About US SEC Filings
The US SEC Filings dataset provides the quarterly financial earning reports that the United States Securities and Exchange Commission (SEC) requires from publicly traded companies in the US. The data covers 15,000 US Equities, starts in January 1998, and is delivered on a daily frequency. The data is sourced from the SEC's Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system. QuantConnect downloads and formats the Quarterly Financial Reports (10-Q) and Annual Financial Report (8-K) filings of companies into a format for easy consumption by LEAN.
About Securities and Exchange Commission
The mission of the U.S. Securities and Exchange Commission is to protect investors, maintain fair, orderly, and efficient markets, and facilitate capital formation. The SEC oversees the key participants in the securities world, including securities exchanges, securities brokers and dealers, investment advisors, and mutual funds. The SEC is concerned primarily with promoting the disclosure of important market-related information, maintaining fair dealing, and protecting against fraud.
QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.
The US SEC Filings dataset enables you to create strategies using information from SEC reports. Examples include the following strategies:
- Extracting information about corporate earnings from the documents for further analysis
- Applying sentiment analysis to the text content of the documents (for example, keyword scoring and ranking)
SEC Filling data in the QuantConnect Cloud for your backtesting and live trading purposes.
Download On Premise
SEC Fillings data archived in LEAN format for on premise backtesting and research. One file per ticker.
10 QCC/fileLEAN CLI
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