Under Section 16 of the Securities Exchange Act of 1934, senior executives, directors, and large-block shareholders are required to make ongoing filings about their company stock holdings to report any changes. These filings are made on Form 3, Form 4, and Form 5 and submitted to SECs Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system.

The dataset consists of 644,643 corporate insider transactions between January 1986 and December 2013 that were filed to the Securities and Exchange Commission using Form 4 under Section 16 of the Securities Exchange Act of 1934. The original filings contain information on the identity of the trader, the role within the firm, the number of shares that were bought or sold, the transaction price, the total share position of the respective trader, the date of trade, and the date of reporting. The data on trades are merged with other characteristics of the insider or the firm. The dataset is used to investigate insider trading quantities and dollar profits to measure the benefits that insiders extract from their superior information. We describe and quantify the dollar profits, study the relation between trading returns and trading quantities and explore the determinants behind this relation.

When there is a vast variety of metrics and tools available to gain market insight, Insider trading offers valuable clues to investors related to future share performance. We at Smart Insider provide global insider trading data and analysis on share transactions made by directors & senior staff in the shares of their own companies.

Monitoring all the insider trading activity is a huge task, we identify 'Smart Insiders' through specialist desktop and quantitative feeds that enable our clients to generate alpha.

Our experienced analyst team use quantitative and qualitative methods to identify the stocks most likely to outperform based on deep analysis of insider trades, and the insiders themselves. Using our easy-to-read derived data we help our clients better understand insider transactions activity to make informed investment decisions.

We provide full customization of reports delivered by desktop, through feeds, or alerts. Our quant clients can receive data in a variety of formats such as XML, XLSX or API via SFTP or Snowflake.

Sample dataset for Desktop Service has been provided with some proprietary fields concealed. Upon request, we can provide a detailed Quant sample.

Tags: Stock Market Data, Equity Market Data, Insider Transactions Data, Insider Trading Intelligence, Trading, Investment Management, Alternative Investment, Asset Management, Equity Research, Market Analysis, United Kingdom, Europe

Historical SEC dataset containing all insider transactions (Form 4 filings). The data is public, and sourced from the SEC's EDGAR database out of their XML filings. Lightly processed for easier consumption. All Form 4 filings from Jan/20 to Jun/25

Why this exists

Form 4s are noisy to work with: amended filings, multiple insiders per transaction, and inconsistent tables. This dataset provides clean, normalized insider-transaction data with a stable schema so you can backtest signals and monitor insider activity without scraping.

What you get:

• Company (name, ticker if known), CIK
• Insider(s) with role (Director/Officer/10% Owner, etc.)
• Trade details: transaction date, type, number of shares, price, total consideration
• Holdings before/after the transaction

Update cadence: monthly (moving to daily as we scale). Source: U.S. SEC EDGAR Form 4 filings.

We're building a real-time API for new filings with clean JSON endpoints and low latency. If interested, sign up to our waiting list: 👉 https://secfilingapi.com/?utm_source=kaggle&utm_medium=dataset&utm_campaign=form4

Ideas to try with the data:

• Event study: top-decile insider buys vs sector ETF over 30/60/90 days
• Cluster insiders by role + transaction size; test persistence
• Filter for CEO buys after 20% drawdowns (momentum/contrarian mix)
• Find unusual clusters (multiple insiders buying within 10 days)

Limitations & notes:

• There are a few missing filings in the historical data (< 1000 total, all very old filings, before the SEC launched the XML format).
• Forms 4B (amendments to form 4 - rare - are not included)
• Mapping from CIK→ticker can lag for recent IPOs/SPACs.
• Always verify edge cases against the EDGAR link when publishing results.

Feedback & requests welcome in the Discussion tab.

DISCLAIMER: It is possible that inaccuracies or other errors were introduced into the data sets during the process of extracting the data and compiling the data sets. The data set is intended to assist the public in analyzing data contained in Commission filings; however, they are not a substitute for such filings. Investors should review the full Commission filings before making any investment decision.

For researchers and developers, this dataset provides a transparent, reproducible source of insider trading data. For practitioners and retail investors seeking real-time alerts derived from the same underlying regulatory filings, see Ebomi at https://ebomi.com, a live service built directly on this work. Daily updates: https://dx.doi.org/10.34740/kaggle/ds/2973477 By using this dataset, you agree to cite the Related Publication shown below. This dataset captures insider trading activity at publicly traded companies. The Securities and Exchange Commission has made these insider trading reports available on its web site in a structured format since mid-2003. However, most academic papers use proprietary commercial databases instead of regulatory filings directly, which makes replication challenging because the data manipulation and aggregation steps in commercial databases are opaque and historical records could be altered by the data provider over time. To overcome these limitations, the presented dataset is created from the original regulatory filings; it is updated daily and includes all information reported by insiders without alteration.

When there is a vast variety of metrics and tools available to gain market insight, Insider trading offers valuable clues to investors related to future share performance. We at Smart Insider provide global insider trading data and analysis on share transactions made by directors & senior staff in the shares of their own companies.

Monitoring all the insider trading activity is a huge task, we identify 'Smart Insiders' through specialist desktop and quantitative feeds that enable our clients to generate alpha.

Our experienced analyst team uses quantitative and qualitative methods to identify the stocks most likely to outperform based on deep analysis of insider trades, and the insiders themselves. Using our easy-to-read derived data we help our clients better understand insider transactions activity to make informed investment decisions.

We provide full customization of reports delivered by desktop, through feeds, or alerts. Our quant clients can receive data in a variety of formats such as XML, XLSX or API via SFTP or Snowflake.

Sample dataset for Desktop Service has been provided with some proprietary fields concealed. Upon request, we can provide a detailed Quant sample.

Tags: Stock Market Data, Equity Market Data, Insider Transactions Data, Insider Trading Intelligence, Trading Data, Investment Management, Alternative Investment, Asset Management, Equity Research, Market Analysis, Africa

Under Section 16 of the Securities Exchange Act of 1934, senior executives, directors, and large-block shareholders are required to make ongoing filings about their company stock holdings to report any changes. These filings are made on Form 3, Form 4, and Form 5 and submitted to SECs Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system.

Determine the overall sentiment of insiders towards their company using StarMine's Insider Filings Model, using information from insider holdings and trades.

Eight data sets that differ in whether they are used to predict investor trading in the same or subsequent periods with observations about the trading of neighbors in the social network. The periods are either daily or weekly windows. Moreover, we investigate separately investor influence over purchase and sale transactions. These three differences lead to eight distinct data sets. The size of the data sets ranges from just below 2,400 to almost 22 thousand observations. The labels are positive (set equal to 1) if an investor on a given day traded specific security in the same direction as at least one of his neighbors and negative (set equal to 0) otherwise. We use a sliding window with the size corresponding to the prediction window. In each window, for each ego investor, we create observations of instances of social influence in the neighborhood, given that at least one of the neighbors is active. An ego investor can be understood as a tippee and her neighbors as tippers. We record the specific behavior of investors in their neighborhood and, depending on the prediction period, the ego investors' behavior in the same or subsequent period. Initially, the data sets were highly imbalanced in terms of labels and, for this reason, were re-sampled to achieve a 1:3 label balance ratio.

This statistic represents the number of insider trading cases completed by Securities and Exchange Board of India (SEBI) in India from fiscal year 2011 to fiscal year 2017. In fiscal year 2017, there were around ** insider trading cases completed, down from about ** cases in fiscal year 2016.

This statistic represents the number of insider trading cases taken up for investigation by Securities and Exchange Board of India (SEBI) in India from fiscal year 2011 to fiscal year 2017. In fiscal year 2017, there were around ** insider trading cases investigated by SEBI, up from about ** cases in fiscal year 2016.

Get real-time insider trading data, Form 4 & Form 144 filings, and analytics from The Washington Service. Stay informed with expert insights.

This dataset contains the raw experimental data and the analysis script for the paper Merl, R., Stöckl, T., Palan, S., 2022. "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions", Journal of Banking and Finance 106490, https://doi.org/10.1016/j.jbankfin.2022.106490.

Instructions:

1. Unpack all files into one folder.
2. Open R version 4.1.2 and set the working directory to the folder with all the files.
3. Run Script.R.

In case the SPTools package is not available from GitHub anymore, you can also find it included in this dataset so you can install it from here.

Insider Trading Compliance Software Market Outlook

According to our latest research, the global insider trading compliance software market size reached USD 1.42 billion in 2024, and it is anticipated to grow at a CAGR of 13.8% from 2025 to 2033. By the end of 2033, the market is expected to attain a value of USD 4.06 billion. This robust expansion is primarily driven by the escalating regulatory scrutiny and the increasing complexity of financial transactions worldwide. The demand for advanced compliance solutions that can efficiently monitor, detect, and report suspicious trading activities is becoming imperative for organizations, especially in the BFSI sector and other sensitive industries. As per our comprehensive analysis, the market’s growth trajectory is underpinned by ongoing digital transformation and the critical need to safeguard organizational integrity against insider trading risks.

A significant growth factor for the insider trading compliance software market is the ever-tightening regulatory environment across the globe. Regulatory bodies such as the SEC in the United States, the FCA in the United Kingdom, and similar organizations in other regions are continuously updating their compliance requirements and enforcement measures. This has compelled organizations, particularly those in the financial sector, to invest in robust software solutions that can automate compliance processes, ensure real-time monitoring, and generate accurate audit trails. The proliferation of digital trading platforms and the increasing volume and complexity of trades have made manual monitoring obsolete, further fueling the adoption of sophisticated compliance software. As a result, organizations are prioritizing investments in technology that not only mitigates legal risks but also enhances operational efficiency.

Another crucial driver is the rising incidence of insider trading scandals, which have resulted in significant financial losses and reputational damage for organizations. These high-profile cases have heightened the awareness of the need for proactive surveillance and compliance management. Insider trading compliance software provides organizations with the tools to detect anomalous trading patterns, flag potential breaches, and initiate timely investigations. The integration of artificial intelligence and machine learning into these platforms has further improved their ability to identify subtle and complex patterns of suspicious behavior, making them indispensable for compliance teams. The growing adoption of cloud-based solutions has also made these tools more accessible and scalable, allowing organizations of all sizes to implement effective compliance frameworks.

Moreover, the increasing globalization of financial markets has added layers of complexity to compliance management. Organizations often operate across multiple jurisdictions, each with its distinct regulatory requirements and reporting standards. Insider trading compliance software is evolving to offer multi-jurisdictional support, enabling organizations to harmonize their compliance efforts and avoid costly penalties. The software’s ability to centralize data, automate regulatory reporting, and provide actionable insights is proving invaluable in this context. As cross-border trading activities continue to rise, the demand for comprehensive and adaptable compliance solutions is set to grow exponentially, further propelling the market forward.

From a regional perspective, North America currently dominates the insider trading compliance software market, accounting for the largest share in 2024, followed by Europe and Asia Pacific. The presence of stringent regulatory frameworks, a mature financial sector, and a high level of technology adoption in North America has been instrumental in driving market growth. Europe is also witnessing significant momentum, especially with the implementation of regulations such as MiFID II and MAR. Meanwhile, the Asia Pacific region is emerging as a lucrative market due to the rapid expansion of financial markets, increasing cross-border investments, and the modernization of regulatory infrastructure. Latin America and the Middle East & Africa are expected to show steady growth, supported by ongoing digitalization initiatives and rising awareness of compliance risks.

Component Analysis

The insider trading compliance software market is segmented by component into software and services. The software segment</b&

Blockchain data query: insider trading tx discovery

Stocks purchased by Company officials, as they are sure about the growth of these stocks in the near future. These are disclosures by the Stock Exchange and Securities Board.

Blockchain data query: $ZACH Insider Trade

AT and insider by trade size.

Smart Insider’s Global Share Buyback Database offers invaluable insights to investors on stock market data. We provide detailed, up-to-date share buyback data covering over 55,000 companies globally and over 8,000+ in Europe & UK, that’s every company that reports Buybacks through regulatory processes.

Our Share buyback data includes detailed information on all major buyback transactions including source announcements and derived analysis fields. Our platform adds a visual representation of the data, allowing investors to quickly identify patterns and make decisions based on their findings.

Get detailed share buyback insights with Smart Insider and stay ahead of the curve with accurate, historical buyback insight that helps you make better investment decisions.

We provide full customization of reports delivered by desktop, through feeds, or alerts. Our quant clients can receive data in a variety of formats such as CSV, XML or XLSX via SFTP, API or Snowflake.

Sample dataset for Desktop Service has been provided with limited fields. Upon request, we can provide a detailed Quant sample.

Tags: Equity Market Data, Stock Market Data, Corporate Actions Data, Corporate Buyback Data, Company Financial Data, Insider Trading Data

Insider Trading Surveillance Market Outlook

According to our latest research, the global insider trading surveillance market size reached USD 1.92 billion in 2024, driven by tightening regulatory standards and increasing digitalization across financial institutions. The market is set to expand at a robust CAGR of 13.4% from 2025 to 2033, reaching an estimated USD 5.86 billion by 2033. The primary growth factor propelling this market is the escalating need for advanced surveillance solutions to detect and prevent illicit trading activities in real-time, especially as financial transactions become more complex and voluminous.

The growth of the insider trading surveillance market is driven by a convergence of regulatory, technological, and operational factors. Regulatory bodies worldwide, including the SEC, ESMA, and MAS, are enforcing stringent compliance norms that require financial institutions to implement robust monitoring systems. These regulations are not limited to traditional banks but extend to investment firms, asset managers, and even emerging fintech players. The continuous evolution of trading instruments and channels, such as algorithmic trading, high-frequency trading, and digital assets, has intensified the need for dynamic surveillance systems that can adapt to new patterns of market abuse. As a result, organizations are increasingly investing in AI-powered analytics, machine learning, and natural language processing to proactively identify suspicious behaviors and mitigate reputational and financial risks.

Another significant driver is the rapid digital transformation within the financial sector. The proliferation of digital trading platforms, mobile trading apps, and cloud-based infrastructures has led to an exponential increase in transaction volumes and data complexity. This digital shift has made traditional manual monitoring methods obsolete, necessitating the adoption of automated and scalable insider trading surveillance software. These advanced solutions leverage big data analytics, behavior analysis, and real-time alerting to provide comprehensive oversight across multiple channels and asset classes. The integration of surveillance systems with other compliance tools, such as anti-money laundering and fraud detection, further enhances the ability of organizations to maintain a holistic risk management framework.

The market is also benefiting from heightened awareness about the reputational and financial consequences of insider trading incidents. High-profile cases and hefty regulatory fines have underscored the importance of proactive surveillance in safeguarding organizational integrity and investor trust. Financial institutions are prioritizing investments in surveillance technology not only to comply with regulatory mandates but also to demonstrate their commitment to ethical conduct and transparency. This trend is particularly pronounced among large multinational banks and asset managers, but is increasingly being adopted by small and medium-sized enterprises (SMEs) as well, thanks to the availability of scalable and cost-effective cloud-based solutions.

From a regional perspective, North America continues to dominate the insider trading surveillance market, accounting for over 38% of global revenues in 2024, followed by Europe and Asia Pacific. The presence of leading financial hubs, stringent regulatory frameworks, and early adoption of advanced surveillance technologies are key factors supporting North America's leadership. Meanwhile, Asia Pacific is witnessing the fastest growth, fueled by the expansion of capital markets, increased regulatory scrutiny, and rapid digitalization across emerging economies such as China, India, and Singapore. Europe remains a significant market, driven by the adoption of MiFID II and MAR regulations, while Latin America and Middle East & Africa are gradually increasing their investments in surveillance solutions as financial markets mature and regulatory landscapes evolve.

Component Analysis

The insider trading surveillance market is broadly segmented by component into software and services. Software solutions form the backbone of this market, accounting for approximately 68% of total revenues in 2024. These solutions encompass a wide array of functionalities, including trade monitoring, communication surveillance, behavioral analytics, and case management. Th