Access EDGAR Filings in python

Miriam

Hi, I've been trying to retrieve filings from a list of different RICs and Dates (specific range for each RIC) but im having difficulties using the code examples available. Would really appreciate help to code a request to access the MD&A Section of 10-Q/10-K of many companies for which i have the RICs and dates. I've been trying the following code but I believe there is an error with the url in: request_definition = endpoint_request.Definition(
method = rd.delivery.endpoint_request.RequestMethod.POST,
url = 'https://api.refinitiv.com/discovery/symbology/v1/lookup',
body_parameters = body
https://github.com/LSEG-API-Samples/Article.RD.Python.PredictiveModellingForFilings/blob/main/Filings.ipynb

Also, all examples found refer to previous verision of library (refinitiv, not lseg)

Thanks!

Jirapongse

@Miriam

Thank you for reaching out to us.

Please share what the error is.

You may try the following code to check for the error.

body = {
    "from": [
        {
            "identifierTypes": ["RIC"],
            "values": ["LSEG.L"]
        }],
    "to": [
        {"identifierTypes": ["PermID"],
         "objectTypes": ["organization"]
        }],
    "type": "auto"
}
request_definition = endpoint_request.Definition(
            method = rd.delivery.endpoint_request.RequestMethod.POST,
            url = 'https://api.refinitiv.com/discovery/symbology/v1/lookup',
            body_parameters = body
        )

response = request_definition.get_data()
print(response)

Miriam

TimeoutError: timed out

Traceback (most recent call last):
File "<ipython-input-9-b5f7a8f3bcd0>", line 1, in <module>
permid = lookup.convert()
File "/usr/local/lib/python3.9/dist-packages/refinitiv/data/discovery/symbology/lookup.py", line 221, in convert
result = self._send_request()
File "/usr/local/lib/python3.9/dist-packages/refinitiv/data/discovery/symbology/lookup.py", line 280, in _send_request
response = self._api_client.call_api(url, method="POST", body=body)
File "/usr/local/lib/python3.9/dist-packages/refinitiv/data/core/_platform/api_client.py", line 361, in call_api
response = self.request(method, url, **kwargs)
File "/usr/local/lib/python3.9/dist-packages/refinitiv/data/core/_platform/api_client.py", line 404, in request
response = self._session.request(method, url, **kwargs)
File "/usr/local/lib/python3.9/dist-packages/requests/sessions.py", line 589, in request
resp = self.send(prep, **send_kwargs)
File "/usr/local/lib/python3.9/dist-packages/requests/sessions.py", line 703, in send
r = adapter.send(request, **kwargs)
File "/usr/local/lib/python3.9/dist-packages/requests/adapters.py", line 530, in send
raise Timeout(e, request=request)
requests.exceptions.Timeout: timed out

Some codes have worked but return table full of NaN, do you have an example code that works to retrieve the management section of 10-Q filings as text?

Jirapongse

@Miriam

It looks like to be a HTTP timeout. You may need to increase the timeout value by running the following code before opening a session.

config = rd.get_config()
config.set_param("logs.transports.file.enabled", True)
config.set_param("logs.transports.file.name", "lseg-data-lib.log")
config.set_param("logs.level", "debug")
config.set_param("http.request-timeout", 500)

The code is also enable the debug log. The lseg-data-lib.log file will be created.

If it doesn't help, please remove any private information from the log file and then share it when the problem occurred.

Miriam

Filings Retrieval.pdf

This is the full code. With the code you provided it doesn't return an error but it returns no output as can be seen in the end. I used exact code as in the article, except I updated for lseg.data instead of refinitiv (i tried both anyways)

Thanks for helping

https://community.developers.refinitiv.com/home/leaving?allowTrusted=1&target=https%3A%2F%2Fgithub.com%2FLSEG-API-Samples%2FArticle.RD.Python.PredictiveModellingForFilings%2Fblob%2Fmain%2FFilings.ipynb

Jirapongse

@Miriam

I can run the following code properly with the platform.ldp session which requires an username, password and application key.

    "sessions": {
        "default": "platform.ldp",
        "platform": {
            "ldp": {
                "app-key": "<appkey>",
                "username": "<username>",
                "password": "<password>",
                "signon_control":true
            },

The code is:

# Use the RIC to define our company identifier
identifier = "IBM.N"    

# Data ranges to capture our data sets used to predict sentiment
start = "2020-01-01T00:00:00Z"
end = "2024-10-31T23:59:59Z"
print(SymbolLookup(ric=identifier).convert())
response = filings.search.Definition(
    query = FilingsQuery().form_type("10-Q")
                          .orgid(SymbolLookup(ric=identifier).convert())
                          .feed(FilingsQuery.Feed.EDGAR)
                          .sections(["ManagementDiscussion"])
                          .start_date(start)
                          .end_date(end)
                          .limit(100)
                          .graphQL
).get_data()

To investigate the issue, please share the debug log file.

Miriam

Thanks, I've tried with platform session. However, when I reach that part it displays the following error, eventhough session is open

Filings_Platform_Session.pdf

:

---------------------------------------------------------------------------

ValueError                                Traceback (most recent call last)

<ipython-input-50-e69ab03c8c48> in <cell line: 0>()      5 start = "2020-01-01T00:00:00Z"      6 end = "2024-10-31T23:59:59Z"----> 7 print(SymbolLookup(ric=identifier).convert())      8 response = filings.search.Definition(      9     query = FilingsQuery().form_type("10-Q")

3 frames

/usr/local/lib/python3.11/dist-packages/lseg/data/_core/session/tools.py in raise_if_closed(session)     34         error_message = "Session is not opened. Can't send any request"     35         session.error(error_message)---> 36         raise ValueError(error_message)     37      38 

ValueError: Session is not opened. Can't send any request

Jirapongse

The code to open a session should look like this:

config = ld.get_config()
config.set_param("logs.transports.file.enabled", True)
config.set_param("logs.transports.file.name", "lseg-data-lib.log")
config.set_param("logs.level", "debug")
config.set_param("http.request-timeout", 500)

session = ld.session.platform.Definition(
    app_key = "<appkey>",
    grant = ld.session.platform.GrantPassword(
    username = "<username>",
    password = "<password>",
    ), signon_control=True
    ).get_session()
session.open()

ld.session.set_default(session)

Please share the lseg-data-lib.log file if the code doesn't work.

Miriam

I attached the file, as it keeps retunrning same error. Thanks!

20250527-1105-9630-lseg-data-lib.log

Jirapongse

From the log file, you are using the desktop session (http://localhost:9000).

Do you have a LD library configuration file (lseg-data.config.json) in the current working directory?

Miriam

I just have the file attached in previous message and the following

20250527-1042-1169-lseg-data-lib.log

But I haven't opened Lseg Workspace app in desktop

Jirapongse

It looks better. However, the takeExclusiveSignOnControl parameter in the request is false.

Its value should be true according to the signon_control parameter in the code.

session = ld.session.platform.Definition(

    app_key = "<appkey>",

    grant = ld.session.platform.GrantPassword(

    username = "<username>",

    password = "<password>",

    ), signon_control=True

    ).get_session()

session.open()

What version of LSEG Data Library are you using?

Miriam

Now I managed to run the code! But I got this output..

In raw it appears:

'extensions': {'warnings': [{'field': 'FinancialFiling.FilingDocument', 'message': 'User did not have entitlements to the field.', 'type': 'NO_ENTITLEMENTS_FOR_FIELD', 'warningCode': 'DW003'}]}})

Jirapongse

@Miriam

It looks like to be a permission issue.

Please contact your LSEG account team or sales team directly to verify your permission.

Otherwise, please share the debug log file so I can verify the request and response messages.

Miriam

20250528-0739-198-lseg-data-lib.log

Thanks a lot! I've been trying to contact my account manager but if you could check it, I would really appreciate it.

Jirapongse

Yes, it should be a permission issue.

I used the same query and could retrieve the data properly.