R package for interacting with the SEC's EDGAR filing search and retrieval system
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README.md

edgarWebR

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Introduction

edgarWebR provides an interface to access the SEC's EDGAR system for company financial filings.

edgarWebR does not provide any functionality to extract financial data or other information from filings, only the metadata and company information. For processing of the financial data.

EDGAR Tools

The EDGAR System provides a number of tools for filing and entity lookup and examination. As of v1.0, edgarWebR supports all public search and browse interfaces.

Search Interfaces:

Tool URL edgarWebR function(s)
Company https://www.sec.gov/edgar/searchedgar/companysearch.html company_search(), company_information(), company_details(), company_filings()
Recent Filings https://www.sec.gov/cgi-bin/browse-edgar?action=getcurrent latest_filings()
Full Text http://searchwww.sec.gov/EDGARFSClient/jsp/EDGAR_MainAccess.jsp full_text()
Header Search https://www.sec.gov/cgi-bin/srch-edgar header_search()
Fund Disclosures https://www.sec.gov/edgar/searchedgar/prospectus.htm Use company_search() and specify the 'type' parameter as 485
Fund Voting Records https://www.sec.gov/edgar/searchedgar/n-px.htm Use company_search() and specify the 'type' parameter as 'N-PX'
Fund Search https://www.sec.gov/edgar/searchedgar/mutualsearch.html fund_search(), fund_fast_search()
Var. Insurance Products https://www.sec.gov/edgar/searchedgar/vinsurancesearch.html variable_insurance_search(), variable_insurance_fast_search()
Confidential treatment orders https://www.sec.gov/edgar/searchedgar/ctorders.htm Use header_search(), company_search(), latest_filings(), or full_text() and use form types 'CT ORDER'
Effectiveness notices https://www.sec.gov/cgi-bin/browse-edgar?action=geteffect effectiveness()
CIK https://www.sec.gov/edgar/searchedgar/cik.htm cik_search()
Daily Filings https://www.sec.gov/edgar/searchedgar/currentevents.htm current_events()
Correspondence https://www.sec.gov/answers/edgarletters.htm Use header_search(), company_search(), latest_filings(), or full_text() and use form types 'upload' or 'corresp'

Once a filing is found via any of the above, there are a number of functions to process the result -

  • filing_documents()
  • filing_filers()
  • filing_funds()
  • filing_information()
  • filing_details() - returns all 4 of the filing components in a list.

Parsing Tools

While edgarWebR is primarily focused on providing an interface to the online SEC tools, there are a few activities for handling filing documents for which no current tools exist.

  • parse_submission() - takes a full submission SGML document and parses out component documents. Most of the time, the documents of interest in a particular submission will be online and accessible via filing_documents() - this function is to unpack the raw submission to get all the documents. You may also find it more efficient if you're regularly downloading all of the files in a given submission.
  • parse_filing() - Takes a HTML narrative filing and annotates each paragraph with item and part numbers.

Data Sets

There is one dataset provided with edgarWebR - sic_codes, providing a catalog of SIC codes and their hierarchy.

URL Tools

There are also a number of utility functions to help construct useful URL's once you have a company CIK, submission accession number or specific file.

  • company_href() for linking to the company page
  • submission_index_href() and its family of related functions for linking to a specific submission and file.

Installation

edgarWebR is available from CRAN, so can be simply installed via

install.packages("edgarWebR")

To install the development version,

# Install the development version from GitHub:
# install.packages("devtools")
devtools::install_github("mwaldstein/edgarWebR")

Example

company_filings("AAPL", type = "10-K", count = 10)
#>        accession_number act file_number filing_date accepted_date
#> 1  0000320193-17-000070  34   001-36743  2017-11-03    2017-11-03
#> 2  0001628280-16-020309  34   001-36743  2016-10-26    2016-10-26
#> 3  0001193125-15-356351  34   001-36743  2015-10-28    2015-10-28
#> 4  0001193125-14-383437  34   000-10030  2014-10-27    2014-10-27
#> 5  0001193125-13-416534  34   000-10030  2013-10-30    2013-10-29
#> 6  0001193125-12-444068  34   000-10030  2012-10-31    2012-10-31
#> 7  0001193125-11-282113  34   000-10030  2011-10-26    2011-10-26
#> 8  0001193125-10-238044  34   000-10030  2010-10-27    2010-10-27
#> 9  0001193125-10-012091  34   000-10030  2010-01-25    2010-01-25
#> 10 0001193125-09-214859  34   000-10030  2009-10-27    2009-10-27
#>                                                                                                href
#> 1  https://www.sec.gov/Archives/edgar/data/320193/000032019317000070/0000320193-17-000070-index.htm
#> 2  https://www.sec.gov/Archives/edgar/data/320193/000162828016020309/0001628280-16-020309-index.htm
#> 3  https://www.sec.gov/Archives/edgar/data/320193/000119312515356351/0001193125-15-356351-index.htm
#> 4  https://www.sec.gov/Archives/edgar/data/320193/000119312514383437/0001193125-14-383437-index.htm
#> 5  https://www.sec.gov/Archives/edgar/data/320193/000119312513416534/0001193125-13-416534-index.htm
#> 6  https://www.sec.gov/Archives/edgar/data/320193/000119312512444068/0001193125-12-444068-index.htm
#> 7  https://www.sec.gov/Archives/edgar/data/320193/000119312511282113/0001193125-11-282113-index.htm
#> 8  https://www.sec.gov/Archives/edgar/data/320193/000119312510238044/0001193125-10-238044-index.htm
#> 9  https://www.sec.gov/Archives/edgar/data/320193/000119312510012091/0001193125-10-012091-index.htm
#> 10 https://www.sec.gov/Archives/edgar/data/320193/000119312509214859/0001193125-09-214859-index.htm
#>      type film_number
#> 1    10-K   171174673
#> 2    10-K   161953070
#> 3    10-K   151180619
#> 4    10-K   141175110
#> 5    10-K   131177575
#> 6    10-K   121171452
#> 7    10-K   111159350
#> 8    10-K   101145250
#> 9  10-K/A    10545024
#> 10   10-K   091139493
#>                                                 form_name description
#> 1  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 2  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 3  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 4  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 5  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 6  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 7  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 8  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 9  Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#> 10 Annual report [Section 13 and 15(d), not S-K Item 405]        <NA>
#>     size
#> 1  14 MB
#> 2  13 MB
#> 3   9 MB
#> 4  12 MB
#> 5  11 MB
#> 6   9 MB
#> 7   9 MB
#> 8  13 MB
#> 9   5 MB
#> 10  3 MB

Related Packages

  • XBRL - Low level extration of data from XBRL financial files
  • finstr - Process XBRL to extract data, combine periods, and make basic financial calulations.
  • finreportr - All in one to pull finnacials and information from EDGAR

Code of Conduct

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms. Report violations to (micah@waldste.in).