Data Library

SEC EDGAR Data

SEC EDGAR Data

Updated August 30, 2019: This data source is only supported in backtesting

Introduction

The Securities and Exchange Commission (SEC) EDGAR system is host to financial reports and other investor notices that public companies are required to file according to United States federal law (Securities Act of 1933 & 1934). We source our data directly from the SEC at the end of each trading day. You can download and inspect the raw archives that we process our data from by visiting https://sec.gov/Archives/edgar/Feed

Currently, the supported form types we provide from the SEC are:

Form Type Description
8-KImportant investor notices
10-KAnnual financial report
10-QQuarterly financial report

Note: Currently, we do not parse structured financial records that are in XBRL format

Data Shape and Handling

To access SEC data, you'll need to use one or more of the following data types:

Form Type Data Type
8-KSECReport8K
10-KSECReport10K
10-QSECReport10Q

The data is accessible from the derived BaseData instances (SECReport8K, SECReport10K, etc.) under the field Report. The Report field is of type SECReport and contains all of the report metadata in a structured format. However, the report document contents are left raw and unparsed.

Note: Since we use the same interface in our BaseData derived classes (ISECReport), we can use SECReport8K as an example to cover for both SECReport10K and SECReport10Q.

Inside SECReport8K, the Report field contains the contents of the SEC report as a SECReportSubmission object, which will let us access SEC report metadata and document contents.

For SECReportSubmission, we describe subtle behaviors present for each field:

Field Remarks
AccessionNumberRarely used, mostly as a way to reference the specific original filing on EDGAR
FormTypeValue is hyphenated
PublicDocumentCountChosen as string because of potential non-number values
ItemsDescribes the contents present in the report
FilingDateThis is sometimes before the date that the data was released on
FilingDateChangeOptional field. Does not always appear in reports. Check for 0001-01-01 to filter
MadeAvailableAtThis is a field added by QuantConnect to identify when the data first became available. For reality modeling purposes
FilersFirst filer is usually the company the report is for. Will always contain at least a single value
DocumentsWill always contain at least a single value

Focusing on the SEC report contents, we can access the document(s) by iterating on the Documents field. Inside the SECReportDocument object, the Text field will contain all of the raw report contents.

Note: If the first line starts with "<XML>" (without double quotes), the contents will be in XML (except the first line), and can potentially be parsed with an XBRL parser

About the Provider

The United States' Securities and Exchange Commission (SEC) has been operating since 1933. Under the Securities Act of 1934, public companies are required to file reports that inform investors about a company's financial records and other important investor notices.

The Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system is the primary vessel in which the SEC publishes financial reports to the public. EDGAR makes it easy to search for a company based on CIK or ticker. The system contains data starting from 1995-09-15 until today and is still in use by the SEC.

With regards to structured financial records (reports in XML/XBRL format), companies are going to be required to begin filing financial reports in a structured format according to the rules described below:

    U.S. GAAP filers have a three-year phase-in to comply with the Inline XBRL requirements as follows, beginning with fiscal periods ending on or after:

    June 15, 2019 for large accelerated filers
    June 15, 2020 for accelerated filers
    June 15, 2021 for all other filers
    

(excerpt taken from SEC Inline XBRL website)

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