hindcast

Use cases & endpoints

Form 4 insider transactions API for agents

Form 4 is one of the fastest disclosures in US markets — Section 16 insiders must report transactions within two business days — which makes it unusually good raw material for timely signals and unusually easy to misuse. The transaction date and the filing date are different, sometimes materially, and only one of them is when the public could know.

The data also needs interpretation that a raw feed will not give you. A sale under a pre-arranged trading plan is a different event from a discretionary sale, and a grant is not a purchase. Reporting owners hold roles that change over time, and the same person can file for several issuers.

Hindcast structures Form 4 with both dates, the transaction codes preserved, the reporting owner's relationship to the issuer as recorded, and the issuer resolved through the entity graph so insider activity can sit alongside prices, filings and holdings in one question.

hindcast — session

preview

hindcast> insider transactions disclosed for this issuer last quarter

→ tool: insider_form4 { ticker:"...", period:"...", as_of:"..." }

transactions with codes, roles and both dates

source: SEC Form 4 filings

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Questions

Why keep the transaction codes instead of simplifying them?

Because the code is the meaning. Collapsing a plan-based sale, an option exercise and an open-market purchase into one label destroys the distinction that makes the disclosure informative in the first place.

Which date should a backtest use?

The filing date, without exception. The transaction happened earlier, but nobody outside the company could act on it until it was filed — using the transaction date is a clean way to manufacture returns that were never available.

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