Documentation: Insider Transactions Data Feed

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Overview


The FinIQ Insider Transactions API provides real-time access to insider trading activities (purchases, sales, grants, and option exercises) for over 30,000 public companies across 60+ global exchanges.

Unlike standard feeds that simply scrape regulatory filings, this dataset is structured for alpha. We automatically normalize global filing formats (SEC Form 4, UK Director Dealings, etc.) into a single schema and enrich the data with proprietary signals, such as 10b5-1 Noise Filtering and Cluster Buying Detection.

Key Capabilities:

  • History: 15+ Years (Point-in-Time).
  • Latency: <100ms from regulatory publication.
  • Coverage: US (SEC), UK (LSE), EU, APAC, and 50+ other regions.
  • Alpha Signals: Pre-calculated "Cluster Buys" and "Opportunistic vs. Routine" flags.

1. Access Methods

We provide four distinct ways to access this dataset depending on your infrastructure:

REST API

JSON Feed

Low-latency output designed for live trading dashboards, mobile apps, and algo-trading engines.

Bulk Feed

CSV / Excel

Download full historical datasets (15+ years) instantly for backtesting in Python, R, or Excel.

Exclusive

Vector Database

RAG-Ready. Access pre-embedded narratives. Connect your LLM to query: "Show me tech CFOs who bought >$1M last week."

Direct Connect

SQL Warehouse

Plug our database directly into your internal warehouse (Snowflake, BigQuery, AWS Redshift) without API limits.

2. REST API: Live Transaction Feed

Endpoint: GET https://api.finiq.data/v1/insider-transactions


Request Parameters

Parameter Type Required Description
api_token string Yes Your API Key.
ticker string No Filter by specific symbol (e.g., AAPL, VOD.L).
date_from date No Start date (YYYY-MM-DD). Default: Today.
date_to date No End date (YYYY-MM-DD).
transaction_type string No Filter by type: buy, sell, grant, option_exercise.
filter_10b5_1 boolean No Set true to exclude pre-planned "automatic" trades (Noise filter).
only_clusters boolean No Set true to return only coordinated buying events (High Alpha).

Example Request (Python)

Python

import requests

url = "https://api.finiq.data/v1/insider-transactions"
params = {    
	"api_token": "YOUR_KEY",
    "ticker": "NVDA",    
    "date_from": "2024-01-01",    
    "transaction_type": "buy",    
    "filter_10b5_1": "true"  # Show me only opportunistic buys
}

response = requests.get(url, params=params)
data = response.json()

Response Structure (JSON)

JSON

{
  "meta": {
    "count": 1,
    "ticker": "NVDA",
    "exchange": "NASDAQ"
  },
  "data": [
    {
      "transactionDate": "2024-03-15",
      "reportingDate": "2024-03-16T16:45:00Z",
      "filingUrl": "https://sec.gov/Archives/edgar/data/...",
      "ownerName": "Jensen Huang",
      "ownerTitle": "CEO",
      "relationship": "Officer",
      "transactionCode": "P",
      "transactionType": "Buy",
      "shares": 25000,
      "pricePerShare": 875.50,
      "totalValue": 21887500,
      "postTransactionShares": 1250000,
      "changeInPosition": 0.02,
      "is10b5_1": false,
      "clusterSignal": {
        "isCluster": true,
        "clusterSize": 3,
        "description": "3rd Executive purchase in 48 hours."
      }
    }
  ]
}

3. Data Dictionary (Field Definitions)

Field Type Description
transactionDate Date The date the trade actually occurred.
reportingDate Datetime The exact timestamp the filing was released to the public. Critical for backtesting to avoid look-ahead bias.
ownerTitle String The corporate title (e.g., "Chief Financial Officer", "Director").
transactionCode Char The regulatory code. P = Purchase, S = Sale, A = Grant, M = Option Exercise.
is10b5_1 Boolean Crucial Signal. Returns true if the trade was made under a pre-scheduled trading plan. Institutional investors typically ignore these trades.
postTransactionShares Float The total number of shares owned after the trade. Used to calculate "Conviction" (e.g., Did they double their position?).
clusterSignal Object Proprietary analytics. Flags if this trade is part of a "Cluster" (multiple insiders trading simultaneously).

4. Bulk Data Access (CSV / Excel)

For users who need to backtest strategies against 15 years of history, we offer full historical dumps via direct download or Amazon S3 buckets.

File Naming Convention:

{Exchange}_{Ticker}_Insider_History_{Date}.csv


CSV Columns:

Date, Ticker, Exchange, InsiderName, Title, Type, Shares, Price, Value, SharesHeld, 10b5-1_Flag, Cluster_ID


How to Download:

  1. Navigate to the Data Export tab in the dashboard.
  2. Select Universe (e.g., "S&P 500" or "Global Tech").
  3. Select Timeframe (e.g., "2010 - 2024").
  4. Click Generate CSV.

5. Vector Database Feed (RAG-Ready)

Exclusive to FinIQ.

We provide insider data as Vector Embeddings. This is designed for AI teams building RAG (Retrieval-Augmented Generation) pipelines. Instead of querying SQL, your LLM can query the narrative.

Sample Vector Output (Decoded):

"On March 15, 2024, Jensen Huang, CEO of Nvidia, made an opportunistic purchase of 25,000 shares at $875.50. This is his first open-market purchase in 12 months and is part of a cluster buy involving the CFO and CTO."


Use Case:

Connect this feed to your OpenAI/LangChain pipeline to allow users to ask:

  • "Which semiconductor CEOs are buying their own stock right now?"
  • "Show me companies where the CFO bought the dip but the CEO is selling."

6. Coverage & Global Normalization

We map local regulatory filings to a standardized Global Schema.

Region Regulatory Source Native Filing Name Mapped to FinIQ Schema
USA SEC Form 4 / Form 144 Full Mapping
UK FCA PDMR / Director Dealings Full Mapping
Europe ESMA MAR (Managers' Transactions) Full Mapping
Canada SEDI Insider Reports Full Mapping
Japan FSA EDINET Disclosures Full Mapping

7. Error Handling & Limits

  • Rate Limits: Standard tiers allow 100 requests/second. Enterprise tiers offer unlimited throughput.
  • Error Codes:
    • 400 Bad Request
    • 401 Unauthorized: Invalid API Key.
    • 429 Too Many Requests: Rate limit exceeded.

8. Need Help?

  • Developer Support: email dev-support@finiq.data
  • Slack Community: Join our [Quant Developer Slack]
  • Postman Collection: [Download Here]

Author Name
Team Nextmark
Category
Dataset Documentation
Publish Date
February 2026

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