Markets
Market data assembled from the primary public record — the SEC, the Clerk of the House, the CFTC — not resold from a vendor.
Every Form 4 share purchase and sale filed with the SEC, with the filing behind it.
20,838 transactions · 2,501 tickers · 2016-08-14 → 2026-08-21
Stock trades disclosed by members of the House under the STOCK Act.
20,874 trades · 2,517 tickers · 2015-05-08 → 3031-04-30
Weekly CFTC Commitments of Traders — commercial vs speculative positioning.
209,947 weekly rows · 755 markets · 2010-01-05 → 2026-08-18
Count NYSE sessions between any two dates, and the full record of why the exchange has closed.
35,421 sessions · 1,475 closures · 1885-03-20 → 2026-08-21
Why primary sources
All of this data is public record. Insider transactions are filed with the SEC on Form 4, congressional trades are disclosed to the Clerk of the House under the STOCK Act, and the CFTC publishes positioning every Friday. Any of it can be bought pre-packaged from a commercial data vendor — but data bought that way arrives with terms that forbid republishing it, no matter how public the underlying filing is.
So everything here is pulled from the source: EDGAR, disclosures-clerk.house.gov, and cftc.gov. Slower to build, and it means these pages can exist at all.
What each dataset is good for
- Form 4 insider trades — officers and directors buying or selling their own company's stock. Open-market purchases are the signal people care about; automatic sales under a 10b5-1 plan usually aren't.
- Congressional disclosures — reported in amount ranges, never exact figures, and up to 45 days after the trade. Useful as a record, poor as a real-time signal.
- COT positioning — how commercial hedgers are positioned against large speculators in futures. Weekly, as of Tuesday, released Friday.
- The trading calendar — how many sessions actually happened, which matters for annualising anything.
Limits, stated up front
Every dataset here carries its own caveats, and each page states them rather than burying them. Congressional data covers the House only — Senate filings sit behind a portal that requires accepting an agreement. Insider data covers a recent window rather than all of EDGAR history, because a full backfill is hundreds of thousands of requests. The trading calendar is weekday-only before June 1952, when the NYSE still traded Saturday mornings.