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.
56,986 transactions · 3,855 tickers · 2006-08-28 → 2026-10-23
Stock trades disclosed by members of the House under the STOCK Act.
21,250 trades · 2,539 tickers · 2015-05-08 → 2026-10-16
Weekly CFTC Commitments of Traders — commercial vs speculative positioning.
213,314 weekly rows · 766 markets · 2010-01-05 → 2026-10-20
Every liquid futures market ranked by how stretched speculative positioning is against its own three-year range.
231 markets ranked · 156 weeks of history each · 2026-10-20
What US Treasuries pay across maturities, and every inversion since 1976 with the recession that followed.
232,467 observations · 33 series · 1854-12-01 → 2026-10-24
What the largest managers reported owning last quarter, from SEC Form 13F filings.
26,210 managers · 72,760 securities held · 30-JUN-2026
What share of each day's trading is executed as a short sale, from FINRA Reg SHO files.
12,953 securities · 20 sessions · 2026-10-23
Which listed companies the US government pays, matched from USASpending award records.
39 companies matched · 3 fiscal years · FY2025 → FY2027
What moves like any given ticker — substitutes ranked by one-year correlation, filtered to comparable risk.
loading — first ingest in progress
Shares sold short and not yet bought back, ranked by how many days of trading it would take to cover.
22,569 securities · 8 settlement dates held · 2026-08-31
Shares that did not settle on time, from the SEC — what the file says, and what it is routinely claimed to say.
17,566 securities · 85 settlement dates · 2026-06-01 → 2026-09-30
Schedule 13D filings: investors crossing 5% of a company with a declared intent to influence it.
2,876 filings · 1,411 companies · 2026-04-01 → 2026-10-23
Every recession indicator, what it says today, and how many times it has been wrong.
6 indicators · 0 signalling now · 2020-03-01
Every US industry ranked by how it moves with interest rates, and how much of it is really a single position.
loading — first ingest in progress
Funds that moved as one thing over the past year. Holding three from a group is holding one position three times.
0 funds with a near-identical twin
Companies where an officer bought on the open market while short sellers stayed positioned against them.
0 companies right now
When a US stock trade settles under T+1, market holidays included — and the last trade date of the year that still settles inside it.
T+1 since 2024-05-28 · forward NYSE holiday rules
One page per company: as-filed financials, institutional and activist ownership, all three short-selling measurements, insider and congressional trades, and what moves most like it.
3 securities with a full page · 5 covered
Count NYSE sessions between any two dates, and the full record of why the exchange has closed.
35,465 sessions · 1,476 closures · 1885-03-20 → 2026-10-23
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.
- Correlations — which tickers move together. Useful for finding a substitute you can actually hold, or for noticing that two positions are really one bet.
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.