Message

TickerInsiderVolume

Discretionary insider purchase and sale share volume over rolling windows.

fields9 topicinsider-volumes

▶Proto definition.proto

message TickerInsiderVolume {
  Ticker ticker = 1;
  Date as_of_date = 2;
  int64 insider_buy_volume_3m = 3;
  int64 insider_sell_volume_3m = 4;
  int64 insider_buy_volume_6m = 5;
  int64 insider_sell_volume_6m = 6;
  int64 insider_buy_volume_12m = 7;
  int64 insider_sell_volume_12m = 8;
  int64 updated_at = 9;
}

Fields

ticker Ticker 1

The ticker represented by this snapshot.

as_of_date Date 2

Date through which rolling transaction-date windows are calculated.

insider_buy_volume_3m int64 3

Insider shares purchased over the trailing three months.

insider_sell_volume_3m int64 4

Insider shares sold over the trailing three months, as a positive magnitude.

insider_buy_volume_6m int64 5

Insider shares purchased over the trailing six months.

insider_sell_volume_6m int64 6

Insider shares sold over the trailing six months, as a positive magnitude.

insider_buy_volume_12m int64 7

Insider shares purchased over the trailing twelve months.

insider_sell_volume_12m int64 8

Insider shares sold over the trailing twelve months, as a positive magnitude.

updated_at int64 9

Publication time in milliseconds since the Unix epoch.