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What is a good place to acquire cheap/free historical quarterly filings data for US Companies? Specifically, I'm interested in the consolidated financial statements. The data should be well-structured and machine-readable (csv,tsv,json, etc.)

I'm familiar with CompuStat and CRSP but both are well out of my price range. Coverage need not be exhaustive, but most of the Russell 3000 (with dead companies) for the last 5-10 years would be great.

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up vote 5 down vote accepted

You can get quite a bit of structured data for free from the SEC's Edgar system via XML:

http://www.sec.gov/edgar/quickedgar.htm

http://xbrl.sec.gov/

Even the older stuff that's not xml based, is fairly readily parsable.

Another source that is easier to deal with, but not free, and possibly expensive, is CapitalIQ (where Yahoo Finance gets their data from).

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Was looking for something a little less labor intensive than XBRL processing - and I'm worried about coverage issues for e.g. small-cap companies that can't afford to prepare their reports in XBRL. Something like CSVs of trailing Revs, Earnings, Shares Outstanding, basic balance sheet info, and basic cash flow info. I'll leave this question open for a few days - if nothing more straightforward comes up I'll gladly accept this response. –  evanrsparks Feb 22 '11 at 15:42
    
@evanrsparks: yeah, it's free in terms of cash, but definitely has a cost in terms of time. –  glyphard Feb 23 '11 at 4:58
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Take a look at http://www.mergent.com/servius - specifically the Company Fundamentals API - this has historical quarterly financial statements, both in an as-reported and standardized form.

(Disclosure: The API is managed by my company)

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Welcome to Quant.SE. I see you've posted this four times; I also see you've posted something similar on Stack Overflow. I hope you can add more to this site than just links to your own company's interests. –  chrisaycock Jun 18 '11 at 1:07
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