sec-edgar-api

Parse SEC EDGAR HTML documents into a tree of elements that correspond to the visual (semantic) structure of the document.

🤖 Unofficial SEC EDGAR API wrapper for Python

Find and download SEC filings. Built on top of sec-edgar-downloader.

Enter a US stock ticker, get an analyst grade memo with DCF valuation, peer comparables, news sentiment, and earnings call tone analysis. Multi agent LLM pipeline (Claude + GPT-4o devil's advocate) with strict citation validation. FastAPI + Next.js + pgvector RAG. No hallucinated numbers

A package for downloading, extracting, parsing, and processing data from SEC-EDGAR, a public online database of all documents filed with the USA's Securities and Exchange Commission.

Code sample to extract sections from Sec (EDGAR) 10-K, 3, 4, 5 , 8-K, 13f Filing forms in TXT and convert to csv

Survivorship-bias-free daily prices, SEC filings (TTM), corporate events, and technical indicators (2015–present).

This Python toolkit enables SEC data collection and financial data extraction via SEC EDGAR API. It provides 10-K filings download, financial metrics extraction, and batch SEC downloading for investment research tools, quantitative finance, and AI financial analysis.

End-to-end financial analytics platform integrating SEC EDGAR, Alpha Vantage, FRED, Python, PostgreSQL, and Power BI.

REST API for retrieving SEC EDGAR filings. Returns filing metadata and direct links to official SEC documents.

ESG analytics platform that scores 28 US financial companies using SEC 10-K filings, NLP, and Gemini AI. Built with PostgreSQL, Streamlit, and Python.

Production-oriented SEC/XBRL data engineering reference: fixture-first ingestion, dbt/DuckDB modeling, CI validation, Docker, Airflow example, and parameterized GCP IaC.

RAG system benchmarking 7 retrieval strategies on SEC 10-K filings. Hybrid chunking + BGE + RRF fusion scores 4.50/5.00 on LLM-as-judge evaluation.

This script utilizes the SEC EDGAR API to download HTML copies of SEC filings in an easy-to-use, compliantly polite, and incredibly effective script.

Cross-asset event intelligence for autonomous trading agents — 40 primary sources (SEC, Fed, Federal Register, USGS, Nasdaq halts, DefiLlama, Polymarket…) scored into per-asset impacts. MCP + REST, paid per call in USDC via x402.

GCP-native ELT pipeline in BigQuery with a Gemini ReAct agent and RAG over SEC 10-Q filings