Message

ScreenerInsiderState

Insider buy and sell share volume after subtracting each transaction's reported 10b5 volume. Windows include both the calendar-month cutoff and source as-of date. Startup applies an absolute value to buy and sell aggregates. Live snapshots preserve the buy aggregate's sign and apply an absolute value to sells. The as-of date is not included. Zero can mean no qualifying volume or no matching source rows.

fields6 used byStockScreenerState

▶Proto definition.proto

message ScreenerInsiderState {
  int64 insider_buy_volume_3m = 1;
  int64 insider_sell_volume_3m = 2;
  int64 insider_buy_volume_6m = 3;
  int64 insider_sell_volume_6m = 4;
  int64 insider_buy_volume_12m = 5;
  int64 insider_sell_volume_12m = 6;
}

Fields

insider_buy_volume_3m int64 1

Buy aggregate for the trailing three-calendar-month window.

insider_sell_volume_3m int64 2

Positive sell aggregate for the trailing three-calendar-month window.

insider_buy_volume_6m int64 3

Buy aggregate for the trailing six-calendar-month window.

insider_sell_volume_6m int64 4

Positive sell aggregate for the trailing six-calendar-month window.

insider_buy_volume_12m int64 5

Buy aggregate for the trailing 12-calendar-month window.

insider_sell_volume_12m int64 6

Positive sell aggregate for the trailing 12-calendar-month window.