994-QTR2.tsv\n(...)\n-rw-r--r-- 1 eswiac staff 27M Jun 23 13:00 2017-QTR3.tsv\n-rw-r--r-- 1 eswiac staff 27M Jun 23 13:00 2017-QTR4.tsv\n-rw-r--r-- 1 eswiac staff 41M Jun 23 13:00 2018-QTR1.tsv\n-rw-r--r-- 1 eswiac staff 31M Jun 23 13:00 2018-QTR2.tsv\n```\n\nHead to that directory so we can merge these files into a master file using `cat`\n```shell\n$ cd /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpcF1rx7\n$ cat *.tsv > master.tsv\n$ du -h master.tsv\n2.3G\tmaster.tsv\n```\n\nNow you have this master index file. It's not sorted but that's easy to do (hint: Look into the `sort` command) \n\n## Grab filings from a specific company\nNow that we have downloaded the index files it becomes easy, with a bit of command line scripting, to quickly filter by company and extract URLs to the filings we want with `grep` . In the following example we grep by CIK (1000045), store the output in an intermediate text file, which we re-open with cat and grep again by form 10-K. Prefix the paths with https://www.sec.gov/Archives/ and you'll get the full URL.\n\n```shell\neswiac@mbp python-edgar (master) $ grep -h 1000045 /var/folders/bv/2zbdkyyj14766dcw07x6zrrr0000gn/T/tmpvwOzOU/* > 1000045.txt\neswiac@mbp python-edgar (master) $ cat 1000045.txt | grep -h 10-K\n1000045|NICHOLAS FINANCIAL INC|10-K|2015-06-15|edgar/data/1000045/0001193125-15-223218.txt|edgar/data/1000045/0001193125-15-223218-index.html\n1000045|NICHOLAS FINANCIAL INC|10-K|2016-06-14|edgar/data/1000045/0001193125-16-620952.txt|edgar/data/1000045/0001193125-16-620952-index.html\n1000045|NICHOLAS FINANCIAL INC|10-K|2017-06-14|edgar/data/1000045/0001193125-17-203193.txt|edgar/data/1000045/0001193125-17-203193-index.html\n1000045|NICHOLAS FINANCIAL INC|10-K|2018-06-27|edgar/data/1000045/0001193125-18-205637.txt|edgar/data/1000045/0001193125-18-205637-index.html\n```\n\n## Query the master index with `q`\nhttps://github.com/harelba/q allows you to run SQL directly on tabular data. \n\nUse with caution: q does not use indexes so running queries against the master index will be very slow since it's rather large. Sorting the master index or narrowing the data to a smaller subset will make search faster. 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