Download all companies periodic reports, filings and forms from EDGAR database
FilingsDB: Financial Statement and Notes Data Sets from sec.gov
A full example of filling sectors: https://www.sec.gov/edgar/browse/?CIK=1004980&owner=exclude
In general the insider trade has 2 day lag ( From 4 ). Form 4 must be filed within two business days following the transaction date.
Here is an example: https://www.sec.gov/Archives/edgar/data/1004980/000089924323001605/xslF345X03/doc4.xml
Here is a query: https://www.sec.gov/edgar/browse/?CIK=1004980&owner=exclude
Snap at 2023-02-03:
US Daily Data: https://www.cboe.com/us/equities/market_statistics/short_sale/?mkt=edgx
Exchanges:
- BZX, is almost four times bigger than the BYX.
- BYX
- EDGA, is a low cost exchange with a taker/maker pricing model.
- EDGX, an exchange with a maker/taker pricing model offering high rebates for liquidity providers.