cik-cusip-mapping

Forked from leoliu0/cik-cusip-mapping, with originally stated purpose:

This repository produces the link between cik and cusip using EDGAR 13D and 13G fillings, that is more robust than Compustat (due to backward filling of new cusip to old records). It is a competitor to WRDS SEC platform while this one is free.

This project...

Aims to streamline original project: to download, parse, and process SEC filings archives to extract CIK-CUSIP mappings.

Modules

main_parameters.py

• Defines global configuration settings

main.py

• Entry point for program execution
• Orchestrates workflow across modules

dl_idx.py

• Downloads reference data (SEC's master index archive) to archived SEC filing documents

dl.py

• Handles downloads of SEC filings, based on references sourced from the master index archive.

parse_cusip_html.py

• Extracts CIK-CUSIP pairs (mappings) from the SEC filings by scraping their HTML-like stucture.

post_proc.py

• Performs light data cleaning and pruning of CIK-CUSIP mappings. Exports as CSV and JSON.

Workflow

1. Set parameters in main_parameters.py
2. Execute main.py which will:

• Download data using dl_idx.py (master index) and dl.py (SEC filings, type 13D and 13G)
• Parse CIK-CUSIP mappings with parse_cusip_html.py from SEC filings
• Lightly prune mappings results using post_proc.py

Dependencies

• pathlib's Path # For handling and manipulating filesystem paths
• re # For regular expressions, useful in pattern matching and text processing
• time # For time-related functions such as sleeping or measuring durations
• datetime # For handling dates and times
• csv # For reading from and writing to CSV files
• requests # For making HTTP requests, useful for downloading data from the web
• collections # For specialized container datatypes (e.g., namedtuple, deque)
• multiprocessing's Pool # For parallel processing using multiple processes
• pandas # For data manipulation and analysis

MIT License Copyright (c) [2024] [@flatly1140]