Can I place trades through RyxelData?
No. We are a data API, not a broker. Run it next to whatever you trade through.
Quotes and the tape live at the broker. The filing signals that move a name (insider prints, proposed sales, crowding, a lockup) should not require a second five-figure seat.
Today
You trade in one window and hunt EDGAR in another. By the time the Form 4 is formatted in a blog, the print is old.
With RyxelData
Pull Form 4, Form 144, 13F, and IPO terms into the same tools you already use next to the broker. We do not place the trade.
Discretionary traders already have a broker, a chart, and a quote. What they usually lack is structured filing data on the same names: who just bought, who just filed to sell, how crowded the holder base is, when the lockup comes off.
A full research terminal bundles those facts with a tape, options, and a news firehose, then prices the bundle like a trading desk. Most individual and prop traders need the filing slice, not the bundle.
Waiting on a tweet that paraphrases a Form 4 is a slow way to read a public document.
FORM 4
Filter to open-market buys and sells. See size, role, and shares owned after. Minutes after EDGAR, not after a recap thread.
FORM 144
Proposed sales above 5,000 shares or $50,000. Intent shows up before the execution.
13F
How many managers hold the name and what they control. Slow data, still useful when a crowded long starts to unwind.
IPO
Offer terms and lockup dates as fields. The calendar of scheduled supply, not a prospectus hunt.
RyxelData is the filing-signal layer. It is not a broker, not a tape, and not a replacement for the platform where you trade.
Call the API from a script, a sheet, or a small dashboard you keep next to the ticket. Same JSON the funds use: insider transactions, proposed sales, 13F holdings, fund look-through, supply chain, IPO terms.
We do not stream quotes. If you need the bid, you already have it. If you need the Form 4, that is the gap we fill.
Insider and proposed-sale checks become a query on the names you trade, not a second research product.
Crowding and lockup dates sit in the same notes as the setup, sourced to the filing.
The broker stays the broker. The filing data stops being a browser tab you forget to refresh.
Discretionary traders, prop desks, and individuals who want filing context next to the broker. We do not execute.
Form 4, Form 144, 13F, and IPO terms. Quotes stay where you already pay for them.
Script, sheet, or small dashboard. We are not a venue and we do not hold balances.
The insider and 13F records are the public filings, parsed. There is no delayed retail cut.
No. We are a data API, not a broker. Run it next to whatever you trade through.
No. We do not sell a quote feed or a tape. Our live datasets are insider transactions, 13F holdings, Form 144 proposed sales, fund holdings, supply chain, and IPOs.
We parse Form 4 filings within minutes of publication on EDGAR. Insiders have two business days from the trade to file, so the legal lag is the filing deadline plus minutes.
It is a notice of intent, not a fill. Some notices expire unused. Pair it with the Form 4 feed if you need to see whether the sale happened.
Share your use case and the datasets you need — we'll set up access for your team and one API key that covers it all.