Optional HKEX numeric stock code(s) to filter the live results to — comma-separated for multi-ticker pulls. Codes are normalized, so '700', '0700' and '0700.HK' all match Tencent. Leave blank to return every issuer that appears in the fetched HKEX Disclosure of Interests daily summaries and the SFC weekly short-position file for the selected window.

Type:string

Default:

Disclosure type

disclosureType

Optional

Which live regime to fetch. 'insider' = HKEX Disclosure of Interests daily summaries — directors' dealings (DSM...C2) plus individual & corporate substantial-shareholder changes (DSM...C1) under SFO Part XV. 'short' = SFC weekly Aggregated Reportable Short Positions CSV under the Securities and Futures (Short Position Reporting) Rules Cap. 571AJ. 'both' (default) fetches both and returns them in a unified schema with the type field distinguishing them.

Type:string

Default:both

Options:

bothinsidershort

Start date (YYYY-MM-DD)

startDate

Optional

Inclusive lower bound on the disclosure / reporting date. Defaults to 14 days before the end date. The actor iterates business days in this window for HKEX DI daily summaries (weekends and days with no published summary are skipped) and selects the SFC weekly CSV file(s) whose reporting date falls in the window. ISO-8601 format.

Type:string

Default:

End date (YYYY-MM-DD)

endDate

Optional

Inclusive upper bound on the disclosure / reporting date. Defaults to today. ISO-8601 format.

Type:string

Default:

Max HKEX DI business days to fetch

maxDiDays

Optional

Safety cap on how many business days of HKEX DI daily summaries to fetch (most recent first) within the date window. Each business day requires up to two HTTP fetches (C1 + C2). Raise for deeper history, lower for faster/cheaper runs.

Type:integer

Minimum:1

Maximum:60

Default:10

Minimum shares changed (insider records)

minSharesChanged

Optional

Lower bound (absolute value) on the number of shares bought/sold/involved for insider (DI) records. Filters out small housekeeping transactions. Short-position records pass through unchanged (this filter applies only to type=insider). 0 = no filter.

Type:integer

Minimum:0

Maximum:1000000000

Default:0

Max records returned

limit

Optional

Hard cap on total disclosure records pushed to the dataset (1-200). Each row is one real, live-fetched disclosure event (one director/substantial-shareholder dealing OR one SFC short position) and carries its real source URL.

Type:integer

Minimum:1

Maximum:200

Default:25

Proxy configuration

proxyConfiguration

Optional

Proxy used for outbound requests to the HKEX DI portal and SFC site. RESIDENTIAL with HK egress is recommended because the DI portal may block datacenter IPs.

Type:object

Default:

{
  "useApifyProxy": true,
  "apifyProxyGroups": [
    "RESIDENTIAL"
  ],
  "apifyProxyCountry": "HK"
}

ETF Holdings Tracker — Daily Constituents & Weights API

nexgendata/etf-holdings-tracker

Track ETF constituents and weights from SEC EDGAR — parsed, source-linked JSON for analysts, funds and AI agents. No API key. Pay per record.

NexGenData

HKEX News & Announcements — 港交所公告 API

nexgendata/hkex-news-announcements

Monitor Hong Kong HKEX listed-company announcements. Clean JSON for analysts and AI agents.

NexGenData

CFTC COT Enhanced — Position Velocity & Percentile Tracker

nexgendata/cftc-cot-position-velocity-tracker

Weekly CFTC Commitment of Traders with the percentile + velocity overlay every commodity desk builds in Excel: net position, 3-yr percentile, week-over-week velocity for managed money, swap dealers, commercials, non-reportables. Legacy, disaggregated, TFF families. From publicreporting.cftc.gov.

NexGenData