economic-data / sec /README.md
syncster-data's picture
Add SEC EDGAR data batch
0b8f14d verified
|
Raw History Blame Contribute Delete
2.84 kB

SEC EDGAR data

Source: U.S. SEC EDGAR (U.S. Securities and Exchange Commission, https://www.sec.gov/data-research). Public-domain U.S. government data, re-hosted unchanged except converted from TSV/JSON to zstd Parquet. All columns are stored as strings exactly as published; cast as needed. Not affiliated with or endorsed by the SEC.

sec/financial_statements//.parquet

SEC Financial Statement Data Sets (XBRL numbers from 10-K/10-Q etc., 2009q1 onward). One file per quarter.

  • sub – one row per filing: adsh (accession no.), cik, name, sic, countryba, form, period, fy, fp, filed, ...
  • num – numeric facts: adsh, tag, version, ddate (period end), qtrs (duration in quarters, 0=instant), uom, coreg, value, footnote
  • tag – tag definitions: tag, version, custom, abstract, datatype, iord, crdr, tlabel, doc
  • pre – how facts are presented in statements: adsh, report, line, stmt (BS/IS/CF/EQ/CI), inpth, rfile, tag, version, plabel Join num/pre to sub on adsh, to tag on (tag,version).

sec/insider_transactions/

/.parquet

Forms 3, 4, 5 insider ownership data sets (2006 onward). Tables include submission (ACCESSION_NUMBER, FILING_DATE, PERIOD_OF_REPORT, DOCUMENT_TYPE, ISSUERCIK, ISSUERNAME, ISSUERTRADINGSYMBOL), reportingowner (owner CIK/name/relationship), nonderiv_trans / deriv_trans (transaction date, code, shares, price, acquired/disposed, shares owned after), nonderiv_holding / deriv_holding, footnotes, owner_signature. Join on ACCESSION_NUMBER.

sec/form13f/

/.parquet

Form 13F institutional holdings data sets (2013q2 onward; newer files are named by date range). Tables: submission (ACCESSION_NUMBER, FILING_DATE, CIK, PERIODOFREPORT), coverpage (manager name/address, report type), infotable (one row per holding: NAMEOFISSUER, TITLEOFCLASS, CUSIP, FIGI, VALUE, SSHPRNAMT, SSHPRNAMTTYPE, PUTCALL, INVESTMENTDISCRETION, VOTING_AUTH_SOLE/SHARED/NONE), summarypage, othermanager, othermanager2, signature. Join on ACCESSION_NUMBER.

sec/submissions/

From EDGAR bulk submissions.zip (snapshot at download time).

  • companies/ – one row per filer: cik, name, entityType, sic, sicDescription, tickers, exchanges, ein, fiscalYearEnd, stateOfIncorporation, formerNames, addresses (lists/dicts JSON-encoded)
  • filings/ – every filing per filer: cik, accessionNumber, filingDate, reportDate, acceptanceDateTime, act, form, fileNumber, filmNumber, items, size, isXBRL, isInlineXBRL, primaryDocument, primaryDocDescription

sec/companyfacts/facts/

From EDGAR bulk companyfacts.zip (XBRL company facts API, all companies). Long format, one row per reported value: cik, entity_name, taxonomy (us-gaap, dei, ifrs-full, srt), tag, label, unit, start, end, val, accn, fy, fp, form, filed, frame.