Monthly Archives: August 2020

EDGAR timestamps

I need precise timestamp in order to study the market reaction to news. Sadly, the SEC has not joined the exchanges in providing nanosecond timestamps from GPS-synced rubidium atomic clocks. Rather, it looks like the best EDGAR timestamps I can get from the SEC are only accurate within a couple of minutes. Here are three ways to get the timestamps:

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EDGAR tickers

EDGAR is the Electronic Data Gathering, Analysis, and Retrieval system used by the SEC. Companies submit regulatory filings (such as quarterly reports) into the system, which are then made public for us to download. These filings are the primary focus of my research. In order to study the market reaction to them, I need to match each filing against a ticker.

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