Our 13F subscription tracks quarterly position disclosures made by institutional investors as required by the SEC. The file contains the most recent disclosures made by each filer, whether it be from the last quarter or the quarter prior (as filers have a 45 day deadline after quarter end).
We curate our file daily, applying SEC updates and market data corrections. We also enhance the data with secondary calculations including percent of open interest by filer along with changes in positions quarter to quarter.
Subscription Delivery: Daily files Monday – Sunday (including U.S. Holidays) around 10pm U.S. Eastern
Data includes optionable symbols from https://www.sec.gov/divisions/investment/13flists.htm
Filers are not required to disclose positions on indexes, but ETFs are included (ex: SPY positions are reported, but not ^SPX)
See https://www.sec.gov/divisions/investment/13ffaq.htm for more detailed 13F information
File Layout: Specifications