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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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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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  • $\begingroup$ 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. $\endgroup$
    – evanrsparks
    Feb 22 '11 at 15:42
  • $\begingroup$ @evanrsparks: yeah, it's free in terms of cash, but definitely has a cost in terms of time. $\endgroup$
    – glyphard
    Feb 23 '11 at 4:58
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I see the question and answers are rather old here but I just ran across quandl which provides access to a variety of SEC data with a free API key.

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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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    $\begingroup$ 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. $\endgroup$
    – chrisaycock
    Jun 18 '11 at 1:07
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Intrinio provides that data in JSON and CSV. Its free, up to 500 daily API calls:

https://intrinio.com/data/company-financials

For example, if you want to pull YUMs income_statement from Q2 2015:

https://api.intrinio.com/financials/standardized?identifier=YUM&statement=income_statement&fiscal_period=Q2&fiscal_year=2015

JSON output for company financials

Obviously you can get any statement (income, balance, cashflows), for any public US company, going back about 10 years this way. You just need to adjust the parameters.

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