quantlab.dataset.sharadar.holdings.SharadarHoldingsDataset#

class quantlab.dataset.sharadar.holdings.SharadarHoldingsDataset(config)[source]#

Bases: ReleasePanelDataset

Daily panel of 13F holders and shares held, each quarter from quarter end + 45 days.

Parameters:

dataset_configSharadarHoldingsConfig: raw_data_dir_path is <download-dir>/sharadar, holding the sf3a, sep (the calendar) and tickers raw tables.

Examples

With config as in the module example:

ds = SharadarHoldingsDataset(config).update()
sorted(ds.panel("2024-01-02", "2024-01-05").data_vars)
# ['holders', 'quarter_end', 'shares_held', 'value_held']

RAW_TABLES = ('sf3a', 'sep')#: SF3A and SEP, the calendar, must be complete through a day for it to be built.

config_cls#

The config class used to rebuild this dataset from a saved config.

alias of SharadarHoldingsConfig