Pricing

Rating

Developer

Actor stats

Categories

Share

SEC Form 4 Insider Trading Scraper — EDGAR to clean JSON

Track insider buys and sells straight from SEC EDGAR, as clean JSON or CSV. Give it stock tickers (or CIK numbers); get back a normalized, machine-verified table of every Form 4 insider transaction — who traded, their role, how many shares, at what price, and the computed value.

Corporate insiders — directors, officers, and 10%+ owners — must report every trade in their own company's stock to the SEC on Form 4, usually within two business days. That filing stream is one of the most-watched signals in equity research. But EDGAR publishes it as raw XML scattered across thousands of archive folders, which is painful to parse correctly. This actor turns that firehose into a clean dataset you can actually use.

Why use this SEC Form 4 scraper

• Official, public-domain source. Reads directly from the SEC EDGAR submissions and Archives APIs. The underlying data is U.S. government public domain — no third-party data vendor, no license restrictions, no scraping of a site behind authentication.
• Machine-verified parsing — correctness is the product. Insider-trade data is worthless if the numbers are wrong. Every release is checked by an independent second parser (a separate code path) that re-extracts each field from real filings and diffs them field-by-field, plus sanity assertions: transaction codes are valid SEC codes, dates parse, and value = shares × price.
• Clean, normalized schema. One flat record per transaction — ready for a spreadsheet, a database, or a dashboard with zero post-processing.
• Honest handling of missing data. When a filing omits the price (footnote-only), price_per_share is null — never invented. When the SEC reports an explicit 0 (common for gifts and certain awards), it is passed through faithfully as filed.
• Derivative transactions included. Options, RSUs, and other Table II events come through as separate records (record_type: "derivative"), or you can turn them off.
• Polite to the SEC. Identifying User-Agent, rate-limited requests, and automatic backoff so runs stay within EDGAR's fair-access guidelines.

Quick start

1. Enter one or more tickers (e.g. AAPL, MSFT, NVDA) — or CIK numbers for companies without a clean ticker match.
2. Set the lookback window in days (default 14).
3. Run it. Results land in the dataset, exportable as JSON, CSV, or Excel, or readable via the Apify API for your own pipeline.

Input

Output schema

One record per insider transaction:

{
"record_type":"non_derivative",
"issuer_name":"NVIDIA CORP",
"issuer_ticker":"NVDA",
"owner_name":"Neal Stephen C",
"owner_relationship":"director",
"transaction_date":"2026-06-04",
"transaction_code":"S",
"shares":15500,
"price_per_share":215.7331,
"acquired_disposed":"D",
"shares_owned_after":0,
"ownership":"I",
"transaction_value":3343863.05,
"source_url":"https://www.sec.gov/Archives/edgar/data/1045810/.../form4.xml"
}

Use cases

• Insider-trading signals — flag clusters of open-market buys (code P) by multiple officers, a classic conviction signal, versus routine S/F sales.
• Portfolio monitoring — run it on the tickers you hold and pipe new Form 4s into a Slack/email alert via Apify integrations or webhooks.
• Newsletters & dashboards — power an "insider activity this week" section with structured data instead of hand-copying from EDGAR.
• Quant & academic research — build a reproducible insider-transaction dataset across many tickers and date ranges.
• Compliance & diligence — monitor insider activity at companies you cover.

How it works

The actor resolves each ticker to its SEC CIK, pulls the company's recent submissions, filters to Form 4 (and 4/A is excluded so you only get original filings), fetches each ownership XML document, and parses both non-derivative (Table I) and derivative (Table II) transactions into flat records. Every run is parsed twice by two independent code paths and the outputs are diffed, so a silent parsing regression can't ship.

FAQ

Is this an insider-trading API? It's an actor you run on demand (or on a schedule) that returns the same data an API would. You can call it via the Apify API and read results programmatically, so it works as a free SEC Form 4 / insider-trading API for your app or notebook.

Where does the data come from? Exclusively from SEC EDGAR — the official U.S. government filing system. The data is public domain; this tool just fetches and structures it.

How fresh is it? As fresh as EDGAR. Insiders typically file Form 4 within two business days of a trade; the actor returns filings as soon as they're on EDGAR.

Can I get insider trades for many companies at once? Yes — pass a list of tickers and/or CIKs and a lookback window; results come back combined in one dataset.

Does it cover 13F or 13D/G? Not yet — this actor is focused on Form 4 insider transactions. 13F institutional holdings is a planned companion.

Is the price ever wrong or zero? Prices are taken as filed. Some events (gifts, certain awards) legitimately have a 0 or no price; those are passed through honestly rather than guessed.

Is this investment advice? No. It reports public filings as filed.

Notes & limitations

• Form 4/A amendments are not merged; records reflect original filings as filed.
• Multiple reporting owners on one filing are combined into a single owner string.
• Very long lookbacks on extremely active filers are bounded by EDGAR's recent-submissions window.

Data source: U.S. Securities and Exchange Commission EDGAR (public domain). Not affiliated with or endorsed by the SEC. Reports filings as filed; not investment advice.