10X Document Dictionaries
10X Document Dictionaries:
This file provides a tabulated dictionary of all words from the LM dictionary for each filing, which means that you can work with word counts without parsing the underlying documents.
Loughran-McDonald_10X_DocumentDictionaries_1993-2023.txt (15.4 GB)
This file contains header information and word counts for all 10X filings.
- The header data is pipe-delimited from the word counts.
- The word counts appear as word-sequence-number:word-count.
- A Python function to decode the records is here.
- A sample program to produce word counts using the function is here.
Here is a truncated line containing Google's first 10-Q filing:
1288776,20040816,0001193125-04-141838,20040630,10-Q,Google Inc.|101:42,126:16,184:17,186:10,213:1,248:1, ...
The first six fields before the pipe are: (1) cik, (2) filing_date, (3) accession_number, (4) conformed_period_report, (5) form_type, and (6) company_name.
The subsequent fields contain the word sequence number in the master dictionary followed by the count for that word. The first field (101:42), indicates that the word "ability "occurred 42 times in the filing.