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Are you looking for historical intraday data? AlgoSeek might be worth checking out.


These data are reported on SEC Form 8-K and are available from Sharadar. The QuantRocket documentation shows how to use the data and the available event codes.


With the adoption of the Securities Exchange Act of 1934, being in effect since June 15, 2015, any nationally recognized statistical rating organization (NRSRO) is obliged by the US Securities and Exchange Commission (SEC) to disclose any credit rating action from June 15, 2012 onwards (current rating actions can have a delay of 12-24 months before being ...

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