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Load SEC earnings data into pandas (Aegwah quickstart)

Two ways to get Aegwah earnings data into pandas: the REST API for a single ticker, or the bulk ZIP for the full universe.

Option A — REST API into a DataFrame

import requests, pandas as pd

KEY = "your-api-key"
r = requests.get(
    "https://api.aegwah.com/v1/actuals/AAPL",
    headers={"Authorization": f"Bearer {KEY}"},
    timeout=30,
)
r.raise_for_status()
df = pd.DataFrame(r.json())
df["report_date"] = pd.to_datetime(df["report_date"])
print(df[["fiscal_quarter", "eps_diluted_gaap", "report_date"]].head())

Option B — bulk ZIP

import pandas as pd, zipfile, glob, os

# after downloading aegwah-actuals-latest.zip
with zipfile.ZipFile("aegwah-actuals-latest.zip") as z:
    z.extractall("aegwah_data")

frames = [pd.read_csv(f) for f in glob.glob("aegwah_data/**/*.csv", recursive=True)]
df = pd.concat(frames, ignore_index=True)
print(df.shape)

Avoiding look-ahead bias

Filter to point-in-time records using the eps_restatement flag and align on report_date (when the market saw the number), not fiscal_period_end.