>

Market Intelligence Tools — Public Data Scrapers for Analysts & Researchers

Reading Time: 10 minutes

Reading Time: 10 minutes

Reading Time: 9 minutes

Reading Time: 8 minutes

Reading Time: 8 minutes

Market intelligence data is the structured raw material that powers analyst workstreams: press releases that flag M&A, earnings results that move single names, IPO calendars that shape allocation decisions, regulatory filings that disclose insider activity, stock fundamentals that anchor screens, and the corporate actions that quietly reprice portfolios overnight. Wherever a company is required to disclose, or chooses to announce, there is a public record — and that record is the input layer for credible research.

📰 Monitor company announcements automatically — beyond social mentions, track official corporate announcements (funding, launches, partnerships, M&A, exec moves) with the PR Newswire monitor. Track competitor press releases →

The teams that lean on this data are familiar: sell-side and buy-side equity analysts, hedge fund research desks, sourcing and corporate development teams hunting acquisition targets, investor relations groups tracking peer disclosures, equity researchers building thematic baskets, and internal market intelligence functions inside operating companies. They share one constraint: the analytical work is the high-value step, and time spent maintaining scrapers, parsing PDFs, or rewriting SEC EDGAR extractors is time not spent forming a view.

The case for ready-made structured tools is straightforward. Building a press-release scraper that reliably parses tickers from JSON-LD, handles rate limits, survives layout changes, and outputs clean rows is a two-week project at best — and that is before anyone has to maintain it through the inevitable site redesigns, anti-bot upgrades, and JSON-LD schema drift that follow. Buying that capability as a metered API call costs less than the engineering time saved on the first run. The catalogue below covers the most common market-intelligence sources, ready to call from a notebook, BI tool, or scheduled job.

Three further points are worth making before scrolling the table. First, every actor on this page emits structured fields — not raw HTML or PDF blobs — so the output flows directly into a dataframe without a parsing layer. Second, the actors are versioned and maintained as upstream sources change; the cost of layout-shift breakage is absorbed by the actor maintainer rather than your team. Third, the pricing model is metered usage rather than seat-based licensing, which means a four-person research team and a forty-person research team pay in proportion to the data they actually consume.

Common use cases

The patterns below come up repeatedly in conversations with users of these actors. Each can be implemented as a single scheduled run, or composed with others into a multi-step pipeline.

  • Track earnings announcements across a coverage universe. Pull press releases and 8-K filings for 200+ companies on the morning of earnings and route material items to analysts within minutes of the wire, with structured headline, body, and ticker fields ready for downstream NLP.
  • Monitor PR Newswire and GlobeNewswire for M&A events. Filter on keywords (acquisition, merger, definitive agreement, tender offer, strategic review) across your portfolio universe and alert on first appearance, with the ticker extraction layer separating mentions from issuers.
  • Build an insider-flow dashboard. Combine SEC Form 4 transactions with price data to surface cluster buying — multiple officers purchasing the same name in a short window — which has documented predictive value in the academic literature.
  • Track 13F changes quarter over quarter. Pull 13F-HR filings for a watchlist of hedge funds, compute position deltas, and flag new initiations or full exits before quarterly summaries publish on consumer sites.
  • Watch the activist tape. Schedule a daily pull of Schedule 13D filings, parse the Item 4 purpose narrative, and identify potential takeover targets ahead of broad coverage. 13G filings flag passive accumulation above the 5% threshold.
  • Run cross-exchange IPO calendars. Aggregate forward and recent listings across HKEX, LSE, NYSE, NASDAQ, TSE, KRX, SGX and the broader APAC region into a single calendar with sponsors, offer prices, and FX-normalised proceeds.
  • Screen global equities from one feed. Use a meta-screener across 25 exchanges to find names trading inside a target valuation band without stitching 25 individual data pipes or reconciling 25 ticker conventions.
  • Surface China A-share screens in English. Query Eastmoney’s quote feed across Shanghai, Shenzhen, ChiNext and STAR Market for analysts who cover EM but do not read Chinese — over 5,500 stocks with valuation multiples included.
  • Run a daily 8-K material-events sweep. The 8-K item code is the single highest-value regulatory event for US issuers; codes 1.01 (material agreement), 2.01 (asset acquisition), 5.02 (exec change), and 1.05 (cyber incident) are the events that move single names and trigger sell-side update notes.
  • Compare sell-side targets against current quotes. Pair the Yahoo Finance quote feed with analyst consensus to build a daily “upside-to-target” screen, ranked by net rating revisions in the last 30 days.

Featured tools

The actors below are publicly available on Apify. Each link points to the actor page, where you can review the input schema, sample output, and pricing. All are maintained by NexGenData and updated as upstream sources change.

ToolSource coveredRegionKey fieldsBest for
PR Newswire ReleasesPR NewswireGlobalHeadline, body, ticker symbols (NASDAQ/NYSE/AMEX), publication date, category, countryM&A event monitoring, IR teams, financial journalism
SEC EDGAR FilingsSEC EDGARUnited States10-K, 10-Q, 8-K full text, filer CIK, ticker, filing date, exhibit URLsEquity research, compliance teams, fundamental analysts
SEC Form 4 Insider TradesSEC EDGAR (Form 4)United StatesIssuer ticker, reporting person, role, transaction date, code, shares, price, post-tx holdingsInsider-flow activity, sentiment overlays
SEC Form 8-K EventsSEC EDGAR (Form 8-K)United StatesItem codes (M&A, exec changes, bankruptcy, cyber), ticker, CIK, filing dateEvent-driven trading, M&A intel, deal sourcing
SEC Form 13F HoldingsSEC EDGAR (13F-HR)United StatesFiler + CIK, period, issuer, CUSIP, value, shares, voting authorityHedge-fund replication, sector flow analysis
SEC 13D/G Activist TrackerSEC EDGAR (13D/G)United StatesActivist vs passive flag, target ticker, CUSIP, percent of class, Item 4 purpose narrativeTakeover targets, activist research, M&A bankers
Yahoo FinanceYahoo FinanceGlobalQuotes, historicals, financial statements, analyst ratings, splits, dividendsPortfolio tracking, fundamental analysis, dashboards
Finviz Stock ScreenerFinvizUnited StatesTechnical indicators, analyst ratings, insider trading, screener filtersQuant screening, technical setups, idea generation
Eastmoney A-Shares ScreenerEastmoneyChina (SH/SZ/STAR/ChiNext)Ticker, name, price, change %, volume, turnover, P/E, P/B, market cap (5,500+ stocks)China A-share quants, EM equity desks
HKEX IPO CalendarHKEXHong KongListing date, offer price, sponsor, sector, raise amountIPO traders, Asia-focused allocators, financial journalists
UK LSE IPO CalendarLondon Stock ExchangeUnited KingdomMain Market, AIM, HGSM listings with offer price, sponsor/nomad, sector, admission dateUK institutional investors, AIM funds
Global Exchanges Meta Scraper25 global exchangesGlobalListed-company snapshots across 25 exchanges in a single API callCross-listing analysis, global macro research

The catalogue extends beyond the twelve actors shown above. Additional public coverage includes treasury yields and bond curves, commodity futures, FX rates, earnings calendars and transcripts, analyst price targets, SPAC trackers, short-interest data, 13F holdings deltas, pre-IPO secondary prices, sovereign wealth fund tracking, and insider cluster detection. Browse the publisher page for the full inventory.

Workflow example: combining IPO calendar, insider trades, and analyst targets

A worked example shows how three of the actors above can be chained into a single weekly stock-picking pipeline. The goal is to identify recently-listed companies where insiders are buying and sell-side coverage is positive — a setup that screens for situations where the people closest to the business are reinforcing the post-IPO story with their own capital.

  1. Step 1 — Pull the recent IPO universe. Run the HKEX IPO Calendar and the UK LSE IPO Calendar (or substitute the US calendar of your choice) for the last 12 months. Export the combined dataset as CSV, deduplicate on issuer, and retain ticker, listing date, sector, and offer price. Layer on the APAC IPO Calendar Sweep if your mandate extends into Korea, Taiwan, Japan, and ASEAN.
  2. Step 2 — Overlay insider transactions. Feed the resulting ticker list into the SEC Form 4 Insider Trading Tracker (for US-listed names) and equivalent regional insider feeds. Filter to net buys in the last 90 days, weighted by transaction value relative to the insider’s existing holding. Open-market purchases by officers and directors carry more weight than option exercises or scheduled 10b5-1 sales.
  3. Step 3 — Add analyst sentiment. Pull current consensus and recent revisions from the Yahoo Finance scraper for the same ticker list. Flag any name with positive net revisions and at least three covering analysts. The “at least three” filter screens out single-broker situations where the consensus is effectively one analyst’s view.
  4. Step 4 — Export to your analytical environment. Push the joined dataset (IPO metadata, insider net flow, analyst sentiment) to CSV, Google Sheets, BigQuery, or Excel via Apify’s dataset API or scheduled webhook. The ranked shortlist is the input to the next stage of fundamental work — reading the latest 10-Q, listening to the most recent earnings call, and forming an independent view.

The pipeline runs end-to-end on a schedule, costs a few dollars per week at typical volumes, and produces a defensible shortlist without manual screening time. The same architecture — calendar source plus event source plus sentiment overlay — applies to many other strategies: spin-off tracking, post-earnings drift, activist-target screening, or sector rotation. The actors are the building blocks; the strategy is whatever joins them.

Related reading

Long-form tutorials on this site cover the engineering details behind several of the workflows above.

Related categories

The Market Intelligence catalogue is one of eight category hubs on this site. Adjacent categories cover the data sources that often appear in the same analyst workflow — regulatory filings, company profiles, financial-instrument data, regional registries.

Frequently asked questions

What data sources are covered by these tools?

The Market Intelligence catalogue spans corporate newswires (PR Newswire, GlobeNewswire, PR Web), SEC EDGAR filings (10-K, 10-Q, 8-K, Form 4 insider trades, 13F holdings, 13D/G activist positions), equity market data (Yahoo Finance, Finviz, Eastmoney A-shares), IPO calendars across HKEX, LSE and pan-Asia, and a meta-screener covering 25 global stock exchanges in a single call. The list grows as new public-data sources are added; the full catalogue lives on the NexGenData publisher page.

Can I export results to CSV, JSON, or my BI tool?

Yes. Every actor returns structured records that Apify exposes as JSON, CSV, Excel, XML, or RSS via the dataset API. From there, common workflows include scheduled pushes to Google Sheets, BigQuery, Snowflake, Postgres, Airtable, S3, or webhook delivery into Slack and downstream pipelines. No transformation work is required to get a clean tabular feed.

How fresh is the data?

Freshness depends on the upstream source. Newswire actors poll on demand and return whatever is live on the wire at run time. SEC EDGAR filings are typically available within minutes of acceptance. Equity quotes from Yahoo Finance, Finviz and Eastmoney reflect the source’s own delay (usually 15-20 minutes for free public quote feeds, real-time for exchange-direct screeners). IPO calendars are refreshed daily.

Do these actors require coding to use?

No. Each actor has an input form in the Apify console where you set parameters (tickers, keywords, date ranges, categories) and click Run. Results download as CSV or JSON. For automation, you can schedule runs from the console or call the Apify API from any language. SDKs exist for Python and Node.js, and a generic REST endpoint covers everything else.

What does pricing look like?

Most actors use pay-per-event or pay-per-result pricing rather than monthly subscriptions, so cost scales linearly with how much data you actually pull. A typical run for a few hundred newswire releases or several thousand SEC filings sits in the single-digit dollar range. Pricing is shown on each actor page; the Apify Free plan covers small evaluation runs at no cost.

How is this different from Bloomberg or Refinitiv?

Bloomberg and Refinitiv bundle proprietary analytics, chat networks, and licensed data into seat-based contracts that typically start in the low five figures per user per year. The actors here cover the structured public-data layer underneath — filings, newswires, exchange quotes, IPO calendars — at a small fraction of the cost, with no seat licences and full export rights. They complement rather than replace a terminal, but for many analyst workflows (screening, monitoring, custom dashboards) the public-data layer is sufficient on its own.

Browse the full catalogue

Browse all market intelligence tools on Apify for the complete and continuously-updated list of public-data actors maintained by NexGenData. New sources are added as users request them; if a public data source is missing from the catalogue, the request form on the publisher page is the fastest path to coverage.

Latest additions

Recently added — brand & news monitoring

Featured tool pages

Factual public data — not financial or investment advice.