Datasets:
pretty_name: Stocks Daily Edgar Filings
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- stocks
- equities
- daily
- sec-filings
size_categories:
- 10M<n<100M
extra_gated_prompt: >-
This dataset is free to browse and gated for download. Approval is tied to a
Papers With Backtest subscription, which also covers the other datasets in
this organisation and the strategy catalogue at
https://paperswithbacktest.com. Plans and what each one includes:
https://paperswithbacktest.com/pricing
Stocks Daily Edgar Filings
The SEC EDGAR master index since 1993, kept to the filings a ticker can be attached to: one row per filing with its form type, filing date, filer and document URL.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
The filing date is an event the catalogue could not see. Earnings dates are complete in Stocks-Quarterly-Earnings, but the day a 10-K, a 10-Q, an 8-K or a proxy statement reached EDGAR is a different day, and the papers on filing-day announcement effects, on late filers and on the reading burden of long 10-Ks key on it. It is also the index to the SEC text feeds through accession_number.
Filers with no ticker -- funds, 13F managers, trusts, individuals -- are the larger half of EDGAR and are left out: no strategy can hold them.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Daily-EdgarFilings", symbols=["AAPL"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Ticker attached to the filer. |
| date | Filing date on EDGAR. |
| form_type | 10-K, 10-Q, 8-K, DEF 14A, S-1, 4, ... |
| cik | Filer's SEC Central Index Key. |
| issuer_name | Filer's name as registered. |
| accession_number | EDGAR accession number. |
| filing_url | The document on sec.gov. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation