Retrieving insider transactions (Form 4) for a list of ~2,600 companies in a single request

Beatriz_Oliveira

I am a Master's student in Finance writing a dissertation on insider trading activity and acquisition premiums in M&A. My econometric analysis will be conducted in Stata, so what I ultimately need is the data in a flat file format (CSV or Excel) that I can import.

1. Insider transactions for a large list of companies

I can retrieve insider transaction data for a single company through Workspace, under Company Overview → Ownership → Insider Report → Insider Transactions. For Apple (AAPL.O) I exported 7,044 transactions covering 2000–2024 without issue.

The data items I need are:

TR.TransactionDate
TR.TransactionTypeSECCode
TR.AsRepSharesTraded
TR.TransactionPrice
TR.InvTransFilingType
TR.InsiderRole

My question is whether there is a way to retrieve these fields for a list of approximately 2,600 companies at once, rather than repeating the export company by company. Each company returns multiple transaction records rather than a single value.

Is this achievable through the Excel Add-in, or would it require the API? If the Excel Add-in can handle this, I would be grateful for guidance on how to structure such a request, as this would be the most practical route for my workflow.

2. Exporting the M&A sample from the Deals Screener

I have constructed my sample of approximately 2,600 M&A transactions in the Deals Screener. However, exports are limited to 200 deals, returning the message:

"Please contact your account administrator for access to export more than 200 deals as formula per event."

LSEG Support indicated that lifting this limit requires the SDC add-on. Is there an alternative route to retrieve this deal-level data in bulk?

3. Identifiers

My sample is identified by ticker and 6-digit CUSIP, as obtained from the Deals Screener, not by RIC. Is there a reliable way to map these programmatically, or do the data items above accept alternative identifiers?

Any guidance would be very welcome.

Jirapongse

@Beatriz_Oliveira

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. Therefore, I will focus my response on the API functionality.

1.For content- and Excel-related questions, please contact the Workspace Excel Support team directly through LSEG Support and ask which Workspace Excel formulas can be used to retrieve the required data.

For API-related requirements, you can use the LSEG Data Library for Python to access data through a running Workspace session. Once you have identified the appropriate Workspace Excel formulas, you can translate them into Python code by referring to the following articles:

• How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python
• Converting =RDP.HistoricalPricing() Excel Function to ld.get_history() in Python

However, pulling a large volume of data through the library in a single request may lead to performance issues. It is recommended to to split large requests into reliable batches, as mentioned in this article.

For example, the Excel formula to pull those data tools like this.

=@RDP.Data("AAPL.O","TR.TransactionDate;TR.TransactionTypeSECCode;TR.AsRepSharesTraded;TR.TransactionPrice;TR.InvTransFilingType;TR.InsiderRole","SDate=2000-01-01 EDate=2024-12-31 CH=Fd RH=IN",B2)

The equivalent Python code is:

df1 = ld.get_data(
    universe=['AAPL.O'],    
    fields=[    
        'TR.TransactionDate',
        'TR.TransactionTypeSECCode',
        'TR.AsRepSharesTraded',
        'TR.TransactionPrice',
        'TR.InvTransFilingType',
        'TR.InsiderRole'
        ],
    parameters = {'SDate':'2000-01-01','EDate':'2024-12-31'}
    
    )
df1

However, please contact the Workspace Excel support team directly through LSEG Support to verify it.

2. According to the message, please contact your administers directly. You can also use the screener formula in the LSEG Data Library for Python, as mentioned in these articles:

• How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python
• Find Your Right Companies with SCREENER | the Data Library (Python)

However, the same limitation may also apply to the LSEG Data Library for Python, as the library retrieves data through a Workspace session.

3. The LSEG Data Library for Python also supports Symbology conversions, as shown in the 2.05-Symbology example.