Friday, December 20, 2019

programming - Automated 10-K XBRL data grab using the SEC file structure


I would like to write a program that takes as input a list of CIK/year/quarter entries. The program should iterate through the list and, for each entry, grab XBRL financial data from the SEC website for the given CIK/year/quarter combination.



I can decipher some parts of the SEC file structure, but not all. For example, post fixing Archives/edgar/data/1288776/11/ to the SEC base address gives a directory listing of all filings for the year 2011, for the company with CIK 1288776. Unfortunately I cannot make sense of the naming convention within this directory.


One way around this is to simply use the SEC's search tool. However, this requires that I use a web crawler and I would prefer to use ftp directly.


Can anyone clarify how accession numbers are assigned? How do others go about pulling financials from the SEC website?




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