Retrieving annual reports using LSEG API

For a research project, I would like to download the annual reports for a large set of European firms over the period 2010-2023 (following a similar approach as in this article: Global Evolution of Environmental and Social Disclosure in Annual Reports - Lin - 2024 - Journal of Accounting Research - Wiley Online Library).

Through my University, I have access to the LSEG Workspace.

I have read the following article: Using AI modeling to interpret 10-Q Filings | Devportal but I cannot get the code to work.

In particular, I cannot find the modules to simplify API access (i.e., FilingsQuery.ipynb and SymbolLookup.ipynb) — see bottom of the picture.

I am wondering why this could be?

Relatedly: do I have the necessary credentials to download annual reports when I am subscribed to the LSEG Workspace?

Many thanks!

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Jirapongse

@bmabrie

Thank you for reaching out to us.

The filing APIs work on the Data Platform session. According to my test, I can't use filing APIs through the LSEG Workspace session. This could be a permission issue.

Those files (FilingsQuery.ipynb and SymbolLookup.ipynb files are on GitHub.

lml

https://community.developers.refinitiv.com/discussion/comment/126821#Comment_126821

Hello, I am trying to do the same as the bmabrie. So there is no way to connect to filings API through LSEG Workspace? Is there any other way to obtain the annual reports for a large number of firms?

Jirapongse

@lml

Please enable the debug log to verify what the problem is by running the following code before opening a session.

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")


ld.open_session()

With this code, the lseg-data-lib.log file will be created. Please share this log file.

Typically, desktop accounts may not have permission to access the Filings API. We recommend reaching out to your LSEG account or sales team to explore the appropriate solution for obtaining the required data.

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