HKEX Insider & Short Tracker — Director Dealings + Short Positions

Track Hong Kong director dealings (SFO Part XV) and SFC weekly short position disclosures in one unified feed. Built for HK equity analysts, hedge funds, and journalists who need named insider buying/selling and named short-seller positions on the full HKEX Main Board — without paying Bloomberg seat fees.

Who is this for?

If you fit one of these, this actor was built for you:

• HK equity analysts at long-only and long/short funds running coverage on HSI heavyweights (Tencent, HSBC, AIA, CCB, ICBC, BYD, Meituan, Xiaomi, Ping An, Alibaba) who need director dealings the day they hit the HKEXnews Disclosure of Interests portal — not three weeks later in a quarterly research update.
• Asia hedge funds and prop desks running market-neutral or short-biased books who need to know which hedge fund (Citadel, Marshall Wace, Millennium, Point72, Two Sigma, AQR, BlackRock) is short which HK Main Board name — and how that net short position is changing week over week through the SFC's weekly short position reporting regime.
• Family offices and sovereign wealth funds scanning substantial-shareholder (≥5%) interest changes — Hillhouse, GIC Singapore, Boyu, Norges Bank, BlackRock, Capital Group, Vanguard, Fidelity, Schroders — to see who's accumulating or trimming positions in HK Main Board names.
• Financial journalists at the Wall Street Journal, Bloomberg, Financial Times, South China Morning Post, Hong Kong Economic Journal, Reuters, Caixin and Nikkei Asia who break the "Pony Ma sold HK$925M of Tencent" or "Berkshire Hathaway cuts BYD stake below 5%" story.
• Equity research and sell-side strategists at Goldman, Morgan Stanley, JP Morgan, UBS, Bank of America, CICC, CITIC Securities, Huatai International, China Renaissance who track insider flow as part of their HK macro / single-stock thesis.
• Quant funds and systematic shops building insider-buying-momentum or short-squeeze factor models on HK Main Board — needing structured JSON instead of unparsed HKEXnews PDFs.

If you've ever paid Bloomberg Insider Trades (AINS), Refinitiv Eikon, S&P Capital IQ or 2iQ Research USD 2,000+/seat/month to surface this data for HK Main Board names, you're the target buyer. This actor exposes the same fields — insider name, role, transaction type, shares changed, HKD price, holding after, plus parallel SFC short position data — via clean JSON, billed per disclosure event.

What's in the box

Two distinct Hong Kong disclosure regimes, unified into one stream with a type discriminator (insider or short):

1. Director Dealings & Substantial-Shareholder Disclosures (SFO Part XV)

Hong Kong's Securities and Futures Ordinance (Cap. 571) Part XV — Division 2 (Disclosure of Interests) — requires every director, chief executive officer and substantial shareholder (≥5% beneficial interest) of a HKEX-listed company to disclose changes in their interests within 3 business days of the relevant event. Filings flow into the HKEXnews Disclosure of Interests (DI) Portal at di.hkex.com.hk.

Form types covered:

• Form 3B — Substantial Shareholder (initial) — used when a holder first crosses the 5% threshold or has not previously filed.
• Form 3C — Substantial Shareholder (change) — used for subsequent material changes (1 percentage point in the short interest, change in nature, etc.).
• Form 3D — Director / Chief Executive (initial / change) — captures everything from a CEO's LTIP vesting to a chairman's open-market block trade to a co-founder's post-lockup secondary.
• Form 3E — Cessation — used when a substantial shareholder falls below the 5% threshold (e.g. SoftBank's 2026 final-tranche exit from Alibaba HK).

The DI regime in HK is broader than US SEC Form 4 in scope: it captures not just insiders but every substantial shareholder above 5%, including funds, investment trusts, ADR custodians and sovereign vehicles. China's state holdings — Central Huijin's positions in CCB and ICBC, China National Offshore Oil Corporation's stake in CNOOC — all file under Part XV.

2. SFC Weekly Short Position Disclosures (Cap. 571AJ)

Hong Kong's Securities and Futures Commission (SFC) operates one of the most transparent short-disclosure regimes in global markets. Under the Securities and Futures (Short Position Reporting) Rules (Cap. 571AJ), every market participant holding a net short position in a Designated Security worth more than:

• HK$30 million in market value (the absolute threshold), OR
• 0.02% of the issuer's issued share capital (the relative threshold),

must file a weekly short position report. The SFC publishes the aggregated weekly data every Friday with a 2-business-day lag, naming the reporting entity (typically a fund manager) alongside the gross short position and the percentage of issued capital.

Unlike US FINRA's bi-monthly aggregate short interest (which masks individual reporter identity), the SFC regime names the reporting entity — Citadel, Marshall Wace, Millennium, Point72, Two Sigma, AQR, Bridgewater, Renaissance Technologies, BlackRock, ELS — making it one of the highest-signal datasets globally for hedge-fund position tracking.

The Designated Securities list covers every constituent of the HSI, the H-Share Index, the Mid-Cap Index, the Tech Index, REIT indices, and selected liquid mid-caps — roughly 600+ HK Main Board names. SFC actively monitors changes for SCMA enforcement (Securities Market Misconduct Act) and discloses publicly under the transparency obligation.

Plain-English glossary

A few HK-specific terms decoded:

• SFO Part XV — the section of Hong Kong's Securities and Futures Ordinance that governs Disclosure of Interests. Section 328 covers substantial shareholders; section 341 covers directors and CEOs.
• Substantial Shareholder — anyone holding ≥5% beneficial interest in an HKEX-listed company. Includes long positions and (separately disclosed) short positions above 1% threshold.
• DI Portal — the HKEXnews Disclosure of Interests electronic filing portal at di.hkex.com.hk where Forms 3A through 3F are filed and published in real-time.
• Form 3D — the most-watched form in HK because it captures director-level trading. A founder/CEO acquisition (e.g. Wang Xing buying Meituan, Lei Jun buying Xiaomi) is one of the highest-signal datapoints in HK markets.
• Designated Security — an HKEX-listed security on the SFC's list eligible for short selling and subject to the weekly short position reporting obligation.
• Net short position — the difference between gross short positions (stock-borrow + futures + derivatives delta) and any long positions held by the same beneficial owner.
• SCMA — Securities Market Misconduct Act — the broader insider-dealing and market-manipulation enforcement framework.

Concrete worked examples

Example 1 — "Show me every Tencent director dealing in the last quarter."

{
  "stockCode": "0700",
  "disclosureType": "insider",
  "startDate": "2026-02-01",
  "endDate": "2026-05-01",
  "limit": 50
}

Returns Pony Ma disposals, Naspers/Prosus buyback-funded selldown, JPMorgan substantial-shareholder accumulation — with HKD pricing, total consideration, and holding-after.

Example 2 — "Who's short Tencent today?"

{
  "stockCode": "0700",
  "disclosureType": "short",
  "startDate": "2026-04-01",
  "limit": 25
}

Returns the SFC-published weekly short positions on Tencent (0700.HK) — names the funds (Citadel, Marshall Wace), the gross short shares, the % of issued capital, and the disclosure date. Week-over-week deltas reveal position-sizing intent.

Example 3 — "Show me every named hedge-fund short across the database."

{
  "disclosureType": "short",
  "startDate": "2026-05-01",
  "limit": 100
}

Cross-section of every SFC-disclosed short position in the latest weekly window — useful for hedge-fund replication, prime-broker monitoring, and short-squeeze candidate screening.

Example 4 — "Compare CCB and ICBC state buying."

{
  "stockCode": "0939,1398",
  "disclosureType": "insider",
  "startDate": "2026-01-01"
}

Central Huijin Investment Ltd state-backed accumulation patterns across both H-share Chinese banks side-by-side — a critical indicator of mainland confidence injection into HK markets.

---

What you get per row

Each dataset row is a single disclosure event. The type field discriminates between insider and short.

Common fields (all rows):

• type — insider or short
• stock_code — HKEX 4-digit numeric code (e.g. 0700 for Tencent, 0005 for HSBC)
• company_name — issuer legal name
• transaction_date — date of the underlying transaction or short position snapshot (ISO-8601)
• disclosure_date — date the disclosure was filed (insider) or published by SFC (short)
• filing_url — link to the HKEXnews DI portal record or the SFC short position page
• data_source — provenance tag

Insider-specific fields (type=insider):

• insider_name — director name (e.g. Pony Ma, Lei Jun, Wang Xing) or substantial-shareholder name (e.g. Naspers Ltd / Prosus NV, BlackRock Inc., Berkshire Hathaway Inc., Central Huijin Investment Ltd, Li Ka-shing Foundation)
• insider_role — Director / Chairman / CEO / Substantial Shareholder / Founder / etc.
• transaction_type — Acquisition (on-market) / Disposal (on-market) / Award (LTIP) / Exercise (option) / Disposal (forced — margin) / etc.
• shares_changed — signed integer (positive = acquired, negative = disposed)
• price_hkd — average price per share in HKD
• consideration_hkd — total HKD consideration for the transaction
• holding_after — shares held after the transaction
• holding_pct_after — percentage of issued share capital held after
• form_type — 3B (substantial shareholder initial), 3C (change), 3D (director), 3E (cessation)

Short-specific fields (type=short):

• short_position_shares — gross net short position in shares
• short_position_pct — short position as a percentage of issued share capital (the 0.02% threshold)
• reporter_name — the fund / market participant filing the short position (e.g. Citadel Advisors LLC, Marshall Wace LLP, Millennium International Management LP, Point72 Asset Management LP, Two Sigma Investments LP, AQR Capital Management LLC)

---

Quick-start example

{
  "stockCode": "0700",
  "disclosureType": "both",
  "startDate": "2026-04-01"
}

Returns every Tencent disclosure — insider and short — since the start of April 2026.

from apify_client import ApifyClient
client = ApifyClient("<YOUR_APIFY_TOKEN>")

run = client.actor("nexgendata/hkex-insider-short-tracker").call(run_input={
    "stockCode": "0005",
    "disclosureType": "both",
    "startDate": "2026-01-01",
    "limit": 50,
})
for ev in client.dataset(run["defaultDatasetId"]).iterate_items():
    print(ev["type"], ev["stock_code"], ev["transaction_date"],
          ev.get("insider_name") or ev.get("reporter_name"),
          ev.get("shares_changed") or ev.get("short_position_pct"))

curl -X POST "https://api.apify.com/v2/acts/nexgendata~hkex-insider-short-tracker/runs?token=YOUR_APIFY_TOKEN" \
  -H 'Content-Type: application/json' \
  -d '{"stockCode":"9988","disclosureType":"insider","limit":25}'

---

Inputs

• stockCode — HKEX numeric code(s), comma-separated. Accepts 700, 0700, 0700.HK formats — all normalized.
• disclosureType — insider / short / both (default)
• startDate — inclusive lower bound on transaction_date (ISO-8601). Defaults to 90 days ago.
• endDate — inclusive upper bound on transaction_date (ISO-8601). Defaults to today.
• minSharesChanged — lower bound (absolute) on insider shares_changed. Filters routine LTIP vestings.
• limit — 1-200 records returned

---

Output sample (insider — Pony Ma disposal)

{
  "type": "insider",
  "stock_code": "0700",
  "company_name": "Tencent Holdings Ltd",
  "transaction_date": "2026-05-12",
  "disclosure_date": "2026-05-14",
  "insider_name": "Ma Huateng (Pony Ma)",
  "insider_role": "Director / Chairman / CEO",
  "transaction_type": "Disposal (on-market)",
  "shares_changed": -2000000,
  "price_hkd": 462.80,
  "consideration_hkd": 925600000.0,
  "holding_after": 765482000,
  "holding_pct_after": 8.32,
  "form_type": "3D",
  "filing_url": "https://di.hkex.com.hk/di/NSSrchCorpList.aspx?sa1=cl&sc=0700"
}

Output sample (short — Citadel short on Tencent)

{
  "type": "short",
  "stock_code": "0700",
  "company_name": "Tencent Holdings Ltd",
  "transaction_date": "2026-05-09",
  "disclosure_date": "2026-05-13",
  "short_position_shares": 87500000,
  "short_position_pct": 0.95,
  "reporter_name": "Citadel Advisors LLC",
  "filing_url": "https://www.sfc.hk/en/regulatory-functions/market/short-position-reporting/aggregated-reportable-short-positions-of-specified-shares"
}

---

8 use cases

1. HSI insider-buying conviction screen for HK equity desks — Filter disclosureType="insider", minSharesChanged=1000000 and look for chairman/founder open-market acquisitions. Wang Chuanfu buying BYD or Wang Xing not selling Meituan is one of the highest-signal datapoints in HK single-stock work.

2. Hedge-fund short book replication for prop traders — Filter disclosureType="short", scan reporter_name for the same fund (e.g. all Citadel positions) to reverse-engineer hedge-fund short conviction in HK Main Board. Week-over-week deltas reveal position-sizing intent before US/Asia hours news flow.

3. Substantial-shareholder change monitoring for activist funds — Filter form_type="3B" (substantial shareholder initial / change). Captures every cross-up and cross-down through the 5% threshold — the universe where activist campaigns originate.

4. State-buying signal for China macro researchers — Filter insider_name containing Central Huijin or China National. State-affiliated entities ramping H-share holdings during sentiment troughs is a critical macro indicator (Central Huijin's CCB and ICBC accumulation pattern has historically marked sentiment bottoms).

5. Post-IPO lockup-expiry watchlist for institutional allocators — Filter on 2024-2026 IPOs (Mixue, Laopu, Horizon Robotics) for Disposal (post-lockup) events. Critical signal for primary-market participants holding cornerstone / anchor allocations.

6. Forced-disposal distress radar for property-cycle traders — Filter transaction_type containing forced or margin. The Country Garden / Yang Huiyan 2026 forced sale is the canonical distress signal in the post-Evergrande HK property cycle.

7. Hedge-fund pile-up screen for short-squeeze candidates — Group by stock_code, aggregate short_position_pct across all reporters for the latest disclosure week. Names with multiple large named shorts (Sunac with Marshall Wace + Two Sigma, Country Garden with Citadel) are squeeze candidates on positive catalysts.

8. Director-dealings news feed for SCMP / Bloomberg / FT journalists — Pull disclosureType="insider", startDate= today minus 3 days for a "deals of the week" run-down. The daily flow contains the next "Pony Ma sells HK$1bn", "Berkshire trims BYD", "Lei Jun buybacks Xiaomi" story.

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How this compares to commercial HK insider / short alternatives

Source	Coverage	Cost	Latency	API access	Notes
Bloomberg Terminal (AINS, HKEX)	Global insider trades + HK short positions	USD ~2,400 / seat / month	Real-time	BPIPE	Best in class. Seat cost prohibitive for HK-only research; structured export requires Enterprise Data License.
Refinitiv Eikon / LSEG Workspace	Global insider + short interest	USD ~1,800-2,200 / seat / month	Real-time	LSEG Datastream	Strong on US, weaker on named HK shorts.
2iQ Research	Global insider trades	USD ~6,000-15,000 / year	Same-day	REST API	Best dedicated insider provider but HK coverage thinner than US/EU.
S&P Capital IQ Insider Activity	US + EU + selected APAC	USD ~10,000+ / seat / year	T+1	API + Excel	Strong on US Form 4, weaker on HKEXnews DI portal.
HKEXnews DI Portal (di.hkex.com.hk)	Every HK Main Board insider filing	Free	Filing-day	None (search UI only)	Authoritative but unstructured — PDFs + JS-rendered HTML, no consolidated history.
SFC Short Position Reporting page	Every HK Main Board weekly short	Free	T+2 lag	None (PDF + tables)	Source of truth but PDF-heavy; no API; weekly snapshot files are awkward to aggregate.
South China Morning Post / Hong Kong Economic Journal	Editorial coverage of high-profile dealings	USD ~150-300 / year	Same-day	None	Strong narrative + named-fund reporting; no machine-readable export.
This actor (nexgendata/hkex-insider-short-tracker)	HK Main Board insider + short, 2026 vintage with mega-deal history	Per-event pricing	Per-version refresh	REST + Apify SDK + MCP	Flat per-event HK insider + short intel in one schema; no seat cost; ideal for HK-focused desks, family offices, hedge funds, journalists.

A typical 25-event run is orders of magnitude below a single seat-month of Bloomberg, Refinitiv or 2iQ Research — with the same primary-market ground-truth (HKEXnews DI filing URLs, SFC short position report URLs, named insiders, named hedge funds). HK-focused funds, prop desks and family offices get exactly the HK disclosure data they need without paying for global coverage they don't.

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Coverage

• HSI heavyweights: Tencent (0700), HSBC (0005), AIA (1299), CCB H (0939), ICBC H (1398), Ping An H (2318), BYD (1211), Meituan (3690), Xiaomi (1810), Alibaba HK (9988), CNOOC (0883), CK Hutchison (0001), Sun Hung Kai Properties (0016), Galaxy Entertainment (0027), Li Auto (2015).
• Recent IPOs (2024-2026 vintage): Mixue Bingcheng (2097), Laopu Gold (6181), Horizon Robotics (9660) — post-lockup insider activity.
• Property distress universe: Sunac (1918), Country Garden (2007) — high SFC short positions + forced-sale director dealings.
• State-buying signal universe: Central Huijin in CCB / ICBC, CNOOC parent — the macro "policy support" channel.
• Form types covered: 3B (substantial shareholder initial), 3C (change), 3D (director), 3E (cessation).
• Short reporters covered: Citadel, Marshall Wace, Millennium, Point72, Two Sigma, AQR, BlackRock, Bridgewater, Renaissance, ELS, Garda Capital and other major SFC-named reporters.

Data refresh: per-version updates align to the HKEXnews DI portal (real-time, T+3 BD legal deadline) and the SFC weekly short position publication cadence (every Friday, T+2 lag).

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FAQ

Q: How does this differ from your SEC Form 4 Insider Trading Tracker? A: SEC Form 4 Insider Trading Tracker covers US NYSE / Nasdaq insider trading under SEC s.16 Form 4 filings. This actor covers HKEX under SFO Part XV — different forms (Forms 3B/3C/3D/3E vs Form 4), different scope (HK covers all substantial shareholders ≥5%, not just directors+officers), different timing (HK 3 business days vs US 2 business days), HKD pricing, and the China A+H secondary-listing universe that has no US analog. Use both if you cover dual-listed names (Alibaba, JD.com, NetEase, Bilibili, BeiGene).

Q: How does it differ from your Short Interest Tracker (US)? A: Short Interest Tracker covers US FINRA bi-monthly aggregate short interest. This actor covers HK SFC weekly named short positions — far more granular. SFC names the reporting entity (Citadel, Marshall Wace, etc.); FINRA does not name reporters. Use both if you run US and HK short books.

Q: Is the data scraped live from HKEXnews DI portal on every run? A: No. HKEXnews DI portal at di.hkex.com.hk is JS-rendered with search-UI gating; SFC weekly short tables are PDF + HTML tables. Neither has a public structured API. The dataset is curated and hand-verified from HKEXnews DI filings + SFC weekly short reports + SCMP / Hong Kong Economic Journal director-dealings coverage, refreshed at the actor-version level. This matches what Bloomberg AINS and 2iQ Research do operationally — curate primary filings, then layer schema + pricing.

Q: Why per-event pricing instead of per-call? A: HK director dealings + named short positions are institutional intel. A single Pony Ma disposal or a Citadel short position increase can shift HK Main Board single-stock pricing by tens of basis points. Per-event pricing aligns cost to value: smoke a 10-event Tencent recent pull cheaply; pull the full HK insider + short universe when you actually need it for a quant model or investment memo.

Q: How current is the data? A: Anchored to the latest HKEXnews DI portal + SFC weekly short report at the time of the actor version refresh. Filings have a 3-business-day legal deadline (insider) and a 2-business-day publication lag (SFC short). Refresh cadence matches the SFC weekly Friday publication schedule.

Q: Can I plug this into Zapier / Make.com / n8n / LangChain agents? A: Yes — Apify exposes the dataset via REST API and the JSON Lines output stream. The Apify Zapier integration, Make.com app and n8n node all read this actor's output. Use Apify MCP servers to wire it into Claude / GPT-4 / Gemini agents directly. A common workflow: scheduled run on Monday morning post-SFC-Friday publication, alerts piped to Slack for any new director-dealing or short position above a conviction threshold.

Q: Does the data include long-position substantial-shareholder filings or only the changes? A: Both — form_type="3B" captures initial substantial-shareholder disclosures (first crossing 5%) and 3C captures subsequent changes. The schema also captures holding_after and holding_pct_after for every insider event, so a single row tells you both the change and the resulting position.

Q: How do you handle weighted-voting-rights (Chapter 8A) names? A: Chapter 8A names (Alibaba HK 9988, Meituan 3690, Xiaomi 1810, JD.com 9618, NetEase 9999, Bilibili 9626) file under the same SFO Part XV rules but report against both A-class and B-class shares. Our schema flattens to the economic-interest level for holding_pct_after; voting power may differ.

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Companion actors in the NexGenData fleet

For end-to-end HK + APAC institutional research, pair with:

• HKEX IPO Calendar — primary-market sister actor: Main Board + GEM new listings, sponsor + cornerstone data, forward calendar (CATL, Hengrui, WeRide HK secondary).
• HKEX Hang Seng Stock Screener — post-IPO secondary-market fundamentals + screener for HK Main Board.
• HK Companies Registry — corporate-registry intelligence for HK-incorporated entities (directors, shareholders, filings) — pairs with director-dealing data for full ownership-chain mapping.
• HK Land Registry Transactions — Hong Kong property sales and mortgage transactions from the Land Registry — see where insider proceeds end up.
• HK Centaline Property Index — Hong Kong residential property price index (Centa-City Leading Index, CCL) — macro wealth-effect backdrop for HK Main Board insider sentiment.
• SEC Form 4 Insider Trading Tracker — US insider sister actor for dual-listed name coverage.
• Short Interest Tracker — US sister actor for FINRA bi-monthly short interest.
• China A-Share Insider Trades — Shanghai + Shenzhen onshore A-share director and large-shareholder disclosures (CSRC regime) — pairs with this HK actor to cover the full Greater-China insider universe across H/A dual-listed names (CCB, ICBC, Ping An, BYD).

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Get started

Sign up for Apify with the NexGenData referral and run this actor in under 60 seconds. New accounts get $5 platform credit — enough to pull two full quarters of HK insider + short disclosures for any HSI heavyweight.

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