SpongeBob126/OpenSECFinancials

Open SEC Financial Datasets

A collection of high-quality financial datasets derived from publicly available regulatory filings and reference data.

The goal of this repository is to make structured financial data easily accessible for researchers, students, developers, and quantitative investors by providing analytics-ready datasets in Apache Parquet format.

Available Datasets

Dataset	Description	Coverage	Status
companies	Public company reference data including identifiers, exchange information, sector, industry, and company metadata.	Current	✅ Available
insider_transactions	Insider trading transactions reported to the U.S. SEC, enriched with insider metadata, company information, and normalized transaction types.	2006-01-03 – 2026-06-30	✅ Available

Additional datasets will be published over time.

Repository Structure

.
├── README.md
├── LICENSE
├── companies/
│   ├── README.md
│   └── *.parquet
├── insider_transactions/
│   ├── README.md
│   └── *.parquet
└── ...

Each dataset directory contains:

• One or more Apache Parquet files
• Dataset-specific documentation (README.md)
• Schema and usage information

File Format

All datasets are distributed as Apache Parquet files with Snappy compression.

Advantages include:

• Efficient columnar storage
• Smaller file sizes
• Fast analytical queries
• Native support in Spark, DuckDB, Pandas, Polars, Apache Arrow, and many other tools

Loading the Data

Python (Pandas)

import pandas as pd

df = pd.read_parquet(
    "hf://datasets/<username>/financial-datasets/companies/*.parquet"
)

Polars

import polars as pl

df = pl.read_parquet(
    "hf://datasets/<username>/financial-datasets/companies/*.parquet"
)

DuckDB

SELECT *
FROM read_parquet(
    'hf://datasets/<username>/financial-datasets/companies/*.parquet'
);

Data Sources

The datasets are built from publicly available information, including:

• SEC EDGAR filings
• Public company disclosures
• Public reference data

Each dataset README provides additional details about its specific sources and normalization process.

Intended Use

These datasets are intended for:

• Financial research
• Quantitative investing
• Machine learning
• Academic research
• Data science
• Market analytics
• Educational projects

Design Principles

The datasets are curated with the following goals:

• Human-readable values instead of internal identifiers
• Consistent naming across datasets
• Standardized date formats
• Normalized categorical values
• Analytics-friendly schema
• Apache Parquet for efficient processing

Versioning

Datasets may be updated periodically as additional historical data becomes available or new datasets are added to the repository.

Individual dataset directories document their own coverage periods and schema.

License

See the accompanying LICENSE file for licensing information.

Disclaimer

These datasets are derived from publicly available information. While reasonable efforts have been made to validate and normalize the data, it is provided as-is without warranty of any kind.

The data is intended for research, educational, and analytical purposes and should not be considered investment advice.

Acknowledgements

This project would not be possible without the public disclosures made available by the U.S. Securities and Exchange Commission (SEC) and other organizations committed to financial transparency.