A Python package for retrieving SEC fundamental data
Project description
FundamentalData
A Python package for institutional-grade SEC financial data analysis with integrated market context.
Features ✨
- SEC API Integration: Direct EDGAR database access with automatic CIK resolution
- Temporal Alignment: Unified datetime indices across fundamental and market data
- Advanced Normalization: Built-in handling of XBRL discrepancies and reporting variants
- Quant-Ready: Pandas DataFrame outputs with NaN-aware preprocessing
- Enterprise Features: Type II rate limiting, configurable caching, and request retries
Installation
pip install "fundamental_data"
Import the package
from fundamental_data import FundamentalData
Usage
For single stock
fd = FundamentalData('myemail@email.com')
apple = fd.get_fundamentals('AAPL')
apple.QuarterlyTable #metrics organized according to quarters
apple.DatedTable #metric organized according to dates
apple.MetricStats #Statistics on the availability of metrics and related stats
apple.data #raw data
apple.CombinedTable #table combined with price data from yfinance
For multiple stocks
fd = FundamentalData('myemail@email.com')
dataDict = fd.get_bulk_fundamentals([AAPL,TSLA])
dataDict['AAPL'].QuarterlyTable
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