Is it possible to fetch the 10-K filings using something like the following?
from sec_api import QueryApi
query_api = QueryApi(api_key='YOUR_API_KEY')
# Define search parameters
index_ticker = 'RUA' # Russell 3000 index ticker symbol
filing_type = '10-K'
start_date = '2020-01-01'
end_date = '2020-12-31'
# Build query
query = {
'query': {
'bool': {
'must': [
{'match': {'indexTic': index_ticker}},
{'match': {'formType': filing_type}},
{'range': {'filedAt': {'gte': start_date, 'lte': end_date}}}
]
}
},
'size': 10
}
# Send query and get results
results = query_api.get_filings(query)
In the response format, I don't see any information on the index. Therefore should I approach it in the following:
- Get the constituents of the Russell 3000 index
- Fetch 10-K filling for each
from sec_api import QueryApi
query_api = QueryApi(api_key='YOUR_API_KEY')
# Define search parameters
ticker = 'AAPL'
filing_type = '10-K'
start_date = '2020-01-01'
end_date = '2020-12-31'
# Build query
query = {
'query': {
'bool': {
'must': [
{'match': {'ticker': ticker}},
{'match': {'formType': filing_type}},
{'range': {'filedAt': {'gte': start_date, 'lte': end_date}}}
]
}
},
'size': 10
}
# Send query and get results
results = query_api.get_filings(query)
As you can see, this solution seems to be inefficient.