Disclosures/Text¶

It is easy to access the contents of SEC filings from Calcbench.

Calcbench parses the sections of the 10-K/Q such as Management’s Discussion and Analysis and Risk Factors. See the list of available sections @ https://www.calcbench.com/disclosure_list

class calcbench.disclosures.DisclosureContent(**kwargs)¶

Cooresponds to XBRLDisclosure on the server

CIK: str¶

accession_id: int¶

blobs: Sequence[str]¶

property contents: str¶

Return type: str

disclosure_type: int¶

document_type: str¶: Public end_date As Date Public filing_date As Date Public date_reported As DateTime

entity_id: int¶

entity_name: str¶

fact_id: int¶

fiscal_period: str¶

fiscal_year: int¶

is_detail: bool¶

label: str¶

last_in_group: bool¶

local_name: str¶

networkID: int¶

sec_accession_number: str¶

sec_html_url: str¶

table_list: list¶

ticker: str¶

class calcbench.disclosures.DisclosureSearchResults(**kwargs)¶

Represents a disclosure.

CIK: str¶

SEC_URL: str¶

accession_id: int¶

blob_id: str¶

calendar_period: calcbench.api_query_params.Period¶

calendar_year: int¶

content: Optional[calcbench.disclosures.DisclosureContent] = None¶

property date_reported: Optional[datetime.datetime]¶

Time (EST) the document was available from Calcbench

Return type: Optional[datetime]

description: str¶

disclosure_type_name: str¶

document_type: str¶

entity_id: int¶

entity_name: str¶

fact_id: int¶

filing_date: str¶

filing_type: int¶

fiscal_period: calcbench.api_query_params.Period¶

fiscal_year: int¶

footnote_type: str¶

footnote_type_title: calcbench.disclosures.FootnoteTypeTitle¶

get_contents()¶

Content of the document, with the filers HTML

Return type: str

get_contents_text()¶

Contents of the HTML of the document

Return type: str

get_disclosure()¶

Content of the document, with the filers HTML

Return type: DisclosureContent

guide_link: str¶

id_detail: bool¶

local_name: str¶

network_id: int¶

page_url: str¶

period_end_date: str¶

received_date: str¶

sec_accession_number: str¶

sec_filing_id: int¶

ticker: str¶

class calcbench.disclosures.FootnoteTypeTitle(value)¶

An enumeration.

AccountingPolicies = 'Accounting Policies'¶

AdditionalSections = 'Additional 10-K and 10-Q Sections'¶

BusinessCombinations = 'Business Combinations'¶

CashAndEquivalents = 'Cash And Cash Equivalents'¶

CommitmentsAndContigencies = 'Commitment And Contingencies'¶

Compensation = 'Compensation Related Costs Postemployment Benefits'¶

Debt = 'Debt'¶

Derivatives = 'Derivative Instruments And Hedging Activities'¶

EarningPerShare = 'Earnings Per Share'¶

EigthKsByItemType = '8-Ks By Item Type'¶

Equity = 'Equity'¶

Goodwill = 'Goodwill & Intangible Assets'¶

IncomeTax = 'Income Tax'¶

InterimReporting = 'Interim Reporting'¶

Inventory = 'Inventory & PPE'¶

Leases = 'Leases'¶

Other = 'Other'¶

OtherExpenses = 'Other Expenses'¶

PolicyTextBlock = 'Policy Text Block'¶

RelatedDocuments = 'Related Documents (8-Ks, Proxys & Letters)'¶

RevenueFromContractWithCustomer = 'Revenuefrom Contract With Customer'¶

Segment = 'Segment'¶

TextBlock = 'Text Block'¶

calcbench.disclosures.disclosure_dataframe(company_identifiers=[], disclosure_names=[], all_history=False, year=None, period=None, progress_bar=None, period_type=None, identifier_key='ticker', block_tag_names=[], use_fiscal_period=True, entire_universe=False, batch_size=100)¶

Disclosures/Footnotes in a DataFrame

formerly know as “document_dataframe”

Parameters

company_identifiers (Sequence[Union[str, int]]) – list of tickers or CIK codes
disclosure_names (Sequence[str]) – The sections to retrieve, see the full list @ https://www.calcbench.com/disclosure_list. You cannot request XBRL and non-XBRL sections in the same request. eg. [‘Management’s Discussion And Analysis’, ‘Risk Factors’]
all_history (bool) – Search all time periods
year (Optional[int]) – The year to search
period (Union[Period, Literal[0, 1, 2, 3, 4], None]) – period of data to get
period_type (Optional[PeriodType]) – Only applicable when other period data not supplied. Use “annual” to only search end-of-year documents, “quarterly” is all history all periods
progress_bar (Optional[tqdm]) – Pass a tqdm progress bar to keep an eye on things.
identifier_key (Literal[‘ticker’, ‘CIK’]) – how to index the returned DataFrame.
use_fiscal_period (bool) – Index disclosure by fiscal, as opposed to calendar periods.
entire_universe (bool) – Data for all companies

Return type

DataFrame

Returns

A DataFrame of DisclosureSearchResults indexed by document name -> company identifier.

Usage:

>>> data = calcbench.disclosure_dataframe(company_identifiers=["msft", "goog"],
>>>                                     all_history=True,
>>>                                     disclosure_names=["ManagementsDiscussionAndAnalysis", "RiskFactors"],
>>>                                     period_type="annual")
>>> word_counts = data.applymap(lambda disclosure: disclosure.get_contents_text().split()
>>>                             na_action="ignore")

calcbench.disclosures.disclosure_search(company_identifiers=None, full_text_search_term=None, year=None, period=Period.Annual, period_type=None, document_type=None, block_tag_name=None, entire_universe=False, use_fiscal_period=False, document_name=None, all_history=False, updated_from=None, batch_size=100, sub_divide=False, all_documents=False, disclosure_names=[], progress_bar=None, accession_id=None, all_text_blocks=False)¶

Footnotes and other text

Search for footnotes and other sections of 10-K, see https://www.calcbench.com/footnote.

Formerly know as “document_search”

Parameters

company_identifiers (Optional[Sequence[Union[str, int]]]) – list of tickers or CIK codes
year (Optional[int]) – Year to get data for
full_text_search_term (Optional[str]) – Use Calcbench’s full text index to search documents. Documents are returned in decreasing order of relevance as defined by TF-IDF. Use Lucene query syntax, https://lucene.apache.org/core/2_9_4/queryparsersyntax.html. You can restrict the documents search by setting the document_type. For instance, ‘commentLetter’, ‘EarningsPressReleaseFrom8K’, ‘eightk_all_types’
period (Union[Period, Literal[0, 1, 2, 3, 4], None]) – period of data to get. 0 for annual data, 1, 2, 3, 4 for quarterly data.
use_fiscal_period (bool) – interpret the passed period as a fiscal period, as opposed to calendar period
period_type (Optional[PeriodType]) – only applicable when other period data not supplied. Use “annual” to only search end-of-year disclosures, “quarterly” is all history all periods
document_type (Optional[str]) – Search a specific document type.
disclosure_names (Sequence[str]) – The sections to retrieve, see the full list @ https://www.calcbench.com/disclosure_list. You cannot request XBRL and non-XBRL sections in the same request. eg. [‘Management’s Discussion And Analysis’, ‘Risk Factors’]
all_history (bool) – Search all time periods
updated_from (Optional[date]) – include filings from this date and after.
sub_divide (bool) – return the disclosures split into sections based on headers.
all_documents (bool) – all of the documents for a single company/period.
entire_universe (bool) – Search all companies
progress_bar (Optional[tqdm]) – Pass a tqdm progress bar to keep an eye on things.
block_tag_name (Optional[str]) – Level 2 or 3 XBRL tag. See the list of FASB tags @ https://www.calcbench.com/disclosure_list#blockTags
all_text_blocks (bool) – All level 1 and accounting policy text blocks

Return type

Generator[DisclosureSearchResults, None, None]

Returns

A iterator of DisclosureSearchResults

Usage:

>>> import tqdm
>>> sp500 = calcbench.tickers(index="SP500")
>>> with tqdm.tqdm() as progress_bar:
>>>     risk_factors = calcbench.disclosure_search(
>>>          company_identifiers=sp500,
>>>          disclosure_names=["RiskFactors"],
>>>          all_history=True,
>>>          progress_bar=progress_bar
>>>     )

Disclosures/Text¶

Calcbench API Client

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