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

How much faster URL prediction is than RSS/EFTS

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

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,
        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
    ORDER BY calendar_year, week_start, submissiontype
    """,
    output_dir="filing_types",
)

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Fastest SEC Filings Websocket vs Normal Websocket

How much faster URL prediction is than RSS/EFTS

Getting SEC Filings faster than RSS through URL prediction

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

Code

SEC Filing Types

SEC filings by submission type

Code