US SEC(Security Exchange Commission) Quaterly Data
收藏资源简介:
Quantitative methodology used to extract quarterly financial data from SEC EDGAR XBRL filings and calculate earnings growth metrics for U.S. publicly-traded companies. Primary Objective: Build a systematic dataset for fundamental analysis and earnings growth modeling. Target Use Case: Quantitative investment research, factor modeling, and earnings surprise prediction. Data Sources SEC EDGAR API Endpoint: https://data.sec.gov/api/xbrl/companyfacts/ Format: JSON (XBRL taxonomy facts) Coverage: 10-Q and 10-K filings Update Frequency: Real-time (as companies file) Ticker-to-CIK Mapping Source: https://www.sec.gov/files/company_tickers.json Purpose: Convert stock tickers to SEC Central Index Key (CIK) identifiers Compliance User-Agent Header: Required (name + email) Rate Limit: 9 requests/second (below 10/sec SEC threshold) Timeout: 30 seconds per request



