SEC EDGAR Bulker

A robust Python project for downloading and parsing SEC EDGAR filings with parallel processing capabilities, proxy support, and metadata extraction.

Future Project Structure

sec_edgar_bulker/
├── __init__.py              # Package initialization
├── cli.py                   # Command-line interface
├── config.py                # Configuration handling
├── exceptions.py            # Custom exceptions
├── core/                    # Core functionality
│   ├── __init__.py
│   └── downloader.py        # Main downloader implementation
├── models/                  # Data models
│   ├── __init__.py
│   ├── exhibit.py          # Exhibit data models
│   └── filing.py           # Filing data models
├── network/                 # Network handling
│   ├── __init__.py
│   ├── headers.py          # HTTP headers management
│   ├── proxy.py            # Proxy management
│   └── session.py          # Session management
├── parsers/                 # Filing parsers
│   ├── __init__.py
│   ├── parser.py           # Main parser implementation
│   └── saver.py            # File saving utilities
├── utils/                   # Utility functions
│   ├── __init__.py
│   ├── config_generator.py # Config file generation
│   ├── logging.py          # Logging configuration
│   ├── progress.py         # Progress tracking
│   └── validation.py       # Input validation
└── tests/                  # Test suite
    ├── __init__.py
    ├── conftest.py         # Test configuration
    ├── test_filing_parser.py
    ├── test_metadata_download.py
    ├── data/               # Test data
    │   └── proxies.txt
    ├── integration/        # Integration tests
    │   └── test_downloader.py
    ├── network/            # Network tests
    │   ├── test_headers.py
    │   └── test_session.py
    └── parsers/            # Parser tests
        ├── test_filing_header.py
        └── test_filing_processor.py

Key Features and Functionality

Data Retrieval

1. Quarterly Bulk Downloads: Download entire quarters of SEC filings in parallel
2. Smart Resume: Automatically continues from last downloaded file if interrupted
3. Proxy Support: Rotates through multiple proxies to avoid rate limiting
4. Configurable Retry Logic: Attempts up to 10 retries on network failures
5. Progress Tracking: Real-time progress bars using tqdm

Filing Types Support

6. Form Types: Downloads various SEC forms including: (coming soon)
   • 10-K (Annual Reports)
   • 10-Q (Quarterly Reports)
   • 8-K (Current Reports)
   • 20-F (Foreign Private Issuer Reports)
   • DEF 14A (Proxy Statements)

Processing Capabilities

7. Parallel Processing: Multi-threaded downloading and parsing
8. Raw File Storage: Saves unprocessed files for custom parsing
9. Incremental Updates: Only downloads new or modified filings
10. Company Filtering: Filter downloads by CIK or company name
11. Date Range Filtering: Specify custom date ranges for downloads
12. Index File Processing: Parses master.idx files for efficient lookups

Error Handling

13. Graceful Error Recovery: Continues processing despite network issues
14. Detailed Logging: Comprehensive error and warning messages
15. Network Error Handling: Manages proxy timeouts and connection issues
16. Corrupt File Detection: Validates downloaded files for integrity

Data Organization

17. Structured Output: Organizes files by year, quarter, and form type
18. Metadata Extraction: Pulls key information from filing headers
19. CIK Directory Structure: Maintains company-specific file organization
20. Index Generation: Creates searchable indices of downloaded content

Performance Features

21. Memory Efficient: Streams large files instead of loading entirely
22. Bandwidth Management: Throttles downloads to respect SEC limits
23. Cache Management: Maintains local cache of frequently accessed data
24. Resource Monitoring: Tracks CPU and memory usage during processing

User Interface

25. Progress Visualization: Shows download and processing progress
26. Status Updates: Displays current operation and estimated completion
27. Error Reporting: Clear error messages with suggested solutions
28. Activity Logs: Maintains detailed logs of all operations

Integration Features

29. API Integration: Easy integration with data analysis pipelines
30. Parsing Capabilities: Exports metadata in JSONL format

Quick Start

Configuration

Minimal Required Configuration

# Required configurations
years: [2022, 2023]  # List of years to process
quarters: [1, 2, 3, 4]  # List of quarters to process
http:
  settings:
    static_headers:
      User-Agent: 'Mozilla/5.0 ... SEC-Downloader [email protected]'  # SEC requires your email
      Accept-Encoding: 'gzip, deflate'
      Host: 'www.sec.gov'

Proxy Configuration

While proxies are not strictly required, they are recommended for large-scale downloads to avoid rate limiting. Proxies should be provided in a separate file (proxies.txt) in the format:

ip:port:username:password

Example proxy entry (one per line on proxies.txt):

191.96.104.139:5876:username:password

Configure proxy usage in config.yaml:

proxies:
  enabled: true
  file: "proxies.txt"  # Path to proxy list file
  max_retries: 10      # Retries per proxy

Output Format

The downloader saves files in JSONL format with the following structure:

{"_id": "11d89d83-e718-440b-bca2-d56d3731610f", "url": "https://www.sec.gov/Archives/edgar/data/1821534/000114036121038137/brhc10030255_ex99-1.htm", "sec_document": "0001140361-21-038137.txt : 20211116", "document_type": "ADD EXHB", "content_type": "text", "metadata": {"cik": "1821534", "company_name": "Exodus Movement, Inc.", "form_type": "1-U", "date_filed": "2021-11-16", "accession_number": "000114036121038137", "master_file": "master42021", "sec_document": "0001140361-21-038137.txt : 20211116", "filename": "brhc10030255_ex99-1.htm", "sequence": "2", "description": "EXHIBIT 99.1", "title": "", "filing_form_type": "1-U", "conformed_submission_type": "1-U", "standard_industrial_classification": "FINANCE SERVICES", "classification_number": "6199"}, "document_content": "<DOCUMENT>\n<TYPE>ADD EXHB\n<SEQUENCE>2\n<FILENAME>brhc10030255_ex99-1.htm\n<DESCRIPTION>EXHIBIT 99.1\n<TEXT>\n<html>\n  <head>\n    <title></title>\n    <!-- Licensed to: Broadridge\n         Document created using EDGARfilings PROfile 8.0.0.0\n         Copyright 1995 - 2021 Broadridge -->\n  </head></DOCUMENT>\n"}

Advanced Configuration

Download Settings

download:
  pdfs: true                # Download PDF versions if available
  metadata_only: false      # Only download metadata, skip documents
  max_workers: 400         # Parallel download workers
  worker_timeout: 4000     # Seconds before worker timeout
  batch_size: 100         # Items per batch for processing

Output Structure

output:
  filings_to_disk: false   # Save raw filings to disk
  whole_filings: false     # Save entire filing as single JSON
  directories:
    output: "output"       # Main output directory
    exhibits: "exhibits_download"
    filings: "filings_download"
    logs: "logs"

Document Processing

The downloader processes each document with the following structure:

document:
  output_format:
    main_keys:             # Primary document fields
      - _id               # Unique document identifier
      - url              # SEC.gov URL
      - sec_document     # SEC document identifier
      - type             # Document type
      - document_content # Actual content
    metadata_keys:        # Metadata fields
      - cik
      - company_name
      - form_type
      - date_filed
      - accession_number
      - master_file
      - content_type
      - filename
      - sequence
      - description
      - title

Metadata Extraction

Available metadata fields:

1. Default Fields (Always Extracted):

   • cik
   • company_name
   • form_type
   • date_filed
   • accession_number
   • master_file
   • sec_document
   • filename
   • sequence
   • description
   • title
   • filing_form_type
   • conformed_submission_type
   • standard_industrial_classification
   • classification_number

2. Optional Header Fields:

   header:
     enabled: false
     fields:
       - acceptance_datetime
       - public_document_count
       - conformed_period_of_report
       - filed_as_of_date
       - date_as_of_change
       - sec_act
       - sec_file_number
       - film_number

3. Optional Company Data:

   company:
     enabled: false
     fields:
       - irs_number
       - state_of_incorporation
       - fiscal_year_end
       - business_address
       - mail_address

Header Parsing Configuration

The downloader supports custom header parsing patterns:

header_parsing:
  use_config: false  # Use default parsing if false
  default:
    patterns:
      accession_number: "ACCESSION NUMBER:\\s*(\\S+)"
      company_name: "COMPANY CONFORMED NAME:\\s*(.+?)\\n"
      cik: "CENTRAL INDEX KEY:\\s*(\\d+)"

  custom:
    sections:
      - name: "IDENTIFICATION"
        start: "<SEC-HEADER>"
        end: "FILING VALUES"
        fields:
          - name: "accession_number"
            pattern: "ACCESSION NUMBER:\\s*(\\S+)"
          - name: "company_name"
            pattern: "COMPANY CONFORMED NAME:\\s*(.+?)\\n"

SEC.gov Access Configuration

Required headers for SEC.gov access:

navigation_headers:
  use_random: false  # Use static headers (recommended)
  settings:
    static_headers:
      User-Agent: 'Mozilla/5.0 ... SEC-Downloader [email protected]'
      Accept-Encoding: 'gzip, deflate'
      Host: 'www.sec.gov'

Performance Optimization

1. Worker Configuration:

   • Adjust max_workers based on available CPU cores
   • Set worker_timeout based on network conditions
   • Tune batch_size for memory optimization

2. Network Settings:

   • Configure proxy timeouts (default: 300 seconds)
   • Set retry attempts (default: 10)
   • Adjust request delays to comply with SEC.gov rate limits

3. Storage Options:

   • Enable filings_to_disk for raw file storage
   • Use metadata_only for quick indexing
   • Enable whole_filings for complete filing preservation

Logging and Monitoring

logging:
  level: "INFO"
  format: "%(asctime)s - %(levelname)s - %(message)s"
  file_enabled: true

Monitor progress through:

• Download statistics
• Worker status
• Network errors
• Processing completion rates

What to Expect on Screen

[Progress Bars]
Processing master12022.idx: 100%|██████████████| 104259/104259 [27:37<00:00, 62.88it/s]

[Information Messages]
2024-XX-XX XX:XX:XX - INFO - Found 291583 submissions in masterXXXXX.idx
2024-XX-XX XX:XX:XX - INFO - Resuming from last checkpoint

[Warning Messages]
2024-XX-XX XX:XX:XX - ERROR - Network error with proxy XXX.XXX.XXX.XXX:XXXX (attempt X/10)
2024-XX-XX XX:XX:XX - ERROR - Timeout error with proxy XXX.XXX.XXX.XXX:XXXX (attempt X/10)

[Start Messages]
2024-12-08 19:21:08,618 - INFO - No progress file found
2024-12-08 19:21:09,397 - INFO - Found 291583 submissions in master22022.idx
2024-12-08 19:21:09,400 - INFO - Found 291583 total submissions
2024-12-08 19:21:09,950 - INFO - Found 291583 pending submissions
2024-XX-XX XX:XX:XX - INFO - Resuming from {'cik': 'XXXXXXX', 'company_name': 'ACME INC', 'form_type': 'XX-X', 'date_filed': 'YYYY-MM-DD', 'filename': 'edgar/data/XXXXXXX/XXXXXXXXXX-XX-XXXXXX.txt', 'accession_number': 'XXXXXXXXXXXXX', 'master_file': 'masterXXXXX'}

Processing Times

• Typical quarter processing time: ~1 hour
• Processing speed: ~60-70 items per second
• Network dependent: May vary based on proxy performance

Installation

We recommend using uv for fast, reliable Python package management:

uv ```bash pip install sec-edgar-downloader

## Usage

```python
from sec_edgar_downloader import SECDownloader, DownloaderConfig

# Load configuration from config.yaml
config = DownloaderConfig.from_yaml()

# Initialize downloader
downloader = SECDownloader(config)

# Download filings for a specific year range
await downloader.download_years()

# Check statistics
print(f"Statistics: {downloader.stats}")

Statistics Tracking

The downloader keeps track of the following statistics:

• total_processed: Total number of filings processed
• ex10_matches: Number of filings containing EX-10 exhibits
• not_ex10_matches: Number of filings without EX-10 exhibits

License

MIT License