Every source below is pulled directly from the agency, registry, or platform that publishes it. We index, normalize, and expose it as REST. No scraping, no third-party intermediaries.
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| Source | Coverage | Granularity | Refresh |
|---|---|---|---|
| SEC Filings SEC | 2020 | One row per filing | Daily |
| Insider Trades SEC | 2020 | One row per transaction | Daily |
| Institutional Holdings SEC | 2020 | Filer × position × quarter | Quarterly |
| Schedule 13D / 13G Filings SEC | 2015 | One row per SCHEDULE 13D/G accession | Daily |
| 8-K Item Taxonomy SEC | 2004 | One row per 8-K accession × item code | Daily |
| Late-Filing Notifications SEC | 2015 | One row per NT 10-K / NT 10-Q filing | Daily |
| Fails-to-Deliver Alternative | 2016 | One row per security per settlement date | Twice monthly |
| Form 144 Proposed Sales SEC | 2023 | One row per Form 144 filing | Daily |
| Reg-A+ Offerings SEC | 2015 | One row per Form 1-A accession | Daily |
| XBRL Financials SEC | 2020 | One row per reported fact | Daily |
| CEO Compensation SEC | 2020 | Executive × fiscal year | Annual |
| CFTC Commitments of Traders Alternative | 2020 | Contract × week | Weekly (Tuesday close) |
| FEMA Disaster Declarations Alternative | 2019 | One row per declaration | Daily |
| Wikipedia Attention Alternative | 2015 | Daily pageviews per article | Daily |
| Federal Register Alternative | 2020 | One row per document | Daily |
| Lobbying Disclosures Alternative | 2020 | One row per LD-1/LD-2 filing; nested issue codes | Daily |
| Congressional Trades Alternative | 2020 | One row per disclosed trade | Daily |
| WARN Mass-Layoff Notices Alternative | 2020 | One row per notice | Weekly |
| H-1B / LCA Filings Alternative | 2020 | Employer × SOC code × fiscal quarter | Quarterly |
| Hiring Velocity Alternative | 2024 (Time series retained) | Company × department × day | Daily |
| GitHub Repository Activity Alternative | Variable (per-repo history) | One row per tracked repo per day | Daily snapshot, weekly commit stats |
| Subdomain Discovery Alternative | 2024 | One row per (domain, subdomain) with discovered_at | Weekly |
| Port Congestion & Throughput Alternative | 2010 | Port × metric × month | Monthly |
| ARK Invest Daily Trades Alternative | 2020 | One row per (trade_date, fund, ticker, direction) | Daily (weekdays, ~6:30pm ET) |
| NY Fed Reverse Repo Operations Macro | 2010 | One row per operation | Daily |
| AAR Rail Traffic Macro | 2000 | One row per month per series (carloads, intermodal) | Monthly |
| TSA Airport Throughput Macro | 2026 | One row per calendar day | Daily |
| FRED Macro Indicators Macro | 1947 | One row per series per observation date | Daily |
| CBOE Volatility Indices Macro | 1990 (VIX), shorter for the others | One row per index per trading day | Daily |
| US Census Economic Indicators Macro | 1992 (varies by series) | One row per series per month | Monthly |
| News + Sentiment News | Rolling 30 days | One row per article; daily aggregate per ticker | Every 3 hours |
| Mad Money Picks TV Picks | 2023 | One row per ticker per show segment | Daily (weeknights, post-air) |
10-K, 10-Q, 8-K and other filings — type, date, period of report, and direct document URL.
The primary record. Every disclosure event a company is required to make starts here.
Form 4 transactions: who at the company bought or sold, share count, price, transaction code.
The single most studied predictive signal in academic finance. Open-market CEO buys are non-trivial.
13-F filings: fund name, position size, market value, period.
Track which institutions are accumulating or rotating out of a name.
Every SCHEDULE 13D and SCHEDULE 13G beneficial-ownership filing across all US issuers — subject company, filer names, filing type, filed date, and link to the primary document.
Activist stakes and 13G→13D conversions are event-driven catalysts. A crossing above 5% by a known activist repeatedly moves the target 5–15% intraday.
Every Form 8-K broken out by the numbered items it discloses — restatements (4.02), auditor changes (4.01), officer departures (5.02), cybersecurity incidents (1.05), material impairments (2.06), shareholder vote results (5.07), bankruptcy, delisting notices and the rest — with the official caption and a link to the filing.
An 8-K on its own says only that something happened. The item code says what: a first-ever 4.02 invalidates previously reported financials, and a 4.01 auditor change filed weeks later is the classic accounting-distress pair.
Form 12b-25 notifications across all US issuers — filed when a company cannot deliver its 10-K or 10-Q on time. Each row tracks whether the overdue report ever arrived, how many days it took, and whether the extension window lapsed without it.
The cheapest distress flag that exists. A late filing is the earliest public admission that the numbers are not ready, and one that is never cured front-runs the exchange deficiency notice by weeks.
Notices of proposed sale filed by corporate insiders selling restricted or control stock. Each row carries the intended share count and dollar value, the share of the company it represents, the seller's stated timing, the broker, and how the shares were originally acquired.
The first public record of an insider sale. The form reporting the same trade is not due until two business days after it executes, so this surfaces the sale first — and a notice that never turns into a sale is its own signal.
Form 1-A and amendments — issuer, CIK, offering amount, primary document URL.
Reg-A+ is often the 'lender of last resort' — listing tickers with thin institutional ownership. Useful for short-side screening.
As-reported Revenue, NetIncome, EPS, TotalAssets and more from structured 10-K/10-Q filings.
Not analyst estimates and not scraped — primary source data straight from the filing.
Named executive officer pay from proxy statements: salary, bonus, stock awards, option awards, and total compensation.
Comp structure reveals incentive alignment. A CEO paid 90% in stock acts differently than one paid in cash bonuses.
Shares that failed to settle — trades where the seller never delivered — for every security with an open fail balance, published twice a month with the settlement-date price.
A fail is a settlement failure, not a short position, so it diverges from short interest exactly when a squeeze forces buy-ins. Persistent fails are also what puts a security on an exchange threshold list, so a climbing fail balance leads that designation by up to a week.
Long/short positioning by trader category — commercial, non-commercial, open interest — for tracked futures contracts.
Shows what hedgers think versus speculators. The spread is a contrarian signal in commodities and rates.
Federally declared hurricanes, floods, wildfires, severe storms by event type, state, and date.
Disasters move oil, natural gas, insurance, homebuilders. The data is available before it's fully priced in.
Daily pageview counts for the company's Wikipedia article — raw counts, no smoothing.
Moat et al. (2013): pageview spikes correlate with next-day volume and volatility.
Rules and proposed rules from the SEC, FDA, EPA, FTC and other federal agencies.
When a regulator proposes a rule on crypto custody or fast-track drug review, sectors move. This is the source of record.
Lobbying Disclosure Act filings — registrant, client, period, dollar amount, and the legislative issue codes the spend targeted.
Lobbying spend leads regulatory outcomes. The escalation curve in DEF/TAX/TEC issue codes is a clean signal in defense, pharma, and crypto names.
House and Senate member trade disclosures filed under the STOCK Act.
Multiple academic studies show congressional portfolios outperform the market. Disclosures are public records.
WARN Act 60-day advance notices of plant closings and mass layoffs, ticker-matched where possible.
Mass layoffs are a leading distress signal — they precede the BLS jobs print and the deteriorating earnings call.
Labor Condition Applications aggregated to certified headcount, prevailing wage, and approval rate by occupation.
A surge in LCAs for AI researchers or chip designers often precedes a product line that won't hit the transcript for a year.
Open-role counts by department for companies on major recruitment platforms.
Sales-team expansion leads revenue. New departments (e.g. "AI Infrastructure") expose strategy before it's announced.
Stars, forks, open issues, and commit cadence for each company's top 50 public repos.
Developer velocity in public repos is a clean proxy for engineering execution at open-core and platform companies.
Newly observed subdomains under each company's primary domain — the timestamp is the signal.
New product subdomains, staging hosts, and acquisition rebrands surface here weeks before press releases.
Container throughput, vessel counts, and dwell times across major US ports — TEUs, vessel calls, and cargo tonnage.
Port delays are a leading indicator for retailer margins, shipping rates, and goods-producing PMI. LA/LB congestion moved COST and WMT weeks before earnings.
ARK Invest's daily buys and sells across their active ETFs (ARKK, ARKQ, ARKW, ARKG, ARKF, ARKX) — ticker, share count, and the trade's share of the ETF's NAV.
Cluster buys across multiple ARK funds are a widely-followed conviction signal; abrupt trims can front-run narrative shifts on a name.
Overnight and term reverse repurchase operations: counterparty counts, total amounts submitted/accepted, and weighted average rate.
Reverse repo outstanding is the cleanest daily read on excess liquidity in the banking system. Drawdowns often precede rate-vol spikes.
Monthly US rail carload counts and intermodal container/trailer units, seasonally adjusted.
A physical-economy read on freight flow. Year-over-year deltas on carloads have historically inflected before ISM Manufacturing crosses 50; intermodal tracks the retail-import pipeline downstream of West Coast ports.
Daily count of travelers screened at US airport TSA security checkpoints. Published next-day.
The highest-frequency read on US air travel demand. Year-over-year deltas front-run monthly airline unit-revenue prints; holiday-week spikes reveal discretionary-spend health ahead of consumer-facing earnings.
Treasury yields, CPI, GDP, unemployment, payrolls, SOFR curve, and the weekly Fed balance sheet (H.4.1) — curated time series for the indicators traders actually watch.
Best-in-class macro source. We track the high-signal series so you don't have to curate them.
VIX, VIX9D, VIX3M, VIX6M, VVIX, and SKEW — the full vol surface plus tail-risk indicator, served as macro series.
Regime detection. VIX term-structure inversions, VVIX spikes, and SKEW extremes anchor most cross-asset risk models.
Monthly retail trade (MARTS), new residential construction (starts/permits/completions), and Business Formation Statistics — seasonally adjusted.
Consumer-discretionary and homebuilder nowcasts. Business-formation data front-runs payroll and small-cap rotation.
Finance news articles tagged with tickers and scored with VADER sentiment — raw articles plus daily aggregates.
We serve the score and the article. Build your own model on top — VADER is the floor, not the ceiling.
Jim Cramer's on-air picks — Lightning Round buy/sell/hold verdicts, featured single-name segments, and the 'Am I Diversified?' portfolio reviews.
The Cramer-bounce is one of the most-studied retail signals; short-side traders systematically fade Lightning-Round buys, and Lightning-Round sells on small-caps have produced next-morning gap-downs.
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