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Insider Data Feeds

Overview

The Washington Service’s (WS) custom US Insider Trading data feeds offer tailored solutions that facilitate integration of our data with clients’ in-house systems. We have low-latency feeds that receive data from redundant sources so you can receive the data quickly and reliably. Alternatively, WS is able to filter and QA the data in-house and send you polished data relevant to your firm. All of our products are backed by WS' legendary customer service and technical expertise.

Key Features

Insider Data Feeds allow for the customization of delivery methods and formatting, including intraday delivery of data via an FTP Pull feed. Contact us for further details.

Revision histories and timestamps are available for all clean, final, and post-final data, showing what corrections were made by WS data staff. 

Each company, insider, security and more is tagged with a unique identifier that allows for easy retrieval of a single insider's transactions across multiple companies. 

Explore Our Insider Feeds:

Data is displayed with one transaction corresponding to a single row on a Form 4 or Form 5. Data is delivered at End of Day, after it has gone through our complete process. This finalized data does not contain revisions to previously disclosed transactions. The historical depth of the Basic Insider Feed begins in October 2003, and does not include Form 144 data. Due to the simplicity of importing and using the data, this feed is very appropriate for a qualitative investor seeking to monitor a portfolio and generate investment ideas.

This Form 144-only feed sends information at the End of Day, and contains only finalized data. The Basic Form 144 Feed supports historical data beginning in February 2005, and is ideal for qualitative investors seeking to monitor their portfolios that may include foreign issuers. As the feed does not support post-final data modifications, a periodic refresh of the feed may be required to capture these changes.

Data is displayed at the trade level, with one transaction corresponding to a single row on a Form 4. Data is delivered typically End of Day, after it has gone through our complete process. This feed also supports post-final updates to previously released data, and real-time updates, as well. This feed supports both Form 4 data beginning in October 2003 and Form 144 data beginning in February 2005, and may be useful for larger firms seeking to build an internal database of insider trading data.

Our feed for quantitative analysis delivers information about the data as it goes through each stage of review, from raw data to cleaned data to final and post-final modifications to the data at End of Day. This feed supports a historical depth of Form 4/5 beginning in January 2006 and includes one trade per row of data, with detailed reporting of data versions and timestamps for modifications. This format is useful for advanced data users who want to see the initial signal and our reviewed data in the same product.

This feed combines data into “decisions” (transactions of a similar type are combined for ease of analysis). Data is delivered at End of Day, after it has gone through our final data quality steps. Only includes Form 4 data with a historical depth starting in October 2003. This feed is ideal for qualitative investors seeking to monitor a portfolio and generate investment ideas. 

This feed aggregates transactions on a given Form 4 into “decisions” (transactions of a similar type are combined for ease of analysis) for ease of analysis. IDF supports historical data reaching back to October 2003, and can be set up with low-latency or real-time updates. This Form 4/5 only format supports both raw and clean data states, and is most useful for an end user looking to trade programmatically on insider trading news.

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