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Need algorithm to filter financial data from SEC filings from all stocks exchanges

Hi,

Is it possible to write a algorithm to get following data from SEC filings from otcmarkets.com, dow and nasdaq etc.

S.No
Company Symbol
Current Price
52 week low
52 week high
Net Income/Loss
Current Assets
Current Liabilities
Total Liabilities

thanks,
Hari.

1 response

Hello Hari,

At this point, the best way to do this is to probably build or buy an EDGAR parsing program outside of Quantopian, generate the data you need, and then import the data into Quantopian using Fetcher. In the long run I'd like to make fundamental data more accessible, but for now it's a couple steps away.

Dan

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