Projects & Data
Open Source Projects
- datamule - Work with SEC data at scale
- datamule-data - Up to date data files for datamule using GitHub actions
- datamule-indicators - Automatically updating indicators generated from SEC data
- txt2dataset - Convert text into datasets
- secsgml - Parse SEC SGML efficiently
- doc2dict - Convert documents (HTML, XML, PDF, etc) into dictionaries
Data
- SEC Library (1994-present) - Download SEC Submissions without rate limits (Cost: $1 per 100,000 downloads)
- Insider Trading Database (Jan 2006-present) - Access 3,4,5 submission data in database form (Cost: $0.00006/mb)
- Institutional Holdings Database (Jul 2013-present) - Access 13F-HR Information Table data in database form (Cost: $0.00006/mb)
- Proxy Voting Records(Jan 2024-present) - Access NP-X Proxy Voting Records in database form (Cost: $0.00006/mb)
- XBRL Database - Access SEC XBRL in database form (Cost: $0.00006/mb)
Endpoints are integrated into the datamule. Cost is to cover expenses. If I make money, then that's cool. This guy also sells SEC data. Seems pretty good https://sec-api.io/.
Papers & Articles
- Managerial Differentiation - Forthcoming
- Putting Institutional Holdings in a Data Warehouse
- How to host the SEC Archive for $20/month
- Creating Structured Datasets from SEC filings
- Deploy a Financial Chatbot in 5 Minutes