Insider Trading Tutorial - 1

insider-trading-tutorial-1.py

# Package used to execute HTTP POST request to the API
import json
import urllib.request

# API Key
TOKEN = YOUR_API_KEY # replace YOUR_API_KEY with the API key you got from sec-api.io after sign up
# API endpoint
API = "https://api.sec-api.io?token=" + TOKEN

# Define the filter parameters
filter = "formType:\"4\" AND formType:(NOT \"N-4\") AND formType:(NOT \"4/A\") AND filedAt:[2019-07-01 TO 2019-08-01]"
# Start with the first filing. Increase it when paginating. 
# Set to 10000 if you want to fetch the next batch of filings. Set to 20000 for the next and so on.
start = 0
# Return 10,000 filings per API call
size = 10000
# Sort in descending order by filedAt
sort = [{ "filedAt": { "order": "desc" } }]

payload = {
  "query": { "query_string": { "query": filter } },
  "from": start,
  "size": size,
  "sort": sort
}

# Format your payload to JSON bytes
jsondata = json.dumps(payload)
jsondataasbytes = jsondata.encode('utf-8')   # needs to be bytes

# Instantiate the request 
req = urllib.request.Request(API)

# Set the correct HTTP header: Content-Type = application/json
req.add_header('Content-Type', 'application/json; charset=utf-8')
# Set the correct length of your request
req.add_header('Content-Length', len(jsondataasbytes))

# Send the request to the API
response = urllib.request.urlopen(req, jsondataasbytes)

# Read the response 
res_body = response.read()
# Transform the response into JSON
filingsJson = json.loads(res_body.decode("utf-8"))