Historical-Financials-Data-for-3000-stocks
OpenML dataset with id 43834
Author name not available (Why is that?)
Full work available at URL: https://api.openml.org/data/v1/download/22102659/Historical-Financials-Data-for-3000-stocks.arff
Upload date: 24 March 2022
Dataset Characteristics
Number of features: 45 (numeric: 42, symbolic: 0 and in total binary: 0 )
Number of instances: 101,787
Number of instances with missing values: 101,787
Number of missing values: 2,857,964
Context
Getting access to high-quality historical stock market data can be very expensive and/or complicated; parsing SEC 10-Q filings direct from the SEC EDGAR is difficult due to the varying structures of filings and SEC filing data from providers such as Quandl charge hundreds or thousands of dollars in yearly fees to get access to them. Here, I provide an easy-to-use, straight from the source database of parsed financials information from SEC 10-Q filings for more than 3000 stocks.
Content
The quarterly financials are provided in a single .csv file, quarterly_financials.csv
50 of the data is NaN either because the field wasn't detected by my XBRL parsing system or the field wasn't addressed in the SEC filing.
Acknowledgements
All the data is scraped from the SEC from the XBRL files.
This page was built for dataset: Historical-Financials-Data-for-3000-stocks
