Retrieving annual reports using LSEG API

bmabrie

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!

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.