Pricing

$5.00 / 1,000 insider transaction extracteds

Insider Trades Scraper — SEC EDGAR Form 4 by Ticker

Pull clean, parsed Form 4 insider trades from SEC EDGAR by ticker. One row per transaction — insider, role, code, shares, price, total USD value, plus link to the filing XML. No auth, no scraping tricks. Uses SEC's free public API. For traders, quants, finance researchers.

Pricing

$5.00 / 1,000 insider transaction extracteds

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Developer

vøiddo

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a day ago

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SEC Form 4 Insider Trades Scraper — by Ticker

Pull clean, parsed Form 4 insider trading transactions straight from SEC EDGAR by ticker. One row per transaction. Insider, role, code, shares, price, total USD value, links back to the filing XML. No auth, no scraping tricks — uses SEC's public APIs.

Built for finance researchers, retail traders, quants, and journalists who want a flat CSV/JSON of who-sold-what-and-when without writing the XML parser themselves.

What you get

One dataset row per insider transaction:

field	example
ticker	`AAPL`
companyName	`Apple Inc.`
companyCik	`320193`
insiderName	`LEVINSON ARTHUR D`
insiderCik	`1214128`
insiderRoles	`["director"]`
officerTitle	`Principal Accounting Officer`
filingDate	`2026-05-29`
transactionDate	`2026-05-27`
transactionCode	`S`
transactionCodeLabel	`Open market sale`
securityTitle	`Common Stock`
shares	`50000`
pricePerShare	`311.02`
totalValueUsd	`15551000.00`
acquiredOrDisposed	`D`
sharesOwnedAfterTransaction	`3764576`
ownershipType	`D`
isDerivative	`false`
accessionNumber	`0001140361-26-023363`
filingUrl	https://www.sec.gov/cgi-bin/...
xmlUrl	https://www.sec.gov/Archives/...

Full SEC transaction code legend ships in transactionCodeLabel — no lookup table to maintain on your side.

Inputs

{
  "tickers": ["AAPL", "TSLA", "NVDA"],
  "sinceDays": 30,
  "includeDerivatives": true
}

input	type	default	notes
`tickers`	string[]	—	Required. Mixed case ok.
`sinceDays`	integer	`30`	Lookback window from today. Set to `1` for a daily cron.
`since`	YYYY-MM-DD	—	Overrides `sinceDays` if set.
`until`	YYYY-MM-DD	today	Inclusive.
`includeDerivatives`	boolean	`true`	Set false to skip options/RSU rows.
`userAgent`	string	preset	SEC wants a contact in UA — override only if needed.

Daily cron pattern

{ "tickers": ["AAPL", "MSFT", "NVDA", "AMZN"], "sinceDays": 1 }

Schedule daily at 22:00 UTC and the dataset stays clean — only new filings each run.

What it doesn't do (and won't)

No prediction, no "signal" scoring — raw clean data only.
No PII beyond what SEC itself publishes (insider name + role, as required by law).
No login, no captcha solving, no browser — pure HTTP against data.sec.gov and www.sec.gov.
No source merging — one Actor, one source. Other exchanges (HKEX, B3, TSX) will get their own Actor.

Output schema

Each row is a flat JSON object (see table above). Datasets export as CSV/JSON/Excel/RSS directly through the Apify UI.

Maintained by

vøiddo studio — small independent shop. Ships software the way friends recommend it. Bug? Tweet at the inbox or open an issue.

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