Every US public-company insider trade is public data. When an executive buys or sells their own stock, they have two business days to file a Form 4 with the SEC, and it lands on EDGAR — free, no login, no API key. I spent the last month building a pipeline that ingests every one of them in near-real-time, and the gap between "the data is public" and "the data is usable" turned out to be the entire project.
Here's the field guide I wish I'd had.
1. The feed's form-type filter is a lie (it's a prefix match)
EDGAR's current-filings feed takes a type parameter:
https://www.sec.gov/cgi-bin/browse-edgar?action=getcurrent&type=4&output=atom
