I have an algorithm that filters out stocks if they are within a few days of 10-K filings using the EarningReports.FileDate from MorningStar. Now I would like to exclude the symbols based on additional SEC filings like 8-K, 6-K and 10-Q filings as well. Are the filing dates for these additional SEC filings available? I am guessing it isn't in MorningStar data. Is there any external data source that I can tap into? I am a good Python as well as Web API developer. I can tap into an external API if there is one. Please advice.
Gurumeher Sawhney
Morningstar data actually has the data fields necessary to filter symbols by FormType. Follow the link to another recent post which asks a similar question. The algorithm attached in this link is not elaborate, but it shows a basic implementation for filtering.
Karthick aravindan
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