This product includes a subset of the US Securities and Exchange Commission (SEC) filings by corporations, funds, and individuals. The data includes both parsed and raw text from submitted reports as well as raw text from any exhibits attached to the report.
Example topics covered:
-Fiscal calendars
-Earnings
-Press releases
-Annual and quarterly reports
-Major company events
-Quarterly fund holding reports
The data is sourced from SEC's EDGAR (Electronic Data Gathering, Analysis, and Retrieval system), OpenFIGI, and PermID.
All Cybersyn products follow the EAV (entity, attributes, value) model with a unified schema. Entities are tangible objects (e.g. geography, company). Entities may have characteristics (i.e. descriptors of the entity) in an index table and values (i.e. statistics, measure) in a timeseries table. Refer to docs.cybersyn.com for more details.
SEC Filings data revolves around a Company entity (identified by a CIK identifier) and a Report entity (identified by an ADSH identifier).
The Company entity represents organizations submitting 8-K, 10-K, and 10-Q reports to the SEC. Cybersyn is building out a reference spine, referred to as our Company Index, to support joining companies, subsidiaries, and their brands together in a hierarchy. The COMPANY_INDEX table, known as a security master in finance, aggregates commonly used company identifiers (i.e. CIKs, EINs, and LEIs) into a single company_id. The COMPANY_SECURITY_RELATIONSHIPS table maps OpenFIGI and PermID securities (i.e. securities with multiple "levels" such as OpenFIGI FIGI ID and OpenFIGI Share Class ID) to the Company. TheCOMPANY_CHARACTERISTICS table includes categorical characteristics of a Company (e.g. industry, address, previous names). A characteristic may be temporal with start and end dates indicating the range for which the data is valid. The SEC_CIK_INDEX table contains the distinct Company entities associated with SEC filings.
OpenFIGI IDs are unique identifiers for active and inactive securities across all global assets including equities, bonds, futures, and options. The Financial Instrument Global Identifier (i.e. FIGI) is an established global standard and used to facilitate easy mapping across data sources. Learn more and view OpenFIGI documentation at https://www.openfigi.com/about/figi. The TOP_LEVEL_OPENFIGI_ID is the OpenFIGI ID of the highest, most widely encompassing level for a particular security. The hierarchy follows the order "share class" (global) > "composite" (country-level) > "FIGI" (exchange-level). A list of over 2M securities and their associated TOP_LEVEL_OPENFIGI_ID and respective TOP_LEVEL_OPENFIGI_ID_TYPE are provided in the OPENFIGI_SECURITY_INDEX table.
PermIDs are unique and persistent identifiers for active and inactive securities across global asset classes. Cybersyn uses the instrument-level PermIDs (PERMID_SECURITY_ID) to map securities and organization-level PermIDs (PERMID_COMPANY_ID) to map companies. A list of over 15K securities are provided in the PERMID_SECURITY_INDEX table; over 65K company PermIDs are available in the COMPANY_INDEX table.
The Report entity represents individual filings (10-K, 10-Q, & 8-Ks) with the SEC. These filings are self-reported details on the company’s business, the risks it faces, and the operating and financial results for the fiscal year or quarter, as applicable. They are found in the SEC_REPORT_INDEX and can be joined to the SEC_CIK_INDEX via the CIK identifier. Attributes (the parsed XBRL line items from financial statements) associated with each report can be found in the SEC_REPORT_ATTRIBUTES table. A report’s full text can be found in the SEC_REPORT_TEXT_ATTRIBUTES table, again, is joinable to the SEC_REPORT_INDEX via CIK and ADSH identifiers. Each report in the SEC_REPORT_TEXT_ATTRIBUTES table also includes an SEC_DOCUEMNT_ID, which is a Cybersyn-created ID to uniquely identify report exhibits.
For fund holding reports (13Fs), each entity is an individual filing with the SEC in the SEC_HOLDING_FILING_INDEX. Attributes associated with each report can be found in the SEC_HOLDING_FILING_ATTRIBUTES table. Attributes include the securities’ names, market value, number of shares, and OpenFIGI IDs.
Each company’s reporting calendars can be found in the SEC_FISCAL_CALENDARS table. A fiscal calendar is a financial calendar year mapped to the company's quarterly and annual reporting period.
Original data sources and release frequency can be found at docs.cybersyn.com.
Tables Included
– sec_cik_index: Company Entity index with CIK serving as the primary key. This included select company metadata, such as the company name, the Central Index Key (CIK), the employee identification number (EIN), and Standard Industrial Classification Code (SIC)
– sec_report_index: Report Entity index with ADSH serving as the primary key. Includes metadata about company financial reports including the filing timestamp and fiscal period. This table has one row per accepted company filing. Each filing has an identifier, the Accession Number (ADSH) code, that is mapped to a CIK (Company entity). This table is joinable with the sec_cik_index table on the CIK.
– sec_report_attributes: All XBRL line-level metrics in each filing (eg. revenue, earning-per-share, profit, etc.) This table is joinable to the sec_report_index on ADSH.
– sec_report_text_attributes: The raw text of each report. This table is joinable to the sec_report_index on ADSH (Report entity) and the sec_cik_index on CIK (Company entity). The table includes text from both the main 10-Q/K and 8-K reports as well as report exhibits.
– sec_fiscal_calendars: Companies’ fiscal reporting calendars. This table is joinable with the sec_cik_index table on CIK (Company entity).
– sec_holding_filing_index: Report Entity index as represented by a report’s ADSH number. Reports included in this table are from Form 13F filings
– sec_holding_filing_attributes: Individual securities held by investment funds as reported on SEC 13F filings. Includes securities as identified by their TOP_LEVEL_OPENFIGI_ID
– openfigi_security_index: Security index of over 2M securities listed on OpenFIGI with TOP_LEVEL_OPENFIGI_ID serving as the primary key
– permid_security_index: Index of publicly-traded securities listed on PermID with PERMID_SECURITY_ID serving as the primary key
– company_index: Log of company entities and common identifiers used in Cybersyn’s data
– company_characteristics: Categorical characteristics including industry, address, and previous names of the companies in Cybersyn’s COMPANY_INDEX
– company_securitiy_relationships: Relationship of common securities identifiers to their corporate issuers
– geography_index: Names and identifiers for each geography, identified by a GEO_ID
Additional report types, including those on private companies, are planned. Find bugs or want to request specific report types from EDGAR? Email us at support@cybersyn.com
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Disclaimers
The data in this dataset is sourced at docs.cybersyn.com. Links to provider terms and disclaimers are provided where appropriate:
-SEC EDGAR: https://www.sec.gov/privacy#security
-Data Commons: https://creativecommons.org/licenses/by/4.0/
-OpenFIGI: https://www.openfigi.com/docs/terms-of-service
-PermId: https://permid.org/terms
Cybersyn is not endorsed by or affiliated with any of these providers.