
Insider trading data API: pull SEC Form 4 transactions for a stock watchlist
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.
Engineering deep-dives, market analysis, and product updates from the SiftingIO team. How we build real-time market data infrastructure across crypto, FX, and equities.

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 pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.

Build a live US stock price and chart page: backfill adjusted OHLCV history over REST, stream real-time ticks over WebSocket, and handle market sessions.

yfinance rate limited or throwing Too Many Requests? A call-for-call map to move daily history, intraday bars, and latest-price pulls to a keyed API in Python.

MiCA crypto trade reporting mandates one uniform trade format across the EU's 27 countries. Why it's a cross-venue data-normalization problem, not paperwork.

Get CPI and jobs report releases pushed to any webhook: a Node.js poller on SiftingIO's economic calendar API, with plan limit math and common pitfalls.

Why the same asset shows different prices on different venues, how naive averages get poisoned by bad feeds, and how a weighted median keeps the price honest.

Ingest CPI and NFP releases from an economic calendar API: handle first prints vs revisions, normalize times to UTC, and tag the bar each event moved.

How to read bid and ask from a quote snapshot, compute the bid ask spread in basis points, and flag wide or stale quotes in Python before users see them.