Insider Trading

Fetch recent insider transactions from Yahoo Finance (SEC Form 4 data).

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

uv run python scripts/insider_trading.py SYMBOLS [--days DAYS]

Arguments

• SYMBOLS - Single ticker or comma-separated list (e.g., NVDA or NVDA,PLTR,GOOG)
• --days - Trailing days to look back (default: 90)

Output

Returns JSON with:

• transactions - List of insider trades with insider name, role, transaction type, shares, price, value, date, ownership type
• summary - Net sentiment (netbuying, netselling, neutral), buy/sell counts and values

For multiple symbols, results are ranked by net buying value (most buying first).

Use Cases

• "Show me insider buys for NVDA in the last 90 days"
• "Compare insider activity across NVDA, PLTR, GOOG"
• "Which of these stocks has the most insider selling recently?"

Dependencies

• yfinance

Timezone

All timestamps and time-based calculations must use the America/NewYork timezone. All JSON output must include generatedat (NY time string) and data_delay fields.