
Building a Multi-Asset Market Data Stack: What Enterprise Teams Actually Need
What enterprise teams need from a multi-asset market data API: normalized schemas, real-time plus historical, filings, on-chain data, FIX and SDK delivery.
7 posts on sec filings from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.

What enterprise teams need from a multi-asset market data API: normalized schemas, real-time plus historical, filings, on-chain data, FIX and SDK delivery.

Pull Form 4 insider transactions for US stocks from a REST API, decode transaction codes P, S, M, and F, and separate open-market buys from routine noise.

Pull profit margins, ROE, and debt to equity from SEC filings with one API call, and drop down to raw XBRL concepts when a precomputed ratio isn't enough.

Get a company's SEC filings by CIK via API: 10-K, 10-Q, and 8-K lists with accession numbers, filing dates, and form types. No EDGAR scraper to maintain.

What an investor relations page needs from a market data API: delayed quotes, five-year OHLCV charts, self-updating XBRL financials, and a build checklist.

Pull SEC Form 4 insider transactions for a stock watchlist with Python: decode transaction codes, paginate the API, and build a screening table with pandas.
How to diff 13F-HR holdings between reporting cycles using SiftingIO, find new positions, exits, and meaningful size changes.