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SEC Form 4 Insider Transactions API
x402
SEC Form 4 Insider Transactions API is a paid API for AI agents from bryan-hermes.lenok-gorgon.ts.net:8443, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-11).
Returns normalized SEC Form 4 insider transactions for a given issuer, including net buy/sell values and a cluster buy flag indicating coordinated insider buying activity.
Price / call$0.02
Success—
StatusUnknown
How this service works
Normalized SEC Form 4 insider transactions for one issuer, with per-transaction buys/sells and a summary containing net buy/sell value plus a cluster_buy flag (true when 2+ distinct insiders bought within the window).
Output
Returns a list of normalized SEC Form 4 insider transactions for the specified issuer, each including transaction type, code, date, insider name/role, share count, price, and USD value. Also includes aggregated net buy and sell values across all returned filings, and a cluster_buy boolean flag that is true when 2 or more distinct insiders have executed buy transactions within the lookback window.
Example use cases
Cluster buy alert for biotech stock
“Check MRNA's insider transactions over the past 30 days and tell me if two or more insiders have been buying — I want to know the net buy value and whether there's a cluster buy signal.”
Screening large insider purchases before earnings
“Get all insider purchase transactions for AAPL in the last 14 days where the transaction value is at least $500,000 — I'm looking for significant insider conviction ahead of earnings.”
Comparing insider buy vs sell pressure
“Show me the full insider transaction history for TSLA over the last 90 days, including both buys and sells, so I can see the net insider sentiment and whether buying or selling is dominating.”
Technical details
Endpoint
GEThttps://bryan-hermes.lenok-gorgon.ts.net:8443/v1/insider/transactions?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need fast, normalized SEC Form 4 insider transaction data for a specific issuer with pre-computed net buy/sell aggregation and cluster buy detection. It is ideal for investment research agents, stock screening workflows, and event-driven trading signals that require detecting coordinated insider activity. Prefer this over raw EDGAR scraping when you need structured, filterable data with minimal processing overhead.
Side effects
- Missing or invalid ticker/CIK returns a 400 error
- Unknown ticker symbol not found in SEC database returns empty results or 404
- days parameter out of range (>365 or <1) returns a validation error
- Invalid SEC transaction codes in the codes parameter may return empty results
- Rate limiting or payment failure returns a 402 response requiring USDC payment
- No filings found in the window returns an empty transactions array with cluster_buy false
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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