[Chicago] XBRL

Thomas Johnson thomas.j.johnson at gmail.com
Fri Nov 13 20:40:03 EST 2015


What I'm really trying to do with the data is replace one of our existing
data vendors. Basically my startup (FactorWave.com) uses peer-reviewed
research from academia and hedge funds to score stocks on various factors.
A lot of that research depends on fundamental data. I think our current
vendor is mostly just scraping and normalizing the XBRL data, so if I can
do that myself it would save us money as well as give us access to more
timely and more fine-grained data.

On Fri, Nov 13, 2015 at 7:24 PM Mike Tamillow <mikaeltamillow96 at gmail.com>
wrote:

> Just out of curiosity, are you trying to do anything particular with the
> data, or just looking to master a skill?
>
> I know Sentdex briefly shows accessing SEC data on YouTube from Python.
>
> Sent from my iPhone
>
> On Nov 13, 2015, at 6:04 PM, Thomas Johnson <thomas.j.johnson at gmail.com>
> wrote:
>
> Yeah I've been taking a look at different parsing packages. I'm interested
> more in potential pitfalls - like how often I should expect the data to be
> wrong, what data is available (e.g., it's not clear to me if forms other
> than 10-Q and 10-K are available), etc.
>
> On Fri, Nov 13, 2015 at 6:01 PM Joshua Herman <zitterbewegung at gmail.com>
> wrote:
>
>> Have you seen this Python package ?
>> https://github.com/greedo/python-xbrl
>> On Fri, Nov 13, 2015 at 2:21 PM Bob Haugen <bob.haugen at gmail.com> wrote:
>>
>>> Thomas, if you get anything cooking, please report back. Thanks.
>>>
>>> On Fri, Nov 13, 2015 at 2:07 PM, Thomas Johnson
>>> <thomas.j.johnson at gmail.com> wrote:
>>> > If anyone out there has experience dealing with the SEC's XBRL & XML
>>> data
>>> > using Python (or anything else, really) I'd love to buy you a coffee
>>> and
>>> > have a quick chat with you to get an overview of what's available and
>>> the
>>> > best ways to access it
>>> >
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