SEC Filing Signals API

Track insider buys, 8-K management changes, clustered offering events, and new risk-factor language from recent SEC filings.

Instead of dumping raw EDGAR filings, this Actor returns structured JSON signals you can plug into alerts, research pipelines, dashboards, or fintech products.

Why use this Actor

• Monitor the filings that actually move workflows, not every SEC document
• Get event-ready JSON instead of parsing EDGAR by hand
• Catch insider buys, executive turnover, and offering activity faster
• Collapse multi-filing offering sequences into one cleaner event
• Feed structured signals into automations, dashboards, and alerting workflows

Best for

• traders and investors building filing-based alerts
• research teams tracking event-driven signals
• fintech products that need an SEC signals backend
• consultants and agencies monitoring executive changes or capital raises

Best first run

Use this broader watchlist to get visible results quickly:

{
  "tickers": ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN", "META", "TSLA", "ORCL"],
  "daysBack": 45,
  "maxFilingsPerCompany": 20,
  "marketWideMode": false,
  "marketWideMaxCompanies": 25,
  "insiderBuyMinValueUsd": 100000,
  "insiderBuyMinShares": 1000,
  "emitManagementSignals": true,
  "emitOfferingSignals": true,
  "emitRiskFactorSignals": true,
  "userAgent": "Soft But Savage research@example.com"
}

What it detects

• insider_buy: Parsed from Form 4 XML. Only emits when the purchase crosses your value or share threshold.
• management_change: Parsed from 8-K filings with Item 5.02 or explicit officer-change language.
• offering_announced: Emitted for common offering forms and offering-like 8-K disclosures, then clustered so related supplements and follow-on 8-Ks become one event.
• new_risk_factor_language: Compares the latest 10-K or 10-Q risk-factor section against the prior filing and flags materially new wording.

Scan modes

• watchlist mode: Monitor the exact tickers or CIKs you pass in.
• marketWideMode: true: Scan a bounded curated large-cap market universe instead of a custom watchlist.

Example input

{
  "tickers": ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN", "META", "TSLA", "ORCL"],
  "daysBack": 45,
  "maxFilingsPerCompany": 20,
  "marketWideMode": false,
  "marketWideMaxCompanies": 25,
  "insiderBuyMinValueUsd": 100000,
  "insiderBuyMinShares": 1000,
  "emitManagementSignals": true,
  "emitOfferingSignals": true,
  "emitRiskFactorSignals": true,
  "userAgent": "Soft But Savage research@example.com"
}

Example output

{
  "signal_type": "insider_buy",
  "ticker": "AAPL",
  "company_name": "Apple Inc.",
  "cik": "0000320193",
  "filing_form": "4",
  "filing_date": "2026-04-03",
  "accession_number": "0001140361-26-013192",
  "signal_strength": "high",
  "insider_name": "Jane Doe",
  "transaction_code": "P",
  "shares": 5000.0,
  "price_per_share": 201.5,
  "estimated_value_usd": 1007500.0,
  "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/000114036126013192/xslF345X06/form4.xml"
}

Example clustered offering output:

{
  "signal_type": "offering_announced",
  "ticker": "AMZN",
  "cluster_size": 5,
  "grouped_filing_forms": ["424B5", "8-K"],
  "cluster_window_start": "2026-03-10",
  "cluster_window_end": "2026-03-16",
  "cluster_reason": "related_offering_sequence"
}

Common use cases

• insider buy alerts
• executive turnover monitoring
• offering and capital-markets monitoring
• event-driven research dashboards
• SEC signal APIs for internal products

Why this converts better than a generic SEC scraper

Buyers care about filtered events and API-ready outputs, not raw filings. This Actor is positioned as a signal feed, which is easier to understand, easier to test, and easier to justify paying for.