| --- |
| 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. |
|
|
| <!-- MEASURED:START - rewritten by dataset_cards/refresh.py --> |
| |
| Shape measured at the next refresh of `dataset_cards/facts.json`. Refreshed monthly. |
|
|
| <!-- MEASURED:END --> |
|
|
| ## 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 |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| ```python |
| 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](https://paperswithbacktest.com/pricing). The same subscription covers every dataset in this organisation and the strategy catalogue. |
|
|
| ## Elsewhere |
|
|
| - [The strategy catalogue](https://paperswithbacktest.com/strategies) |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
|
|
