Python function: getInsiderTradesData()

Specification	Value
Delivery Frequency	continuous, daily
Data Frequency	event-driven
Reporting Lag	87% within 5 min of SEC acceptance; full coverage within 24h
Coverage	5,300+ U.S. equities, 97,000+ insiders, SEC Forms 3/4/5
History	Since 2009-01-02
Availability	Free

Product Overview

Overview

Corporate Insider Transactions provides structured, near real-time data on insider buying and selling activity derived from SEC Forms 3, 4, and 5 (including amendments 3/A, 4/A, 5/A). The dataset captures non-derivative transactions — direct open-market purchases and dispositions — filed by corporate officers, directors, and beneficial owners (10%+ holders) of U.S. public companies. The dataset contains 3.5M+ transactions spanning 5,300+ tickers and 97,000+ unique insiders, with history back to January 2009.

Data Pipeline & Latency

Scalar Field ingests insider filings through two complementary paths:

Real-time stream: A persistent connection to SEC EDGAR receives filing notifications within seconds of acceptance. Structured transaction data is fetched by accession number and written to the database. If the data is not yet available, the system retries automatically until it arrives.
Daily reconciliation: A batch job runs each morning, performing an incremental pull by ticker to catch any filings missed by the real-time stream or delayed in SEC indexing.

Ingestion Latency (last 7 days)

The gap between when the SEC accepts a filing (filed_at) and when it appears in Scalar Field (ts_recv):

Lag	% of filings
< 1 minute	73%
1–5 minutes	14%
5–60 minutes	9%
1–24 hours	4%
> 24 hours	0%

87% of filings are ingested within 5 minutes of SEC acceptance. The remaining ~13% are typically filings where the SEC API indexes the structured data with a short delay; these are caught by automatic retries or, in rare cases, the daily batch reconciliation.

Timestamp Semantics: `ts_recv` vs `filed_at` vs `transactionDate`

This distinction is critical for backtesting and signal construction:

Timestamp	Meaning	Use Case
`ts_recv`	When Scalar Field’s pipeline first ingested the record (UTC → New York time). This is the point-in-time timestamp — the earliest moment this data was available in the system.	Point-in-time backtesting. Use this as your event timestamp to avoid look-ahead bias.
`filed_at`	When the SEC filing was officially accepted by EDGAR (UTC → New York time).	Regulatory timing analysis. Measures the insider’s filing delay relative to the transaction.
`transactionDate`	The actual date the insider executed the trade.	Event studies. The true economic event date — but note this is only known after the filing lands.

Insider Filing Delay (transaction date → SEC filing, last 7 days)

How long after the actual trade do insiders file with the SEC:

Delay	% of filings
Same day	4%
1 day	19%
2 days	44%
3–5 days	29%
> 5 days	5%

Insiders are required to file Form 4 within 2 business days of the transaction. In practice, ~67% comply within 2 days, while ~33% file later. This means that even with a perfect real-time feed, there is an inherent information delay between when an insider trades and when the market can observe it.

Coverage

Universe: 5,300+ U.S.-listed equities with SEC insider filings (NYSE, NASDAQ, AMEX, OTC issuers).
Insiders: 97,000+ unique filing insiders.
Filing types: Forms 3 (initial statement of beneficial ownership), 4 (changes in ownership), and 5 (annual summary), plus their amendments (3/A, 4/A, 5/A).
Transaction filter: Only non-derivative transactions with acquired/disposed codes — Buy (A) and Sell (D). Derivative transactions (option exercises, conversions) are excluded.
History: January 2009 to present, with continuous daily updates.
Volume: ~1,500 transactions/day on average; ~270K/year in recent years.

Annual Volume

Year	Transactions
2009	134,566
2010	156,020
2011	152,509
2012	165,646
2013	170,764
2014	171,229
2015	171,205
2016	171,877
2017	181,639
2018	197,736
2019	205,018
2020	234,433
2021	294,368
2022	241,628
2023	245,931
2024	274,757
2025	271,592

Buy/Sell Split

Across the full dataset: 49% Buy / 51% Sell, roughly balanced.

Querying the Data

Basic Usage

from scalarlib import getInsiderTradesData

# All AAPL insider trades in 2024
df = getInsiderTradesData('AAPL', '2024-01-01', '2024-12-31')

# Multiple tickers
df = getInsiderTradesData(['AAPL', 'MSFT', 'NVDA'], '2024-01-01', '2024-12-31')

# All tickers (universe-wide scan)
df = getInsiderTradesData(None, '2024-06-01', '2024-06-30')

Filtering by Insider

# Filter by insider name
df = getInsiderTradesData('AAPL', '2020-01-01', '2024-12-31', insider_name='Tim Cook')

# Filter by role (supports abbreviations: CEO, CFO, COO, CTO, director, VP, etc.)
df = getInsiderTradesData(None, '2024-01-01', '2024-12-31', insider_role='CEO')

Parameters

Parameter	Type	Required	Description
`tickers`	str, list, or None	No	Stock symbol(s). `None` returns all tickers.
`start`	str	Yes	Start date (`YYYY-MM-DD` or `YYYY-MM-DDTHH:MM:SS`).
`end`	str	Yes	End date (same format; date-only is inclusive).
`insider_name`	str	No	Insider name.
`insider_role`	str	No	Insider role or position (e.g. CEO, director).

Column Definitions

Insider Trades Schema

Column	Type	Description
`ts_recv`	datetime	Point-in-time timestamp: when Scalar Field ingested the record (New York time). Use this for backtesting to avoid look-ahead bias.
`filed_at`	datetime	SEC filing acceptance timestamp (New York time). When the Form 3/4/5 was officially filed with EDGAR.
`symbol`	string	Ticker symbol of the issuer (e.g., AAPL, MSFT).
`transactionAmount`	float	Number of shares transacted.
`transactionPrice`	float	Price per share at which the transaction was executed (USD).
`transactionType`	string	SEC transaction code (S = open-market sale, P = open-market purchase, A = grant/award, M = exercise/conversion, F = tax withholding, etc.).
`side`	string	Direction: `Buy` (acquired) or `Sell` (disposed).
`transactionDate`	date	Calendar date the insider executed the trade.
`name`	string	Full name of the insider as reported in the SEC filing.
`typeOfOwner`	string	Relationship to issuer (e.g., “Chief Executive Officer”, “Director”, “10% Owner”).
`postTransactionAmount`	float	Shares held by the insider after the transaction.
`securityTitle`	string	Description of the security (e.g., “Common Stock”).
`issuerName`	string	Legal name of the issuing company.
`accessionNo`	string	SEC EDGAR accession number — unique filing identifier. Construct the EDGAR URL as `https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&accession={accessionNo}`.

Transaction Type Codes

Code	Meaning	Count
S	Open-market or private sale	1,070K
A	Grant, award, or other acquisition	724K
F	Payment of exercise price or tax liability (withholding)	547K
M	Exercise or conversion of derivative security	546K
P	Open-market or private purchase	296K
J	Other acquisition or disposition	114K
G	Gift	105K
D	Disposition to the issuer	55K
C	Conversion of derivative security	49K

Filtering Reference

Insider Role Filter

The insider_role parameter supports these abbreviations and their expansions:

Abbreviation	Matches
`CEO`	Chief Executive Officer
`CFO`	Chief Financial Officer
`COO`	Chief Operating Officer
`CTO`	Chief Technology Officer
`CIO`	Chief Information Officer
`President`	President
`Director`	Director
`VP` / `SVP` / `EVP`	Vice President / Senior VP / Executive VP
`Chairman`	Chairman, Chair
`General Counsel`	General Counsel, GC
`Controller`	Controller
`Treasurer`	Treasurer
`Secretary`	Secretary, Corp Sec
`10% Owner`	10% Owner, Beneficial Owner

Unrecognized role strings are matched as literal substrings against the typeOfOwner field.

Getting Started

Trading

Trading Venues

Market Data

Usage & Pricing

Corporate Insider Transactions

Product Overview

Overview

Data Pipeline & Latency

Ingestion Latency (last 7 days)

Timestamp Semantics: `ts_recv` vs `filed_at` vs `transactionDate`

Insider Filing Delay (transaction date → SEC filing, last 7 days)

Coverage

Annual Volume

Buy/Sell Split

Querying the Data

Basic Usage

Filtering by Insider

Parameters

Column Definitions

Insider Trades Schema

Transaction Type Codes

Filtering Reference

Insider Role Filter

​Product Overview

​Overview

​Data Pipeline & Latency

​Ingestion Latency (last 7 days)

​Timestamp Semantics: ts_recv vs filed_at vs transactionDate

​Insider Filing Delay (transaction date → SEC filing, last 7 days)

​Coverage

​Annual Volume

​Buy/Sell Split

​Querying the Data

​Basic Usage

​Filtering by Insider

​Parameters

​Column Definitions

​Insider Trades Schema

​Transaction Type Codes

​Filtering Reference

​Insider Role Filter

Product Overview

Overview

Data Pipeline & Latency

Ingestion Latency (last 7 days)

Timestamp Semantics: `ts_recv` vs `filed_at` vs `transactionDate`

Insider Filing Delay (transaction date → SEC filing, last 7 days)

Coverage

Annual Volume

Buy/Sell Split

Querying the Data

Basic Usage

Filtering by Insider

Parameters

Column Definitions

Insider Trades Schema

Transaction Type Codes

Filtering Reference

Insider Role Filter