How fast is insider trading data available?
We parse filings within minutes of publication on EDGAR. The SEC gives insiders two business days to file Form 4, so the total lag from trade to API record is the filing deadline plus minutes.
SEC Forms 3, 4, and 5 parsed into structured JSON within minutes of hitting EDGAR. Every insider purchase, sale, and option exercise, back to 2006.
Section 16 of the Securities Exchange Act requires corporate insiders to report trades in their own company's stock. That covers officers, directors, and anyone holding 10% or more of a class of shares. When any of them buys, sells, or exercises options, the trade goes on a Form 4.
Since the Sarbanes-Oxley Act of 2002, Form 4 is due within two business days of the trade. Before that, insiders reported monthly, which made the data stale before it was public. Today the gap between a CEO buying stock and the disclosure reaching EDGAR is measured in hours.
The catch is the format. EDGAR publishes filings as XML built for compliance, not analysis. One filing can hold dozens of transactions across derivative and common-stock tables, and fields shift between form versions. We parse every filing into a flat, typed record you can query.
Records go back to 2006, which spans the 2008 crisis, the 2020 crash, and every cycle since. Enough depth to backtest an insider signal properly.
Purchases, sales, option exercises, awards, tax withholdings, and gifts each carry a code (P, S, M, A, F, G). Most research cares about open-market buys, not grants. Filter on the code and skip the rest.
Each record includes shares owned before and after the transaction, direct or indirect ownership, and the insider's role. You see the trade in the context of the position it changed.
Option exercises and warrant conversions arrive in the same schema as open-market trades, flagged by security type. One integration covers both tables.
curl -H "Authorization: Bearer YOUR_API_KEY" \
"https://ryxel.io/api/insider-transactions?ticker=AAPL&transactioncode=P"Screen for clusters of open-market purchases by C-suite officers. Research has linked insider buying to abnormal returns for decades, and Form 4 is the raw material.
Poll the endpoint for tickers you hold and get notified when an insider sells. The filing lands within two business days of the trade, so the alert is still news when it arrives.
Twenty years of coded transactions let you test strategies across bull and bear markets on a consistent record.
Track whether insiders trade outside plan windows or file late. A late filing is itself a data point.
We parse filings within minutes of publication on EDGAR. The SEC gives insiders two business days to file Form 4, so the total lag from trade to API record is the filing deadline plus minutes.
Form 3 is the initial statement when someone becomes an insider. Form 4 reports each trade within two business days. Form 5 is an annual catch-up for exempt transactions. The dataset covers all three, and the formType field tells them apart.
Yes. Pass transactioncode=P for purchases, S for sales, or M for option exercises. The codes follow the SEC's Form 4 transaction code table.
2006. That covers the 2008 financial crisis, the 2020 pandemic crash, and the 2022 bear market.
Insider name and role, issuer ticker and CIK, transaction date and code, shares, price per share, total value, shares owned after the trade, and a link to the source filing on EDGAR.
Tell us what you're building and which datasets you need — we'll set you up with an account, an API key, and access to the data.