| Title: | Functions to Work with Official List of SEC Section 13(f) Securities and Security Identifiers |
|---|---|
| Description: | Extract official list of SEC Section 13(f) securities in data processing friendly format. Extracted data could be used for analysis or export in required format using existing export functionality (in CSV, database connections, or other required format). Official list of SEC Section 13(f) securities published quarterly on SEC website <https://www.sec.gov/divisions/investment/13flists.htm> in PDF format (500+ pages) and used in mandatory quarterly reporting for financial firms. Also provides function to validate Committee on Uniform Securities Identification Procedures numbers for any security including numbers provided in SEC official list. |
| Authors: | Yan Lyesin [aut, cre] |
| Maintainer: | Yan Lyesin <[email protected]> |
| License: | CC0 |
| Version: | 1.1.1 |
| Built: | 2025-02-17 06:01:14 UTC |
| Source: | https://github.com/yanlesin/SEC13Flist |
This function returns full CUSIP code by adding calculated checksum digit to 8-character CUSIP identifier. If supplied CUSIP identifier is not 8 characters, function returns "0"
fullCusip(s)fullCusip(s)
s |
eight-character string with CUSIP identifier |
String value with full 9-character CUSIP identifier, or "0" if supplied input is not 8-character CUSIP string
library(SEC13Flist) fullCusip("B38564109") #returns zero - supplied code is not 8-character CUSIP identifier fullCusip("B3856410") #valid CUSIP returned examplelibrary(SEC13Flist) fullCusip("B38564109") #returns zero - supplied code is not 8-character CUSIP identifier fullCusip("B3856410") #valid CUSIP returned example
This function check validity of CUSIP code by comparing calculated checksum digit based on first 8 characters of CUSIP code with 9th character of CUSIP code - checksum digit
isCusip(s)isCusip(s)
s |
nine-character string with CUSIP code to validate |
Logical value indicating validity of CUSIP number: TRUE if CUSIP number is valid, FALSE if CUSIP number is invalid
library(SEC13Flist) isCusip("B38564109") #invalid CUSIP example isCusip("B38564108") #valid CUSIP examplelibrary(SEC13Flist) isCusip("B38564109") #invalid CUSIP example isCusip("B38564108") #valid CUSIP example
This function check validity of ISIN code by comparing calculated checksum digit based on first 11 characters of CUSIP code with 12th character of CUSIP code - checksum digit
isIsin(isin)isIsin(isin)
isin |
twelve-character string with ISIN code to validate |
Logical value indicating validity of ISIN number: TRUE if ISIN number is valid, FALSE if ISIN number is invalid
library(SEC13Flist) isIsin("US0378331009") #invalid ISIN example isIsin("US0378331005") #valid ISIN examplelibrary(SEC13Flist) isIsin("US0378331009") #invalid ISIN example isIsin("US0378331005") #valid ISIN example
This function check validity of SEDOL code by comparing calculated checksum digit based on first 6 characters of SEDOL code with 7th character of SEDOL code - checksum digit
isSedol(s)isSedol(s)
s |
seven-character string with SEDOL code to validate |
Logical value indicating validity of SEDOL number: TRUE if SEDOL number is valid, FALSE if SEDOL number is invalid
library(SEC13Flist) isSedol("2046252") #invalid SEDOL example isSedol("2046251") #valid SEDOL examplelibrary(SEC13Flist) isSedol("2046252") #invalid SEDOL example isSedol("2046251") #valid SEDOL example
This function downloads, specified by Year and Quarter (starting from year 2004, quarter 1), official list of Section 13(f) securities from SEC website https://www.sec.gov/divisions/investment/13flists.htm, parses it and returns a data frame. If no parameters provided, function determines year and quarter based on Current List section of SEC website https://www.sec.gov/divisions/investment/13flists.htm
SEC_13F_list(YEAR_, QUARTER_, show_progress = FALSE)SEC_13F_list(YEAR_, QUARTER_, show_progress = FALSE)
YEAR_ |
Numeric, Year for the SEC List |
QUARTER_ |
Numeric, Quarter for the SEC List |
show_progress |
Logical, Option is not active in this build! Show progress during list parsing, default value show_progress = FALSE |
A data frame that contains official list of Section 13(f) securities with the following columns:
CUSIP: character - CUSIP number of the security included in the official list
HAS_LISTED_OPTION: character - An asterisk indicates that security having a listed option and each option is individually listed with its own CUSIP number immediately below the name of the security having the option
ISSUER_NAME: character - Issuer name
ISSUER_DESCRIPTION: character - Issuer description
STATUS: character - "ADDED" (The security has become a Section 13(f) security) or "DELETED" (The security ceases to be a 13(f) security since the date of the last list)
YEAR: integer - Year of the official list
QUARTER: integer - Quarter of the official list
## Not run: library(SEC13Flist) SEC_13F_list_2018_Q3 <- SEC_13F_list(2018,3) #Parse list for Q3 2018 without progress indicator SEC_13F_list_2018_Q3_ <- SEC_13F_list(2018,3,TRUE) #Parse list with progress indicator ## End(Not run)## Not run: library(SEC13Flist) SEC_13F_list_2018_Q3 <- SEC_13F_list(2018,3) #Parse list for Q3 2018 without progress indicator SEC_13F_list_2018_Q3_ <- SEC_13F_list(2018,3,TRUE) #Parse list with progress indicator ## End(Not run)
This function parses file with official list of Section 13(f) securities downloaded from SEC website https://www.sec.gov/divisions/investment/13flists.htm, and returns a data frame. Year and quarter of the list determined based on name of the file.
SEC_13F_list_local(path_to_13f_file)SEC_13F_list_local(path_to_13f_file)
path_to_13f_file |
character string, path to local file |
A data frame that contains official list of Section 13(f) securities with the following columns:
CUSIP: character - CUSIP number of the security included in the official list
HAS_LISTED_OPTION: character - An asterisk indicates that security having a listed option and each option is individually listed with its own CUSIP number immediately below the name of the security having the option
ISSUER_NAME: character - Issuer name
ISSUER_DESCRIPTION: character - Issuer description
STATUS: character - "ADDED" (The security has become a Section 13(f) security) or "DELETED" (The security ceases to be a 13(f) security since the date of the last list)
YEAR: integer - Year of the official list
QUARTER: integer - Quarter of the official list
## Not run: library(SEC13Flist) SEC_13F_list_2018_Q4 <- SEC_13F_list_local("/Users/user_name/Downloads/13flist2020q4.pdf") #Parse list from "Downloads" folder ## End(Not run)## Not run: library(SEC13Flist) SEC_13F_list_2018_Q4 <- SEC_13F_list_local("/Users/user_name/Downloads/13flist2020q4.pdf") #Parse list from "Downloads" folder ## End(Not run)