edgarWebR 1.0

3 min read RStats edgarWebR

I recently realized that edgarWebR 1.0 was released a while ago without much fanfare. 1.0 is a major milestone for the library, bringing the full set of (initial) planned functionality along with some bonus features.

Headline features:

  • 100% coverage of SEC search tools.
  • Parsing of submissions into component files and 10-x filings into items and parts.
  • A dataset of SIC mappings

What’s Next:

  • Bugfixes - corner cases keep popping up that need fixing
  • Parsing Improvements - I have some ideas about table handling that will help anyone interested in getting data out of older filings

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")

Contributing

If you’ve found this package helpful, contributions are always appreciated at the page on github:

  • Bug Reports
  • Code improvements
  • Documentation

I’m also always excited to hear about how the package is being used. If this package has helped you in any way, drop me a note!