The SEC provides the preprocessed reports in its Financial Statements Data Set only at the beginning of every quarter. If you are interested in receiving the lates filed reports every day, you might want to have a look at the Daily-Sec-Financial-Statement-Dataset API, which is hosted at rapidapi.com.
This API has a basic and premium subscription. The basic subscription provides daily data for days older than 3 weeks ago.
Note: this API is provided by myself and is still in BETA. So far i try to update the days only on a weekly basis.
Since the api is hosted on RapidApi.com, you first have to create an account, which only takes a few second.
Just go to the RapidApi SignUp page and use one of the provided options to signup.
Next, you have to create an api-key.
Create a new API entry, this will also directly create an api key. Just go to your APP page after login to rapidapi.com.
Enter a meaningful App Name like "Daily-Sec-Financial-Statement-Dataset" and click on the Save button.
Copy the hidden key in order to add it to the .secfsdstools.cfg config file.
Add the two entries rapidapikey and rapidapiplan to your config file, as shown below:
[DEFAULT] downloaddirectory =/secfsdstools/data/dld parquetdirectory = /secfsdools/data/parquet dbdirectory = /secfsdstools/data/db useragentemail = your.email@goeshere.com rapidapikey = [your_rapid_api_key_goes_here] rapidapiplan = basic
If you should decide to pay for the service, then your rapidapiplan would be "premium" instead of basic.
In order to download and index the latest daily-zip files, just call the update method:
from secfsdstools.update import update
update()
Now, you can read the data as explained in the quickstart notebook