Hey Jason, this is a really nice tutorial. I tried implementing this, but I am getting a "403 Forbidden" error from my get request. Do you know how to debug or what this issue might be? I know the SEC API documentation is very specific about the user-agent, so not sure if it's related at all.
Thank you, please make sure you specify the user-agent field when making requests. They automatically reject requests without it. If you continue to experience issues, check out my FinHub tutorial. You can get financials that way as well.
The json ticker list will contain all available companies and subs from their database. They will list companies and all the tickers associated: i.e. JPM -> JPM-A, JPM-B, etc.
Don't think so, I believe they list these to group them per filing #. Just as when you look up the filings online, the company usually compares the most recent period to a period in the past YoY, QoQ, etc.
Is there a way to get more specific info than just the tag? Eg instead of just us-gaap: RevenueFromContractWithCustomerExcludingAssessedTax, could we get the Member or Axis too (to distinguish between revenues from different things)? Thank you!
There is, but the SEC does not make it available through the API :/ . If you look at recent filings you can click on the values and it gives you the tag i.e. value info. There are none for the old filings.
@@quantroom Did you figure this out? I have a script to collect all of the data and load it into a dataframe, however assigning (actual) periods to data points is proving difficult. This appears to be due to the fact that the 10-K/Q xbrl documents for any given period also contain historical data from prior periods, and the api does not (seem to) distinguish between these historical values and the values associated with the period the filing is for. This is further compounded by the fact that the measures are all lumped together and not separated by financial statement or whatever (only looked at 'us-gaap' so far). I think in the zip files you can get some kind of mapping file that contains tag "membership" which would allow you to filter out historical data, but I have not gone down that road other than spending about 5 seconds reading about it. Wondering if there's an easy way. If you've got any thoughts, I would be greatly appreciative.
Even though I am using a different programming language, I am still using your tutorial because there is nothing else like it.
Glad it is useful!
Dude.... this is pure GOLD!! Thank you so much.
Glad it helped!
Hi Jason, this is amazing! It fills a few gaps I have been struggling with. Thanks for sharing!
Glad it was helpful!
Hey Jason, this is a really nice tutorial. I tried implementing this, but I am getting a "403 Forbidden" error from my get request. Do you know how to debug or what this issue might be? I know the SEC API documentation is very specific about the user-agent, so not sure if it's related at all.
Thank you, please make sure you specify the user-agent field when making requests. They automatically reject requests without it. If you continue to experience issues, check out my FinHub tutorial. You can get financials that way as well.
Hey Jason. Been stalking your channel for a while. Are you working as a quant by any chance?
Hello there, thanks for checking out the content on my channel. No I am not working as a quant, all I do is for my personal research/trading.
@@quantroom I guess what i'm asking is, do you have a day job or is trading your day job?
Yes, I have a day job that is non-trading related. I just do this on the side for my own trading.
Hey Jason, great video! Do you know where I could find subsidiaries of tickers by chance? Been looking for a while to no avail.
Subsidiaries like BRK-A BRK-B that share the same CIK number?
I meant like a systematic way of discovering a companies subsidiaries using this database. Like finding out Google is a subsidiary of Alphabet
The json ticker list will contain all available companies and subs from their database. They will list companies and all the tickers associated: i.e. JPM -> JPM-A, JPM-B, etc.
How would you go about doing this for filings pre 2006? Seems EDGAR has a cutoff at 2006.
Great question. It seems they are not going to make old fillings accessible through the API.
would be good to expand on the fy, fp and frame columns. seems there are duplicates as far as fy and fp. is it some are actuals and estimates?
Don't think so, I believe they list these to group them per filing #. Just as when you look up the filings online, the company usually compares the most recent period to a period in the past YoY, QoQ, etc.
Is there a way to get more specific info than just the tag? Eg instead of just us-gaap: RevenueFromContractWithCustomerExcludingAssessedTax, could we get the Member or Axis too (to distinguish between revenues from different things)? Thank you!
How best do we set up a database to hold all this? Both Price and Financial data.
s/o from South Africa
Thank you for your question, I have some videos on how to save data on MySQL or SQLite.
@@quantroom the Filters playlist is EXACTLY what I was looking for! Thank you brother.
Why there is no fillings before 2008?
There is, but the SEC does not make it available through the API :/ . If you look at recent filings you can click on the values and it gives you the tag i.e. value info. There are none for the old filings.
Sec.gov berkshire hathaway inc trading list api possible?
Thank you
iam English few little. ㅠㅠ
Sec에서 berkshire hathaway 가 매수한 내역을 api로 가져올수있을까요?
Korean
I think you are looking for institutional trade activity (13-F Filings). I have a video on how to get these trade activity in R.
I wonder how to filter out data for certain fiscal years
I am working on a script to clean the data
@@quantroom Did you figure this out? I have a script to collect all of the data and load it into a dataframe, however assigning (actual) periods to data points is proving difficult. This appears to be due to the fact that the 10-K/Q xbrl documents for any given period also contain historical data from prior periods, and the api does not (seem to) distinguish between these historical values and the values associated with the period the filing is for. This is further compounded by the fact that the measures are all lumped together and not separated by financial statement or whatever (only looked at 'us-gaap' so far). I think in the zip files you can get some kind of mapping file that contains tag "membership" which would allow you to filter out historical data, but I have not gone down that road other than spending about 5 seconds reading about it. Wondering if there's an easy way.
If you've got any thoughts, I would be greatly appreciative.
Hi jason your answer read
Thank you
But your TH-cam 13F not find source code.
Please me send me source code. Or like code.
Thank you
I provide this script on my Patreon. The link is on the video description.