I am doing a regression analysis of all companies listed on s&p 500. It requires their 10-k reports. Where can I download all of them once?
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$\begingroup$ If any of the answers here solve what you’re looking for, please mark it as accepted. $\endgroup$– TheodoreCommented Aug 15, 2018 at 19:42
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$\begingroup$ @TheodoreWeld yes sir $\endgroup$– JungleDiffCommented Aug 15, 2018 at 19:44
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6 Answers
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Tidyquant also has a nice function tq_get() for getting all sorts of equity data from freely available sources including financial statements.
http://www.business-science.io/code-tools/2017/01/01/tidyquant-introduction.html
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The API's found on this site http://developer.edgar-online.com/docs allow you to acces historical SEC filings for most securities.
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$\begingroup$ hey, I just registered and got a key. But it keeps giving me this error: $\endgroup$ Commented May 18, 2016 at 5:33
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$\begingroup$ { "StatusCode": 403, "Message": "Application Key does not exist. Please contact [email protected] for support." } $\endgroup$ Commented May 18, 2016 at 5:33
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$\begingroup$ If you figured this out it would be good to know how? ie. Did it just take a few hours for the API Key to start working? $\endgroup$ Commented Oct 14, 2016 at 22:11
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$\begingroup$ I was receiving status:
403. It started working after going to "My Account" and editing my API application so all the fields were complete. I set the callback url to:http://localhost.com/callback(not sure if the callback url actually matters, but the one I listed will work for anyone) It's also possible that my editing didn't do anything and it just takes 20mins for the new API key to propagate through the servers. However, it did start working within 2 minuets of my changing the callback url field. $\endgroup$ Commented Nov 23, 2017 at 17:17
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If you are using R then try Quandl package to download the data, there you can find almost every kind of report.
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1. Another data provider: Compustat
The canonical source in academic research for the accounting data disclosed in 10-K filings is the Compustat annual database. The Compustat quarterly database contains information listed in 10-Qs and 10-Ks (and can be a bit trickier to work with).
I have no idea on the cost of those products.
2. Downloading 10-Ks and extracting data yourself...
I would NOT recommend this. It's a huge programming project. (I did it myself once to extract share repurchase data from the HTML of 10-Q, 10-K filings and it took months and months of testing.)
answered Jul 25, 2017 at 0:30
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I know this is an old question but I actually wrote a script that downloads 10-K docs off of the SEC's EDGAR database website.
https://github.com/Jordan-M-Young/pyQuarry
Check the '$E(' folder.
Hope this helps!
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$\begingroup$ Data mining doesn't mean downloading data. $\endgroup$ Commented Jun 29, 2020 at 23:16
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$\begingroup$ aw you're right! sorry about that $\endgroup$ Commented Jun 29, 2020 at 23:24
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you can extract sensitive sections like 1A,7,7A for your regression analysis using extract API . Here the github link
The extracts is in text format.
By calling the API you are not calling directly SEC for most volume sensitive requests.
