One of the nicest looking EDGAR libraries out there
Project description
Table of Contents
About the project
edgartools
is one of the nicest looking EDGAR libraries out there.
You can query, filter and select any filing since 1994 and view the filing's html, text, xml or structured data.
Demo
Get the latest 10 form D filings and view the first in the browser
from edgar import *
# Get form D filings for the last quarter of 2022
filings = get_filings(2022, 4, form="D")
# Get the latest 10 filings from the list
latest_10_filings = filings.latest(10)
# Of the 10 latest filings open the 1st in the browser
latest_10_filings[0].open()
Features
Start with filings, filter down to a filing
- View filings since 1994 to today
- Filter filings by form e.g. 10K, filing date etc.
- Page through filings using next() and prev()
- Select and view a filing in the terminal, or open in the browser
- Download any file from any filing
- Parse XML for Offering, Ownership and other filing types
- Automatically parse a filing's XBRL into a pandas dataframe
Start with a Company, get their filings and Facts
- Search for company by ticker or CIK
- View a company's filings
- Page through filings using next() and prev()
- Get a company facts e.g. CommonSharesOutstanding as a dataframe
Installation
pip install edgartools
Usage
Set your Edgar user identity
Before you can access the SEC Edgar API you need to set the identity that you will use to access Edgar. This is usually your name and email, or a company name and email.
Sample Company Name AdminContact@<sample company domain>.com
The user identity is sent in the User-Agent string and the Edgar API will refuse to respond to your request without it.
EdgarTools will look for an environment variable called EDGAR_IDENTITY
and use that in each request.
So, you need to set this environment variable before using it.
Setting EDGAR_IDENTITY in Linux/Mac
export EDGAR_IDENTITY="Michael Mccallum mcalum@gmail.com"
Setting EDGAR_IDENTITY in Windows Powershell
$Env:EDGAR_IDENTITY="Michael Mccallum mcalum@gmail.com"
Alternatively, you can call set_identity
which does the same thing.
from edgar import set_identity
set_identity("Michael Mccallum mcalum@gmail.com")
For more detail see https://www.sec.gov/os/accessing-edgar-data
Usage
Importing edgar
from edgar import *
Getting filings
# Get filings for the current year and quarter
filings = get_filings()
# Get filings for 2022
filings = get_filings(2022) # OR filings = get_filings(year=2022)
# Get filings for 2022 quarter 4
filings = get_filings(2022, 4) # OR filings = get_filings(year=2022, quarter=4)
# Get filings for 2020, 2021 and 2022
filings = get_filings([2020, 2021, 2022]) # OR filings = get_filings(year=range(2020, 2023))
# Get filings for 2020 quarters 1 and 2
filings = get_filings(2020, quarter=[1,2])
Filtering filings
# Filter for form D
filings.filter(form="D")
# Filter for form 10-K and 10-Q
filings.filter(form=["10-K", "10-Q"])
# When you filter by form e.g. "D" it includes amendments e.g. "D\A". You can omit amendments
filings.filter(form="D", amendments=False)
# Filter by filing_date. date and filing_date mean the same thing
# Get all filings on 2023-02-23
filings.filter(date="2023-02-23")
# OR
filings.filter(filing_date="2023-02-23")
# Filter to get all filings between 2023-01-23 and 2023-02-23
filings.filter(date="2023-01-23:2023-02-23")
# Filter to get all filings since 2023-01-23
filings.filter(date="2023-01-23")
# Filter to get all filings before 2023-02-23
filings.filter(date=":2023-02-23")
Combining getting and filtering
get_filings(2022, form="D")
Convert the filings to a pandas dataframe
The filings data is stored in the Filings
class as a pyarrow.Table
. You can get the data as a pandas dataframe using
to_pandas
df = filings.to_pandas()
Navigating filings
The Filings object allows you to navigate through filings using filings.next()
and filings.prev()
.
This shows you pages of the data - the page size is about 50.
# To see the next page of data
filings.next()
# To see the previous page
filings.prev()
# To see the current page
filings.current()
Getting the latest filings
You can get the latest n filings by filing_date from a filings using filings.latest()
.
If you provide the parameter n
it will return the latest n
filings.
filing = filings.latest(n=5)
filing
If you omit this parameter, or set n=1
it will return a single `Filings object.
filing = filings.latest()
filing
Filtering filings
You can filter the filings object using te filter()
function. This allows you to filter
by filing date, or by form.
Filtering filings by date
To filter by filing date specify the filing date in YYYY-MM-DD format e.g. 2022-01-24
(Note the parameters date
and filing_date
are equivalent aliases for each other)
filings.filter(date="2021-01-24") # or filings.filter(filing_date="2021-01-24")
You can specify a filing date range using the colon
filings.filter(date="2021-01-12:2021-02-28")
To filter by dates before a specified date use `:YYYY-MM-DD'
filings.filter(date=":2021-02-28")
To filter by dates after a specified date use `YYYY-MM-DD:'
filings.filter(date="2021-02-28:")
Filtering filings by form
You can filter filings by form using the form
parameter.
filings.filter(form="10-K")
To filter by form e.g. 10-K and include form amendments use amendments = True
.
filings.filter(form="10-K", amendments=True)
Getting a single filing
You can get a single filing from the filings using the bracket operator []
,
specifying the index of the filing. The index is the value displayed in the leftmost
position in the filings table. For example, to get the 10-Q for Costco in the table above
use filings[3]
filing = filings[3]
View the filing homepage
You can view the filing homepage in the terminal using filing.homepage
This gives you access to the FilingHomepage
class that you can use to list all the documents
and datafiles on the filing.
filing.homepage
Open a filing
You can open the filing in your browser using filing.open()
. This will work on environments with access to the browser,
will probably not work on a remote server.
filing.open()
Open the Filing Homepage
You can open the filing homepage in the browser using filing.homepage.open()
.
filing.homepage.open()
View the filing as Markdown
You can view the filing's HTML content as markdown in the console using view()
. It works for all filing types
but can be a little slow for filings with large HTML files
filing.view()
Get the filing's html
You can get the html content of the filing using.html()
filing.html()
Get the filing's html as Markdown
You can get the html content as markdown using.markdown()
filing.markdown()
Working with XBRL filings
Some filings are in XBRL (eXtensible Business Markup Language) format. These are mainly the newer filings, as the SEC has started requiring this for newer filings.
If a filing is in XBRL format then it opens up a lot more ways to get structured data about that specific filing and also about the company referred to in that filing.
The Filing
class has an xbrl
function that will download, parse and structure the filing's XBRL document if one exists.
If it does not exist, then filing.xbrl()
will return None
.
The function filing.xbrl()
returns a FilingXbrl
instance, which wraps the data, and provides convenient
ways of working with the xbrl data.
filing_xbrl = filing.xbrl()
Using the Company API
With the company API you find a company using the cik or ticker. From the company you can access all their historical filings, and a dataset of the company facts. The SEC's company API also supplies a lot more details about a company including industry, the SEC filer type, the mailing and business address and much more.
Find a company using the cik
The cik is the id that uniquely identifies a company at the SEC. It is a number, but is sometimes shown in SEC Edgar resources as a string padded with leading zero's. For the edgar client API, just use the numbers and omit the leading zeroes.
company = Company(1324424)
Find a company using ticker
You can get a company using a ticker e.g. SNOW. This will do a lookup for the company cik using the ticker, then load the company using the cik. This makes it two calls versus one for the cik company lookup, but is sometimes more convenient since tickers are easier to remember that ciks.
Note that some companies have multiple tickers, so you technically cannot get SEC filings for a ticker. You instead get the SEC filings for the company to which the ticker belongs.
The ticker is case-insensitive so you can use Company("snow")
or Company("SNOW")
snow = Company("snow")
Company(1832950)
Get filings for a company
To get the company's filings use get_filings()
. This gets all the company's filings that are available from the Edgar submissions endpoint.
company.get_filings()
Filtering filings
You can filter the company filings using a number of different parameters.
class CompanyFilings:
...
def get_filings(self,
*,
form: str | List = None,
accession_number: str | List = None,
file_number: str | List = None,
is_xbrl: bool = None,
is_inline_xbrl: bool = None
):
"""
Get the company's filings and optionally filter by multiple criteria
:param form: The form as a string e.g. '10-K' or List of strings ['10-Q', '10-K']
:param accession_number: The accession number that uniquely identifies an SEC filing e.g. 0001640147-22-000100
:param file_number: The file number e.g. 001-39504
:param is_xbrl: Whether the filing is xbrl
:param is_inline_xbrl: Whether the filing is inline_xbrl
:return: The CompanyFiling instance with the filings that match the filters
"""
The CompanyFilings class
The result of get_filings()
is a CompanyFilings
class. This class contains a pyarrow table with the filings
and provides convenient functions for working with filings.
You can access the underlying pyarrow Table
using the .data
property
filings = company.get_filings()
# Get the underlying Table
data: pa.Table = filings.data
Get a filing by index
To access a filing in the CompanyFilings use the bracket []
notation e.g. filings[2]
filings[2]
Get the latest filing
The CompanyFilings
class has a latest
function that will return the latest Filing
.
So, to get the latest 10-Q filing, you do the following
# Latest filing makes sense if you filter by form type e.g. 10-Q
snow_10Qs = snow.get_filings(form='10-Q')
latest_10Q = snow_10Qs.latest()
# Or chain the function calls
snow.get_filings(form='10-Q').latest()
Get company facts
Facts are an interesting and important dataset about a company accumlated from data the company provides to the SEC.
Company facts are available for a company on the Company Factsf"https://data.sec.gov/api/xbrl/companyfacts/CIK{cik:010}.json"
It is a JSON endpoint and edgartools
parses the JSON into a structured dataset - a pyarrow.Table
.
Getting facts for a company
To get company facts, first get the company, then call company.get_facts()
company = Company("SNOW")
company_facts = company.get_facts()
The result is a CompanyFacts
object which wraps the underlying facts and provides convenient ways of working
with the facts data. To get access to the underyling data use the facts
property.
You can get the facts as a pandas dataframe by calling to_pandas
df = company_facts.to_pandas()
Facts differ among companies. To see what facts are available you can use the facts_meta
property.
Contributing
Contributions are welcome! We would love to hear your thoughts on how this library could be better at working with SEC Edgar.
Reporting Issues
We use GitHub issues to track public bugs. Report a bug by opening a new issue; it's that easy!
Making code changes
- Fork the repo and create your branch from master.
- If you've added code that should be tested, add tests.
- If you've changed APIs, update the documentation.
- Ensure the test suite passes.
- Make sure your code lints.
- Issue that pull request!
License
edgartools
is distributed under the terms of the MIT license.
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