Datamule Statistics

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When a SEC filings is accepted by the SEC, a Filing Metadata page is immediately created. Then, seconds, minutes, hours, or days later the filing is emitted on the RSS feed. Fastest SEC Filings Websocket uses a combination of RSS improvements and predictive algorithms to detect filings faster. Below are graphs comparing it to the normal websocket. The normal websocket should be as fast or faster than existing commercial options. The underlying data is from SEC Filings Metadata.

More details on design: How to Make a Fast SEC Filing Detection System.

Fastest SEC Filings Websocket vs Normal Websocket

Total Difference (all time): Calculating…

Total Difference (averaged by day): Calculating…

How much faster URL prediction is than RSS/EFTS

Total Difference (all time): Calculating…

Total Difference (averaged by day): Calculating…

Getting SEC Filings faster than RSS through URL prediction

Fastest SEC Filings prediction algorithm 'index_url' vs Websocket's 'anticipate'

RSS speed improvement via better understanding of sec.gov load balancing

Total Difference (all time): Calculating…

Total Difference (averaged by day): Calculating…

Source: Datamule public statistics data.

Code

Use datamule-hub to download the source data for the last 30 complete Eastern days.

from datetime import datetime, time, timedelta
from zoneinfo import ZoneInfo
from datamulehub import databases

eastern = ZoneInfo("America/New_York")
end_date = datetime.now(eastern).date()
start_date = end_date - timedelta(days=30)
start_seconds = int(datetime.combine(start_date, time(), eastern).timestamp())
end_seconds = int(datetime.combine(end_date, time(), eastern).timestamp())

databases.query(
    f"""
    SELECT accession, detected_time, detection_method
    FROM fastest_sec_filings_metadata
    WHERE detected_time >= {start_seconds * 1000}
      AND detected_time < {end_seconds * 1000}
    """,
    output_dir="fastest",
)

databases.query(
    f"""
    SELECT accession, source, detected_time
    FROM monitor_dumps
    WHERE detected_time >= {start_seconds}
      AND detected_time < {end_seconds}
      AND lower(source) IN ('rss', 'efts', 'anticipate')
    """,
    output_dir="websocket",
)

databases.query(
    f"""
    SELECT accessionnumber, acceptancedatetime, filingdate
    FROM submissions_metadata
    WHERE filingdate >= '{start_date}'
      AND filingdate < '{end_date}'
    """,
    output_dir="linked_filings",
)

SEC Filing Types

Submission types

Interval Bars Show XBRL breakdown

Loading filing types…

Source: Datamule filing types data.

Code

Use datamule-hub to download the filing type counts.

from datamulehub import databases

databases.query(
    """
    SELECT
        submissiontype,
        CAST(date_trunc('week', CAST(filingdate AS DATE)) AS DATE) AS week_start,
        CAST(date_trunc('month', CAST(filingdate AS DATE)) AS DATE) AS month_start,
        year(CAST(filingdate AS DATE)) AS calendar_year,
        COUNT(*) AS count,
        SUM(CASE WHEN containsxbrl = 1 THEN 1 ELSE 0 END) AS xbrl_count
    FROM sec_submission_details_table
    WHERE submissiontype IS NOT NULL AND filingdate IS NOT NULL
    GROUP BY 1, 2, 3, 4
    ORDER BY calendar_year, month_start, week_start, submissiontype
    """,
    output_dir="filing_types",
)

SEC Signature Search

Signer name

Loading signatures…

Source: Datamule signature data.

Code

Use datamule-hub to download the last five years of SEC signature records.

from datamulehub import databases

databases.query(
    """
    SELECT accessionnumber, filingdate, name
    FROM (
        SELECT accessionnumber, filingdate, signature AS name
        FROM "schedule_13d_signature_person"
        WHERE signature IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "345_owner_signature"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturereportingpersonname
        FROM "schedule_13g_signature_information"
        WHERE signaturereportingpersonname IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, personsignature
        FROM "c_signature_person"
        WHERE personsignature IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, personsignature
        FROM "c_tr_signature_person"
        WHERE personsignature IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "13fhr"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "d"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "25_nse"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "ncr"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signername
        FROM "ma"
        WHERE signername IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signername
        FROM "ma_w"
        WHERE signername IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signername
        FROM "sbse_c"
        WHERE signername IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signpersonname
        FROM "x_17a_5"
        WHERE signpersonname IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, nameofsigningofficer
        FROM "n_mfp12"
        WHERE nameofsigningofficer IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, nameofsigningofficer
        FROM "n_mfp3"
        WHERE nameofsigningofficer IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, registrantsignedname
        FROM "n_cen"
        WHERE registrantsignedname IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signername
        FROM "nport_p"
        WHERE signername IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "ta_1"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "ta_2"
        WHERE signaturename IS NOT NULL

        UNION ALL
        SELECT accessionnumber, filingdate, signaturename
        FROM "ta_w"
        WHERE signaturename IS NOT NULL
    ) signers
    WHERE filingdate >= CAST(date_add('year', -5, current_date) AS VARCHAR)
    """,
    output_dir="all_signers",
)

SEC Commissions

Loading commissions…

Source: Datamule commissions data.

Code

Use datamule-hub to download the source records.

from datamulehub import databases

databases.query(
    """
    SELECT
        accessionnumber,
        filingdate,
        'd' AS submission_type,
        CAST(findersfeedollaramount AS varchar) AS findersfee,
        CAST(salescommissionsdollaramount AS varchar) AS commissions
    FROM "d"
    WHERE findersfeedollaramount IS NOT NULL
       OR salescommissionsdollaramount IS NOT NULL

    UNION ALL
    SELECT
        accessionnumber,
        filingdate,
        '1-A',
        CAST(finderfeesfee AS varchar),
        CAST(salescommissionsserviceproviderfees AS varchar)
    FROM "1a"
    WHERE finderfeesfee IS NOT NULL
       OR salescommissionsserviceproviderfees IS NOT NULL

    UNION ALL
    SELECT
        accessionnumber,
        filingdate,
        '1-K',
        CAST(findersfees AS varchar),
        CAST(salescommissionsfee AS varchar)
    FROM "1k_summary_info"
    WHERE findersfees IS NOT NULL
       OR salescommissionsfee IS NOT NULL

    UNION ALL
    SELECT
        accessionnumber,
        filingdate,
        '1-Z',
        CAST(findersfees AS varchar),
        CAST(salescommissionsfee AS varchar)
    FROM "1_z"
    WHERE findersfees IS NOT NULL
       OR salescommissionsfee IS NOT NULL
    """,
    output_dir="finders_and_commissions",
)

SEC Mergers

Series name

Loading mergers…

Source: Datamule merger data. Dates shown are filing dates.

Code

Use datamule-hub to download series-level merger filings.

from datamulehub import databases

databases.query(
    """
    SELECT
        accessionnumber,
        filingdate,
        acquiringcik,
        acquiringentityname,
        acquiringseriesid,
        acquiringseriesname,
        acquiringclasscontractid,
        acquiringclasscontractname,
        targetcik,
        targetentityname,
        targetseriesid,
        targetseriesname,
        targetclasscontractid,
        targetclasscontractname
    FROM "effect_merger"
    WHERE acquiringseriesid IS NOT NULL
      AND acquiringseriesname IS NOT NULL
      AND targetseriesid IS NOT NULL
      AND targetseriesname IS NOT NULL
    """,
    output_dir="effect_merger",
)

XBRL Benford's Law

Compare the first nonzero digits of numeric XBRL values in one filing with Benford's Law.

Company name or CIK

Accession number

Sources: XBRL Benford data and filer names.

Code

Generate the first nonzero digit counts by accession, taxonomy, and submission type with datamule-hub.

from datamulehub import databases

databases.query(
    """
    SELECT acc AS accessionnumber, c.cik, d.submissiontype, taxonomy, digit, n
    FROM (
        SELECT accessionnumber AS acc, taxonomy,
               CAST(regexp_extract(value, '[1-9]') AS integer) AS digit,
               count(*) AS n
        FROM simple_xbrl
        WHERE regexp_like(value, '^-?[0-9]+([.][0-9]+)?$')
          AND regexp_like(value, '[1-9]')
        GROUP BY 1, 2, 3
    )
    JOIN sec_accession_cik_table c ON acc = c.accessionnumber
    JOIN sec_submission_details_table d ON acc = d.accessionnumber
    ORDER BY 1, 2, 3, 4, 5
    """,
    output_dir="benford_by_accession_cik_taxonomy_type",
)