Type:	Package
Title:	'QUANTkiosk' API Client
Version:	0.2.31
Imports:	curl, jsonlite, stringdist, zoo
Depends:	xts
Suggests:	fansi
LazyData:	yes
Date:	2026-04-22
Maintainer:	Jeffrey A. Ryan <jeff@quantkiosk.com>
Description:	Provide access to 'QUANTkiosk' platform of regulatory and corporate data relevant to financial markets including point-in-time fundamentals, ownership and symbology.
License:	GPL-3
URL:	https://quantkiosk.com/, https://github.com/quantkiosk/qkiosk-r
BugReports:	https://github.com/quantkiosk/qkiosk-r/issues
NeedsCompilation:	no
Packaged:	2026-04-22 15:45:49 UTC; jeffreyryan
Author:	Jeffrey A. Ryan [aut, cre]
Repository:	CRAN
Date/Publication:	2026-04-24 18:20:02 UTC

'QUANTkiosk' API Client

Description

Provide access to 'QUANTkiosk' platform of regulatory and corporate data relevant to financial markets including point-in-time fundamentals, ownership and symbology.

Details

The DESCRIPTION file:

Index of help topics:

crox                    Crocs Institutional Holders Details By Issuer
deshaw                  D.E. Shaw Institutional Ownership Details
                        (Including Submanagers)
institutional           QUANTkiosk™ Ownership API Functions
nke                     Nike (NKE) Insider Ownership Data
nvda_intent             Nvidia (NVDA) Restricted or Control Shares
                        Intention to Sell
nvda_sales              Nvidia (NVDA) Restricted or Control Shares Sold
pershing                Pershing Square Beneficial and Activist Details
pfe                     Pfizer (PFE) Revenue Data
qk_account              QUANTkiosk™ Account Access
qk_audit                QUANTkiosk Data Auditing Tools
qk_complete             Live Download EDGAR® Filings Raw & Processed
                        Data
qk_filter               QK Object Manipulation
qk_fn                   Fundamentals Data
qk_select               Convert and Display QUANTkiosk Objects
qk_univ                 Universe Function
qkid                    QKID™ Tools
qkiosk-package          'QUANTkiosk' API Client
sgcap                   SG Capital Institutional Ownership Details
                        (Aggregated)
yyyymmdd                Simple Dates

Official QUANTkiosk R API

Author(s)

NA

Maintainer: Jeffrey A. Ryan <jeff@quantkiosk.com>

References

‘http://quantkiosk.com’

QUANTkiosk™ Account Access

Description

Utilities for account usage and data downloads.

Usage

qk_account(browser=FALSE, files=FALSE)

qk_download(file = NULL,
            type = c("data", "univ", "trials"),
            n = 10, available=FALSE, retjson = TRUE)

qk_get_apikey(req=TRUE)
qk_set_apikey(apiKey,verbose=TRUE)

Arguments

Details

QUANTkiosk™ accounts control access as well as provide for custom data access.

To set (or get) your API key the functions qk_get_apikey and qk_set_apikey are provided. These rely your environment variable, which may be set from with your shell or from your session.

qk_account provides details on your current usage - as well as access to any custom data files, universe files, or trial data you may have. To access the files for download, the qk_download function allows for browsing your remote data as well as downloading via an interactive menu or by specifying the name of the file.

Value

An invisible list containing:

Author(s)

QUANTkiosk™ authors.

References

QUANTkiosk™ Account Page: ‘https://quantkiosk.com/account’

Crocs Institutional Holders Details By Issuer

Description

Institutional Holders API example that (tragically) never goes out of style.

Usage

crox

Format

A data frame with 214 observations on the following 17 variables.

issuerName

name of company

filing

canonical EDGAR® filing path

submissionType

filing type: 13F-HR or 13F-HR/A (amended)

reportPeriod

period of report

filedDate

when the data was filed

issuerTitleOfClass

reported title or class name

filerCik

Central Index Key of holder

filerName

name of holder

issuerQkid

QKID™ symbol

value

fair market value of position at end of period

QOQValue

quarter over quarter change in value of holding (QK™ calculated)

shrsOrPrnAmt

shares ‘SH’ or principal ‘PRN’

QOQSshPrnAmt

quarter over quarter change in shares or principal amount of holding (QK™ calculated)

portWgt

portfolio weight (QK™ calculated)

QOQPortWgt

quarter over quarter change in portfolio weight (QK™ calculated)

qtrsHeld

quarters held (QK™ calculated)

newOrDeleted

is position ‘NEW’ or ‘DEL’eted. See details. (QK™ calculated)

Details

crox provides an aggregated view of holdings across all institutional filers. This is a cross-filer view and is derived from between 5000-10000 individual filings.

References

Ownership homepage: ‘https://www.quantkiosk.com/ownership’

Ownership Dashboard: ‘https://api.quantkiosk.com/ownership’

Ownership API: ‘https://www.quantkiosk.com/api/ownership’

SG Capital Filings ‘https://www.sec.gov/edgar/browse/?CIK=0001510099’

Form 13F-HR FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

Official 13(f) Securities ‘https://www.sec.gov/divisions/investment/13flists’

See Also

R function: qk_institutional Aggregated Manager example: sgcap Non-aggregated Manager (Submanager) example: deshaw

Examples

data(crox)

D.E. Shaw Institutional Ownership Details (Including Submanagers)

Description

Institutional Ownership API example of large manager filing with submanager details.

Usage

deshaw

Format

A data frame with 6481 observations on the following 28 variables.

filerName

name of filer (i.e. fund name)

filing

canonical EDGAR® filing path

submissionType

filing type: 13F-HR or 13F-HR/A (amended)

reportPeriod

period of report

filedDate

when the data was filed

inclMgrs

number of submanagers reported for. See otherManager

issuer

name of instrument

titleOfClass

title or class name of instrument

issuerSIC

official standardized industrial code

issuerSector

two-character sector code from QUANTkiosk™

issuerTicker

common exchange ticker

issuerQkid

QKID™ symbol

value

fair market value of position at end of report period

shrsOrPrnAmt

number of shares held or principal amount

putCall

one of ‘PUT’, ‘CALL’ or empty

shrsOrPrnAmtType

shares ‘SH’ or principal ‘PRN’

invDiscretion

type of discretion over investment decision

votingAuthSole

number of shares of ‘SOLE’ voting authority

votingAuthShared

number of shares of ‘SHARED’ voting authority

votingAuthNone

number of shares of ‘NONE’ voting authority

portWgt

portfolio weight (QK™ calculated)

hasOtherManager

logical indicating if record is for other manager

otherManager

reference number of other manager(s) from filing

otherManagerName

name of other manager(s) from filing

otherManagerFileNumber

file number of other manager(s)

QtrsHeld

quarters held (QK™ calculated)

QOQSshPrnAmt

quarter over quarter change in shares or principal amount of holding (QK™ calculated)

QOQValue

quarter over quarter change in value of holding (QK™ calculated)

QOQPortWgt

quarter over quarter change in portfolio weight (QK™ calculated)

newOrDel

is position ‘NEW’ or ‘DEL’eted. See details. (QK™ calculated)

Details

Institutional Ownership consists of quarterly ‘13F-HR’ and amended reports ‘13F-HR/A’ made by investors who hold at least $100 million of securities declared by the U.S. Securities and Exchange Commission. Filers include banks, insurance companies, and hedge funds. The filings are due 45 days after the end of each calendar quarter, and are filed via the EDGAR® system. The securities reported must be from the official ‘13(f) securities’ list published by the SEC. See references section.

QUANTkiosk™ provides access to these filings in two forms at present. The first is an aggregated view that includes one row per unique instrument held. This is described in full in the SG Capital example sgcap. The second version (ex. deshaw) contains additional submanagers details:

• inclMgrs

• invDiscretion

• votingAuthSole

• votingAuthShared

• votingAuthNone

• otherManager

• otherManagerFileNumber

Additional fields not present in the official ‘13F-HR’ or ‘13F-HR/A’ but provided in both aggregated and non-aggregated views:

• issuerSIC

• issuerSector

• issuerQkid

• issuerTicker

These fields are useful for tracking changes between quarters as well as intrafiling analysis. otherManager and otherManagerName provides the reported reference number as filed for each entry. Details of this requirement are beyond this help page, but reference the official SEC documentation and rules for clarity. QK™ does not merge submanagers and instead reports the combined submanagers (if reported). For example, a 1;2 would mean the managers 1 and 2 share some aspect of the position.

otherManagerFileNumber is included to help disambiguate the reported ordering from the actual submanagers reporting. The names for the submanagers can be had using the meta=TRUE option in qk_institutional.

Additional fields pre-calculated by QUANTkiosk™ across time:

• QOQSshPrnAmt

• QOQValue

• QOQPortWgt

• newOrDel

• QtrsHeld

QK™ calculates these fields as quarter over quarter change in absolute terms. newOrDel marks holdings that are ‘NEW’ this quarter or ‘DEL’eleted. Deleted entries are not in the filing, but are provided to identify positions traded out of. QtrsHeld shows duration of a continuously held position in aggregate, or in the case of submanager API data, positions held continuously by the exact combination of submanagers. The latter is less reliable due to reporting considerations in the source data.

References

Ownership homepage: ‘https://www.quantkiosk.com/ownership’

Ownership Dashboard: ‘https://api.quantkiosk.com/ownership’

Ownership API: ‘https://www.quantkiosk.com/api/ownership’

D.E. Shaw Filings: ‘https://www.sec.gov/edgar/browse/?CIK=0001009207’

Form 13F-HR FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

Official 13(f) Securities ‘https://www.sec.gov/divisions/investment/13flists’

See Also

R function: qk_institutional Aggregated example: sgcap

Examples

data(deshaw)

QUANTkiosk™ Ownership API Functions

Description

Query all ownership across firms, invidividuals and issuers.

Usage

qk_institutional(qkid,
                 yyyyqq,
                 qtrs=1,
                 agg = TRUE,
                 wait = 0,
                 quiet = TRUE)

qk_insider(qkid,
           yyyyqq,
           qtrs=1,
           form = c('insider', 'intent', 'sales'),
           wait = 1,
           quiet = TRUE)

qk_beneficial(qkid,
              yyyyqq,
              qtrs=1,
              form = c('13D13G','13G','13D'),
              wait = 1,
              quiet = TRUE)

qk_activist(qkid,
            yyyyqq,
            qtrs=1,
            form = c('13D','13D13G'),
            wait = 1,
            quiet = TRUE)

qk_holders(qkid,
           yyyyqq,
           qtrs=1,
           agg = TRUE,
           rollprev = TRUE,
           wait = 1,
           quiet = TRUE)

Arguments

Details

QUANTkiosk™ Ownership combines multiple sources of information in an custom formatted data.frame. At it's core, the data is used to understand which participants have control over an entity. These participants file various forms depending on who they are and what their intent may be.

Ownership reporting periods vary based on regulatory rules. Some are quarterly (e.g. Institutional and Funds), whereas many are filed based on events (e.g. Insider, Beneficial/Activist). The arrival of the updates is dependent on filer and SEC rules. All requests are specified for the quarter a filing was made.

To allow for consistent interface, yyyyqq is specified as the year ‘yyyy’ and the 2-digit quarter being requested. For example, the second quarter of 2023 would be yyyyqq=202302. To request a full year, one can use the special quarter 00. To request all years use yyyyqq=0 or yyyyqq=000000.

All usage is metered by data requested, e.g. four quarters or one year are equal in credits used.

For ‘Institutional’ (qk_institutional) aggregated (agg=TRUE) requests, we roll up other managers filed within the main filer's report to better see total positions and changes. If agg=FALSE, other managers are displayed as reported with quarter over quarter change columns reflecting changes in exact reporting lines.

Value

A ‘data.frame’ of class qkinstitutional containing holdings or holders. See example data for fields.

Institutional

Institutional data consists of holdings reported by asset managers meeting certain criteria. Covering more than 15,000 managers over the last decade, these are extracted in a point-in-time manner from forms ‘13F-HR’, ‘13F-NT’ and the amended versions of these forms.

Insider

Insider ownership is reported through forms ‘3’, ‘4’, and ‘5’. These are reports filed in duplicate for insiders of a company to describe their ownership rights, including acquisition and disposal of shares. These are filed after a change in ownership.

Insider Intent

Insider Intent is a newer form, only required to be electronically filed in the last few years. This is used to indicate the intention to buy or sell, but not the actual purchase or sale. These are filed by ‘insiders’ of a company using form ‘144’. This is split into ‘intent’ disclosures, as well as any ‘sale’ in the 3 months prior to the filing.

Holders

The holders data includes all owners of a particular company, allowing the cross sectional intitutional holdings in one call. This data is aggregated from all individual reporting firms by quarter and made available as new filings arrive. At present this only contains ‘13F-HR’ reporting, updated as filings arrive, including amendments to previous positions.

Blockholders / Beneficial / Activist

Any owner with a position greater than 5% must file under SEC's ‘Schedule 13G (SC 13G)’ or ‘Schedule 13D (SC 13D)’. These are used to indicate control at or exceeding this threshold by one or more parties sharing control of the position.

Funds

The largest of all assets under management comes from mutual and closed-end funds that report on form ‘NPORT-P’. As opposed to ‘Institutional’ filers, these represent publicly traded instruments. Reported quarterly.

Author(s)

QUANTkiosk™

References

SEC's EDGAR® Website: ‘https://www.sec.gov/search-filings’

QK Ownership™: ‘https://quantkiosk.com/ownership’

EDGAR® Form SC 13D, SC 13G FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

EDGAR® Form 13F-HR FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

EDGAR® Form 3,4,5 FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

See Also

Small filer example: sgcap

Large filer example with submanagers: deshaw

Holders example: crox

Benficial Owner example: pershing

Examples

# all examples require an API key
## Not run: 
citadel <- qk_search_mgr("citadel")
citadel_h<- qk_institutional(citadel, yyyyqq=202301)

# all qtrs of 2023
citadel_h<- qk_institutional(citadel, yyyyqq=202300)

# nvidia's institutional holders for 202501, 202404, 202403, 202402
nvda_h <- qk_holders(qk_ticker("NVDA"), yyyyqq=202501, qtrs=4)

# nvidia's intent to sell 202501, 202404, 202403, 202402
nvda_insider<- qk_insider(qk_ticker("NVDA"), yyyyqq=202501, qtrs=4, form="insider")

# nvidia's intent to sell 202501, 202404, 202403, 202402
nvda_intent <- qk_insider(qk_ticker("NVDA"), yyyyqq=202501, qtrs=4, form="intent")

# nvidia's intent to sell 202501, 202404, 202403, 202402
nvda_sales <- qk_insider(qk_ticker("NVDA"), yyyyqq=202501, qtrs=4, form="sales")

# Restaurant Brands (QSR) block holders for 202501, 202404, 202403, 202402
qsr_b <- qk_beneficial(qk_ticker("QSR"), yyyyqq=2025)

## End(Not run)

Nike (NKE) Insider Ownership Data

Description

Insider Ownership API example of large firm.

Usage

nke

Format

A data frame with 60 observations on the following 40 variables.

acceptanceDatetime

EDGAR® processing time

filing

canonical EDGAR® filing path

form

filing type: 3, 3/A (amended), 4, 4/A or 5, 5/A

is10b5One

indication if transaction was made pursuant to a contract, instruction or written plan

rptPeriod

a character vector

issuerCik

issuer Central Index Key

issuerName

issuer name

issuerTradingSymbol

issuer trading symbol

issuerQkid

issuer QKID™ symbol

ownerCik

insider Central Index Key

ownerName

a character vector

isDirector

is company director

isOfficer

is company officer

officerTitle

officer title

isTenPct

is a ten percent insider

secTitle

security title

secTitleFootnote

footnote for security title

conversionOrExercisePrice

price

conversionFootnote

a character vector

isTxn

is reporting line a transaction

isDeriv

is security a derivative

txnDate

transaction date

execDate

a logical vector

txnCode

transaction code pursuant to Rule 16b-3. See Details.

txnDesc

transaction footnote

txnAmount

transaction amount

acquiredOrDisposed

acquired or disposed

txnPrice

transaction price

txnValue

transaction value

exerciseDate

exercise date

exerciseDateFootnote

exercise date footnote

expirationDate

expiration date

expirationFootnote

expiration footnote

underlyingSecTitle

underlying security

underlyingShs

number of shares of underlying

postTxnShs

shares owned post transaction

postTxnFootnote

post transaction footnote

ownershipForm

form of ownership

ownershipNature

nature of ownership

ownershipFootnote

ownership footnote

Details

The ‘Insider Ownership’ data provided by QUANTkiosk™ are gathered from SEC Form 3,4 and 5. The forms are used for initial insider position, changes in position and exit of position, respectively.

These forms must be filed before the end of the second business day following the day on which a transaction resulting in a change in beneficial ownership has been executed (see references below).

Codes are as described below (direct from SEC)

General Transaction Codes

P -

Open market or private purchase of non-derivative or derivative security

S -

Open market or private sale of non-derivative or derivative security

V -

Transaction voluntarily reported earlier than required

Rule 16b-3 Transaction Codes

A —

Grant, award or other acquisition pursuant to Rule 16b-3(d)

D —

Disposition to the issuer of issuer equity securities pursuant to Rule 16b-3(e)

F —

Payment of exercise price or tax liability by delivering or withholding securities incident to the receipt, exercise or vesting of a security issued in accordance with Rule 16b-3

I —

Discretionary transaction in accordance with Rule 16b-3(f) resulting in acquisition or disposition of issuer securities

M —

Exercise or conversion of derivative security exempted pursuant to Rule 16b-3

Derivative Securities Codes (Except for transactions exempted pursuant to Rule 16b3)

C —

Conversion of derivative security

E —

Expiration of short derivative position

H —

Expiration (or cancellation) of long derivative position with value received

O —

Exercise of out-of-the-money derivative security

X —

Exercise of in-the-money or at-the-money derivative security

Other Section 16(b) Exempt Transaction and Small Acquisition Codes (except for Rule 16b-3 codes above)

C —

Conversion of derivative security

G —

Bona fide gift

L —

Small acquisition under Rule 16a-6

W —

Acquisition or disposition by will or the laws of descent and distribution

Z —

Deposit into or withdrawal from voting trust

Other Transaction Codes

C —

Conversion of derivative security

J —

Other acquisition or disposition (describe transaction)

K —

Transaction in equity swap or instrument with similar characteristics

U —

Disposition pursuant to a tender of shares in a change of control transaction

References

SEC Investor Bulletin: ‘https://www.sec.gov/files/forms-3-4-5.pdf’

Form 4 Instructions: ‘https://www.sec.gov/about/forms/form4data.pdf’

Examples

data(nke)

Nvidia (NVDA) Restricted or Control Shares Intention to Sell

Description

Corporate insider and affiliates intention to sell disclosure.

Usage

nvda_intent

Format

A data frame with 54 observations on the following 24 variables.

acceptanceDatetime

EDGAR® processing time

accn

internal EDGAR® accession number

filedDate

date filed in form yyyymmdd

filename

canonical EDGAR® filing path

form

filing type: 144 or 144/A

issuerCik

issuer Central Index Key

issuerName

issuer name

issuerQkid

issuer QKID™ symbol

filerCik

seller Central Index Key

filerName

seller name

relationshipToIssuer

a character vector

securitiesClassTitle

a character vector

acquiredDateYYYYMMDD

the date to be acquired

natureOfAcquisitionTransaction

nature of acquisition

nameOfPersonfromWhomAcquired

entity or person acquired from

amountOfSecuritiesAcquired

amount of securities acquired

paymentDateYYYYMMDD

a numeric vector

natureOfPayment

a character vector

price

the price at acquisition

noOfUnitsSold

a numeric vector

aggregateMarketValue

a numeric vector

noOfUnitsOutstanding

a numeric vector

price2

the price of expected sale

marketCap

market capitalization as reported in USD

Details

Form 144 is a requirement to disclose the intention to sell restricted shares. It is made up of two different sections:

Intent

the proposed amount of shares expected to sell nvda_intent

Sales

all sales made over the preceeding three months nvda_sales

The intent section of a form is unique across multiple forms filed by a person or entity. The “Sales” section may contain duplicate entries in the data provided by the API. Thsi is intentional as it represents the time(s) the information was disclosed.

From the SEC, the securities and people reporting are:

Restricted securities are securities acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer. Investors typically receive restricted securities through private placement offerings, Regulation D offerings, employee stock benefit plans, as compensation for professional services, or in exchange for providing "seed money" or start-up capital to the company. Rule 144(a)(3) identifies what sales produce restricted securities.

Control securities are those held by an affiliate of the issuing company. An affiliate is a person, such as an executive officer, a director or large shareholder, in a relationship of control with the issuer. Control means the power to direct the management and policies of the company in question, whether through the ownership of voting securities, by contract, or otherwise. If you buy securities from a controlling person or "affiliate," you take restricted securities, even if they were not restricted in the affiliate's hands.

References

Form 144 Investor Information: ‘https://www.sec.gov/about/reports-publications/investorpubsrule144’

Examples

data(nvda_sales)

Nvidia (NVDA) Restricted or Control Shares Sold

Description

Corporate insider and affiliates intention to sell historical sales.

Usage

nvda_sales

Format

A data frame with 386 observations on the following 18 variables.

acceptanceDatetime

EDGAR® processing time

accn

internal EDGAR® accession number

filedDate

date filed in form yyyymmdd

filename

canonical EDGAR® filing path

form

filing type: 144 or 144/A

issuerCik

issuer Central Index Key

issuerName

issuer name

issuerQkid

issuer QKID™ symbol

filerCik

seller Central Index Key

filerName

seller name

relationshipToIssuer

a character vector

sellerName

name of seller

securitiesClassTitle

description of security

saleDateYYYYMMDD

date shares were sold

amountOfSecuritiesSold

number of shares sold

grossProceeds

total proceeds of sale in USD

asOf

unused

price

share price in USD

Details

Form 144 is a requirement to disclose the intention to sell restricted shares. It is made up of two different sections:

Intent

the proposed amount of shares expected to sell nvda_intent

Sales

all sales made over the preceeding three months nvda_sales

The intent section of a form is unique across multiple forms filed by a person or entity. The “Sales” section may contain duplicate entries in the data provided by the API. Thsi is intentional as it represents the time(s) the information was disclosed.

From the SEC, the securities and people reporting are:

Restricted securities are securities acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer. Investors typically receive restricted securities through private placement offerings, Regulation D offerings, employee stock benefit plans, as compensation for professional services, or in exchange for providing "seed money" or start-up capital to the company. Rule 144(a)(3) identifies what sales produce restricted securities.

Control securities are those held by an affiliate of the issuing company. An affiliate is a person, such as an executive officer, a director or large shareholder, in a relationship of control with the issuer. Control means the power to direct the management and policies of the company in question, whether through the ownership of voting securities, by contract, or otherwise. If you buy securities from a controlling person or "affiliate," you take restricted securities, even if they were not restricted in the affiliate's hands.

References

Form 144 Investor Information: ‘https://www.sec.gov/about/reports-publications/investorpubsrule144’

Examples

data(nvda_sales)

Pershing Square Beneficial and Activist Details

Description

Beneficial and Activist API example of single manager block positions for 2019-2020

Usage

data("pershing")

Format

A data frame with 72 observations on the following 25 variables.

acceptanceDatetime

acceptance time to SEC's EDGAR® system

filing

canonical EDGAR® filing path

form

filing type: SC 13D, SC 13G, SC 13D/A or SC 13G/A

filedAsOf

when the data was filed

dateOfEvent

date reporting for

issuerName

name of issuer in submission

issuerCik

Central Index Key of issuer

issuerQkid

QKID™ symbol

issuerTicker

common exchange ticker

filerName

name of reporting filer

filerCik

Central Index Key of filer

rule13d13g

rule being reported for

namesOfRptPersons

individual or firm name who is reporting

isGrp

a character vector

srcOfFunds

a character vector

srcOfFundsDesc

a character vector

placeOfOrg

a character vector

soleVoting

a numeric vector

sharedVoting

a numeric vector

soleDispositoryPwr

a numeric vector

sharedDispositoryPwr

a numeric vector

aggAmtOwned

a numeric vector

pctOfClass

a numeric vector

personType

a character vector

personTypeDesc

a character vector

Details

Beneficial and Activist Ownership describe owners (reporting) who maintain a large share of a public company (issuer). The forms filed when a filer maintains or exceeds a 5% are ‘SC 13G’ and ‘SC 13D’, and the follow-on amendments as thos positions change.

The difference in form types is related to filer intent, specifically whether the 5% owner is passive, or is attempting to exert control over the company. The canonical example of an large investor who may file both is ‘Pershing Square’, run by ‘Bill Ackman’. We include this dataset to document the fields. Additional history is available for all filings of this type as well as for all history.

Through 2024, all filings have come as unstructured text and as such are very difficult to systematically extract data. QUANTkiosk™ runs a complex automated extraction process to provide reliable data in a form that is made available in R via qk_beneficial and qk_activist functions.

References

Ownership homepage: ‘https://www.quantkiosk.com/ownership’

Pershing Square Filings: ‘https://www.sec.gov/edgar/browse/?CIK=0001336528’

Form SC 13D/G information: ‘https://www.sec.gov/rules-regulations/staff-guidance/compliance-disclosure-interpretations/exchange-act-sections-13d-13g-regulation-13d-g-beneficial-ownership-reporting’

Examples

str(pershing)

## Not run: 
pershing.cik <- "0001336528"

qk_beneficial(pershing.cik, yyyy=c(2019,2020), qq=0)

## End(Not run)

Pfizer (PFE) Revenue Data

Description

QUANTkiosk™ Fundamentals API (As Of)

Usage

data("pfe")

Format

A data frame with 60 observations on the following 40 variables.

cik

the Central Index Key of the issuer

pik

the QKID™ Permanent Index Key of the issuer

acceptance_time

EDGAR® processing time

acceptance_utc

EDGAR® processing time in unix (seconds since 19700101)

stmt

statement including the item

item

the QK™ standardized item code

unit

unit of measurement - as reported

form

form filing type: 10-Q, 10-Q/A, 10-K, 10-K/A, 8-K, 8-K/A, 20-F, 20-F/A, 6-K, 6-K/A

filename

canonical EDGAR® filing path

accn

EDGAR® accession number

fye

fiscal year end

fyeq

fiscal yeat end quarter

fpb

fiscal period beginning

fpe

fiscal period end

filed

date filed

fpe2filed

days from fiscal period end to filed

filed40

forty day mark from fpe

ffiled

first filed - will be different in a restatment

cyqtr

calendar year quarter available

cyear

calendar year available

cqtr

calendar quarter available

rptq

value - fiscal quarter (reported)

rptqd

reporting quarter days

rpty

value - fiscal year to date (reported)

rptyd

reporting year days

fp

fiscal period - e.g. Q1, Q2, Q3, Q4, FY

fqtr

fiscal quarter - e.g. 1, 2, 3, 4

fqd

fiscal quarter days

fq

value - calculated fiscal quarter

fytd

value - calculated fiscal year to date

ttm

value - calculated trailing twelve months

rstmt

restated flag

rstmt.q

restated flag - quarterly value

rstmt.y

restated flag - yearly value

iq

imputed quarterly

asof

as of date

concept_id

unique id for auditing

fqpy

fiscal quarter - prior year

fytdpy

fiscal year to day - prior year

ann

annual value - only fye

Details

QUANTkiosk™ Fundamentals are extracted from original sources, using a systematic process. Data is extracted and normalized into QK™ concepts that align across time and firms using a set of rules. Most concepts are currently using ‘US-GAAP’ taxonomy.

Source

QUANTkiosk™ ‘https://www.quantkiosk.com/fundamentals’

Examples

to_df(pfe)

QUANTkiosk Data Auditing Tools

Description

Methods to audit orginal data sources to verify data correctness and interpretation.

Usage

qk_audit(x, ...)

## Default S3 method:
qk_audit(x, row, accn, fpe, open = FALSE, ctx=-1, ...)

Arguments

Details

Non-market data is derived from myriad sources and contain billions of datum. To better prove correctness (and to track data issues), QUANTkiosk provides a user inteface to interrogate the original sources in a variety of ways.

The first application is for the fundamentals data we curate from billions of datum published by companies. The qk_audit interface allows the researcher to request the source data - in context from the original filings, if applicable.

For most of the standardized financial reporting line items (GAAP), we have developed item codes to standardize reporting views when possible. These data are coallesced from multiple places within filings including tabular data and the xbrl (extensible business reporting language) mandaded in the US and in other countries for many instances of reporting.

qk_audit is designed to be used regularly to inspect context as well as numerical correctness of data returned by QUANTkiosk's APIs by using extracted data from the original HTML filings. These original tables do not include the additional contextual details present in the qk_fn data - often only presenting a row label and a set of period to date values. We process and extract the additional 30+ fields from a complex internal process that includes validation steps as well as the very facility to inspect as presented in qk_audit.

Value

A displayed version of the text-formatted original html tables, including context we are assigning and a highlighted section of the html that matches the data in question.

Some values may we return in the API are actually imputed from the data that may actually only report data in a period-to-date format.

Note

This functionality is not all inclusive as locating data within a filings is not one for one. Often data can be presented outside of statements or tables and therefore has no easy to display data source. This may be possible in future version fo QK.

Author(s)

QUANTkiosk

References

‘www.sec.gov’

See Also

See Also as qk_fn

Examples

## Not run: 
jnj <- qk_fn(qk_ticker("JNJ"), "SALE")

# pipes require R >= 4.1.0
# jnj |> to_df() |> qk_audit(55)

## End(Not run)

Live Download EDGAR® Filings Raw & Processed Data

Description

Provide access to QUANTkiosk™ QK Complete™ professional subscription. This function is intended to be used as part of an ETL pipeline and run at fixed intervals to provide local live capture of filings data.

Usage

qk_complete(dir,
           subscription = "raw",
           rollup = "5m",
           last = "5m",
           date = today(),
           fmt = c("zip", "tar.gz"),
           gzip = TRUE,
           hide = TRUE,
           quiet = FALSE,
           force = FALSE)

Arguments

Details

qk_complete syncs live data subscriptions in near realtime. For most applications this is sufficient to maintain a full history locally while the filings are arriving and being processed by the SEC.

Value

Called for its side-effects, the function returns a list of filings that have been extracted from the archive. The primary result is the writing of the raw (or processed) filings to disk, as well as associated meta data created by the api.

Note

This endpoint requires both historical and live access. Consult your account page for details.

Author(s)

QUANTkiosk™

References

SEC's EDGAR® Website: ‘https://www.sec.gov/search-filings’

Examples

## Not run: 
edgardir <- tempdir()
qk_complete(edgardir)

dir(edgardir)

## End(Not run)

QK Object Manipulation

Description

‘generic’ functions to filter and sort data returned from the QK API. These are helper functions designed to facilitate exploration of specific data structures provided by the API.

Usage

qk_filter(x, ...)

## S3 method for class 'qk_df'
qk_filter(x, by = c("top", "incr", "decr", "new", "del"), ...)

qk_sort(x, ...)
## S3 method for class 'qk_df'
qk_sort(x, by = c("value", "shrsOrPrnAmtType", "portWgt",
                                  "QtrsHeld", "qtrsHeld", "QOQSshPrnAmt",
                                  "QOQValue", "QOQPortWgt"), incr = TRUE, ...)

qk_summary(x, ...)
## S3 method for class 'qk_df'
qk_summary(x, n = c(10, 5), ...)

Arguments

Details

qkiosk makes available multiple data sets from the quantkiosk platform. These are often information dense and require further investigation. To help facilitate and align the experience across supported tools (e.g. dashboard, R, python), a common set of basic filtering is provided for convenience.

For ‘Institutional Ownership’ data returned from qk_institutional

See deshaw and sgcap for examples of data.

Value

filtered and sorted versions of original data.

Author(s)

QUANTkiosk

References

See ‘https://api.quantkiosk.com/ownership’ dashboard examples

See Also

See Also as qk_institutional, ~~~

Examples

# SG Capital QKID using CIK 
sg <- qk_cik(1510099)

# sgcap is available as a dataset in package
sgcap <- qk_institutional(sg, yyyyqq=202401)


head(qk_filter(sgcap, by='incr'))
head(qk_sort(sgcap, by='QtrsHeld'))
head(qk_sort(qk_filter(sgcap, by='decr'), by='QOQValue', incr=FALSE))

qk_summary(sgcap)

Fundamentals Data

Description

Functions to get ‘as-reported’ and ‘revised’ fundamentals line item data from QK™/Financials API.

Usage

qk_fn(qkids,
      items,
      qkid_items = NULL,
      from = 20000101,
      to = today(),
      asof = today(),
      asfiled = FALSE,
      aspit = getOption("qk.aspit",FALSE),
      ticker = TRUE,
      hide = TRUE,
      quiet = TRUE,
      cache = TRUE)

qk_fncodes()

## S3 method for class 'qk_fn'
qk_select(x, id_item, id, item, i, j, ...)

qkiditems(qkids,items,using=TRUE)

pit_asof(pit,dt = today(), qtrs=1)

pit_asfiled(pit, dt = today(), qtrs=1)

Arguments

Details

To view current QUANTkiosk™ item codes call qk_fncodes(). This will return a list organized by supported statements. This is constantly expanding.

For each item in items requested a request applied to every qkid in qkids. All responses are cached by default. This can be disabled using cache=FALSE.

For enterprise subscriptions, if view='pit' is requested the subsequent object may contain restated and as-filed values and times. Two functions are provided to resolve to unique observations at each date: pitAsFiled converts the series to only include the initial observation recorded, whereas pitAsOf reconciles restatements up to and including the date specified.

Value

A multivariate xts timeseries if full=FALSE, containing one column for each qkid, item pair. The column names are derived from the QKID metadata. See examples for more details.

If full=TRUE a nested-list of data.frames are returned with additional details for each item value. See pfe.sale sample data. The general object looks like:

• qkid (e.g. "0001045810.000.001S5TZJ6" [NVDA])

  • sale (xts)

  • eps (xts)

  • atc (xts)

• qkid (e.g. "0001564408.000.00441QMK5" [SNAP])

  • sale (xts)

  • eps (xts)

  • atc (xts)

Note

Depending on a user's subscription level, there may be restrictions on the universe of available companies and available line items. For asof queries, the the requests will resolve to the date of the query unless the subscription is for arbitrary point-in-time data. See ‘https://quantkiosk.com/point-in-time’ for a full discussion of the details.

Author(s)

QUANTkiosk™ team.

References

SEC EDGAR® filing and reporting rules.

See Also

See Also qkid See Also qk_fncodes

Examples

## Not run: 
# get list of all QK™ codes
fncodes <- qk_fncodes()

# Pfizer and J&J quarterly revenue (SALE) and net income (NI) 
pfe <- qk_fn(qk_ticker(c("PFE","JNJ")), c("SALE","NI"))

tail( to_df(pfe) ) 
# single company, single item - Net Income
qkiditems(qk_ticker("AMD"), "NI")

# single company, multiple items - Revenue + Net Income
qkiditems(qk_ticker("AMD"), c("SALE","NI"))

# multiple companies, single item (used for each companies)
qkiditems(qk_ticker(c("AMD", "AAPL")), "NI")

# multiple companies, multiple items (used for each companies) - Assets + Assets Current
qkiditems(qk_ticker(c("AMD", "AAPL")), c("AT", "ATC"))

# multiple companies, multiple differnt items for each
qkiditems(qk_ticker(c("AMD", "AAPL")), list("NI",c("AT","ATC")))

## End(Not run)

Convert and Display QUANTkiosk Objects

Description

Generic functions to extract, transform and display QUANTkiosk api data to common R objects.

Usage

qk_select(x, ...)

to_df(x, ...)
as.qk_df(x, view="", showfull=FALSE, cls="qk_df", highlight=NULL)

to_ts(x, ...)
## S3 method for class 'qk_fn'
to_ts(x, i='fq', dt='fpe', ...)
## S3 method for class 'qk_df'
to_ts(x, i='fq', dt='fpe', ...)

full(x, showfull=TRUE, ...)
## S3 method for class 'qk_fn'
full(x, showfull=TRUE, ...)
## S3 method for class 'qk_df'
full(x, showfull=TRUE, ...)

## S3 method for class 'qk_fn'
subset(x, ...)
## S3 method for class 'qk_fn'
as.data.frame(x, ...)

## S3 method for class 'qk_df'
subset(x, ...)
## S3 method for class 'qk_df'
head(x, ...)
## S3 method for class 'qk_df'
tail(x, ...)

highlight(x, ...)
## S3 method for class 'data.frame'
highlight(x, i, color='yellow', bg, fg, ...)

Arguments

Details

Most data fetched from QUANTkiosk results in either a QK typed object or a data.frame of class qk_df.

Central to manipulation of these data, the package provides a variety of s3 methods to interact with base or stats functionalty.

Value

A modified or transformed oject

Examples

head(crox)

highlight(crox, 2:3)

## Not run: 
# R >= 4.1.0
# crox |> highlight(2) |> highlight(3,'green')

## End(Not run)

Universe Function

Description

Tools to Fetch Universe Data

Usage

qk_univ(univ, dt, src = "QK", cache=TRUE)

Arguments

Details

The QK universe function allows for named universe requests. Each universe is constructed using a set of rules.

Value

A qkid object containing the universe.

Note

Neither dt= or src= are implemented in this version.

Author(s)

QUANTkiosk™ team.

References

‘https://quantkiosk.com/qkid’

See Also

See Also qkid

Examples

## Not run: 
qk100 <- qk_univ("QK100")

# top 1000 widely firms
qk1k <- qk_univ("QK1000")

# next 2000 most widely held firms
qk2k <- qk_univ("QK2000")

## End(Not run)

QKID™ Tools

Description

Functions to create, extract and convert entity and instrument identifiers within QUANTkiosk™'s QKID™ open symbology.

Usage

qk_search(x, type=c('issuer','manager','fund','person'), n=10)
qk_search_co(x, n=10)
qk_search_mgr(x, n=10)

qk_ticker(ticker, ...)
to_ticker(qkid, ...)

qk_figi(figi, type = c("figi", "shareClass", "composite"), ...)
to_figi(qkid, type = c("figi", "shareClass", "composite"), ...)

qk_cik(cik, ...)
to_cik(qkid, ...)

qk_permid(permid, type = c("org", "instrument", "quote"), ...)
to_permid(qkid, type = c("org", "instrument", "quote"), ...)

qk_name(name, ...)
to_name(qkid, ...)

qk_sic(sic, ...)
to_sic(qkid, ...)

qk_sector(sector, ...)
to_sector(qkid, ...)

# convert string version of QKID to class `qkid`
qkid(qkid, src="qkid", srcid=qkid, retrieved=yyyymmdd())

is.qkid(x)
as.qkid(x)

.qkidVersion(qkid)
classname(qkid)
detail(qkid)

entity(qkid)
cls(qkid)
instrument(qkid)

Arguments

Details

R functions to allow for mapping and manipulation of QUANTkiosk™'s symbology as well as common identifiers using a special qkid class.

Value

QUANTkiosk™'s public identifier, known as ‘QKID™’ is the central identifier used by the QK™ API. It is freely licensed under CC-BY-SA and is designed to provide institutional quality symbology usable within professional asset management while being simple to use.

For a full discussion, please refer to official website below and the associated documentation. The ‘QKID™’ is a portmantaeu identifier, combining well-established entity and instrument identifiers into a linked symbology suitable for research and trading. There are three main components to a fixed-width ‘QKID™’:

‘QKID™’ can also be mapped to sectors and SIC codes.

• ENTITY.CLS.INSTRUMENT

  • ENTITY: 10 characters uniquely matching an entity

  • CLS: 4 character code indicating the instrument class

  • INSTRUMENT: a unique, immutable instrument ID

‘cls’ and ‘detail’ provide access to qkid object internals and details, returning broken-down identifiers or meta details about the id.

To facilitate discovery, qkiosk provides search functionality. qk_search_co offers fuzzy matching to public companies (e.g. Pfizer or McDonalds), returning a menu to select the match from. The return value is the matched ‘QKID’. Similar functionality is available to find investment managers (e.g. D.E Shaw) via the qk_search_mgr function.

Note

Point-in-time QKID™ queries are currently not available outside of a subscription, this may change in the future.

Author(s)

QUANTkiosk™

References

Official QKID™ site: ‘https://www.quantkiosk.com/qkid’

Examples

# QKID™ string to class qkid
qkid("0000200406.0000.001S5SHQ9")

## Not run: 
qk_search_co("tesla")
qk_search_mgr("pershing")

jnj.qkid <- qk_ticker("JNJ")
to_ticker(jnj.qkid)
to_cik(jnj.qkid)

detail(jnj.qkid)


faang <- qk_ticker(c("META","AAPL","AMZN","NFLX","GOOGL"))
entity(faang)
cls(faang)
instrument(faang)

cls(faang)

to_ticker(faang)
to_name(faang)
to_permid(faang)
to_figi(faang)
to_cik(faang)

## End(Not run)

SG Capital Institutional Ownership Details (Aggregated)

Description

Institutional Ownership API example of small manager filing.

Usage

sgcap

Format

A data frame with 76 observations on the following 22 variables.

filerName

name of filer (i.e. fund name)

filing

canonical EDGAR® filing path

submissionType

filing type: 13F-HR or 13F-HR/A (amended)

reportPeriod

period of report

filedDate

when the data was filed

issuer

name of instrument

titleOfClass

title or class name of instrument

issuerSIC

official standardized industrial code

issuerSector

two-character sector code from QUANTkiosk™

issuerTicker

common exchange ticker

issuerQkid

QKID™ symbol

value

fair market value of position at end of report period

shrsOrPrnAmt

number of shares held or principal amount

putCall

one of ‘PUT’, ‘CALL’ or empty

shrsOrPrnAmtType

shares ‘SH’ or principal ‘PRN’

portWgt

portfolio weight (QK™ calculated)

hasOtherManager

logical value indicating if submanagers are reported

QtrsHeld

quarters held (QK™ calculated)

QOQSshPrnAmt

quarter over quarter change in shares or principal amount of holding (QK™ calculated)

QOQValue

quarter over quarter change in value of holding (QK™ calculated)

QOQPortWgt

quarter over quarter change in portfolio weight (QK™ calculated)

newOrDel

is position ‘NEW’ or ‘DEL’eted. See details. (QK™ calculated)

Details

Institutional Ownership consists of quarterly ‘13F-HR’ and amended reports ‘13F-HR/A’ made by investors who hold at least $100 million of securities declared by the U.S. Securities and Exchange Commission. Filers include banks, insurance companies, and hedge funds. The filings are due 45 days after the end of each calendar quarter, and are filed via the EDGAR® system. The securities reported must be from the official ‘13(f) securities’ list published by the SEC. See references section.

QUANTkiosk™ provides access to these filings in two forms at present. The first is an aggregated view that includes one row per unique instrument held. The second version (ex. deshaw) contains additional submanagers details. See the respective help page.

Additional fields not present in the official ‘13F-HR’ or ‘13F-HR/A’ but provided in both aggregated and non-aggregated views:

• issuerSIC

• issuerSector

• issuerQkid

• issuerTicker

These fields are useful for tracking changes between quarters as well as intrafiling analysis.

Note that hasOtherManager is set to TRUE or FALSE if the filing reports other manager holdings. See deshaw for more details on additional fields in non-aggregated views

Additional fields pre-calculated by QUANTkiosk™ across time:

• QOQSshPrnAmt

• QOQValue

• QOQPortWgt

• newOrDel

• QtrsHeld

QK™ calculates these fields as quarter over quarter change in absolute terms. newOrDel marks holdings that are ‘NEW’ this quarter or ‘DEL’eleted. Deleted entries are not in the filing, but are provided to identify positions traded out of. QtrsHeld shows duration of a continuously held position in aggregate, or in the case of submanager API data, positions held continuously by the exact combination of submanagers. The latter is less reliable due to reporting considerations in the source data.

References

Ownership homepage: ‘https://www.quantkiosk.com/ownership’

Ownership Dashboard: ‘https://one.quantkiosk.com/ownership’

SG Capital Filings ‘https://www.sec.gov/edgar/browse/?CIK=0001510099’

Form 13F-HR FAQ: ‘https://www.sec.gov/divisions/investment/13ffaq’

Official 13(f) Securities ‘https://www.sec.gov/divisions/investment/13flists’

See Also

R function: qk_institutional Non-aggregated (Submanager) example: deshaw

Examples

data(sgcap)

Simple Dates

Description

Simplified dates expressed as integers to facilitate easy API access.

Usage

yyyymmdd(x = Sys.time(), tz = Sys.getenv("TZ"))

today()

to_qq(yyyymmdd)
to_yyyy(yyyymmdd)
to_yyyyqq(yyyymmdd)

qtrs(n)
days(n)

## S3 method for class 'yyyymmdd'
seq(from, to, by, length.out = NULL, along.with = NULL, ...)

## S3 method for class 'yyyymmdd'
diff(x, lag = 1, differences = 1, ...)

is.yyyymmdd(x)

as.yyyymmdd(x, ...)

## S3 method for class 'Date'
as.yyyymmdd(x, ...)
## S3 method for class 'numeric'
as.yyyymmdd(x, ...)

## S3 method for class 'yyyymmdd'
as.Date(x, ...)
## S3 method for class 'yyyymmdd'
as.POSIXct(x, ...)
## S3 method for class 'yyyymmdd'
as.POSIXlt(x, ...)

Arguments

Details

R has a weath of date functionality but lacks a coherent integer date representation that is capable of date math and proper timezone handling. This set of tools provides this.

Value

TBD

Author(s)

QUANTkiosk

References

Most date functionality is provided by conversion to R's Date internally and cast back to a yyyymmdd before returning. See Date and seq.Date for more details.

See Also

See also today

Examples

# today - no TZ
today()
is.yyyymmdd(today())

# same output as today() but possible to change TZ
yyyymmdd()

# sequence
seq(yyyymmdd(), yyyymmdd() + 10)

seq(yyyymmdd(), by='month', length.out=10)
seq(yyyymmdd(), by='month', along.with=1:5)

# difference between dates
diff(yyyymmdd()+c(1:5,14:20), lag = 1, differences = 1)

# add durations
yyyymmdd() + 10
yyyymmdd() + qtrs(2)

# subtract durations
yyyymmdd() + qtrs(-2)
yyyymmdd() - qtrs(2)

# convert to yyyymmdd
as.yyyymmdd(Sys.Date())
as.yyyymmdd(20240124)

# convert back to R classes
as.Date(yyyymmdd())
as.POSIXct(yyyymmdd())