EDGAR index files in Stata dataset (from 1993 Q1 to March 2, 2017)

SEC makes all EDGAR filings publicly available. We can download all 10-Ks, 10-Qs, 8-Ks filed since 1993. However, SEC makes this far away from just a few mouse clicks (in order to reduce the server load and avoid the possible abuse I guess). To download EDGAR filings, we have to download EDGAR index files first to get the full path of each 10-K, 10-Q, 8-K, etc. We cannot download any file without the full path information. See technical details here.

I downloaded all EDGAR index files and converted them into a Stata dataset. You can download here.

If you want to know how I do this, please read my another blog here.

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4 Responses to EDGAR index files in Stata dataset (from 1993 Q1 to March 2, 2017)

  1. Christian says:

    Hello Kai!

    I have one question, is the dataset (“SAS dataset and now the file size is about 400M (unzipped file size is 19G)”) still available somewhere.

    By the way, i love your site, it is perfect. Finally someone who cares also
    about STATA.

    Best Regards from Germany

    Christian
    P.h.d. Student

  2. Christian says:

    Perfect!!!!!!

  3. Christian says:

    Thank you!!!!!!!

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