get_convergence_signals
Insider cluster-buy x congressional-purchase convergence (Pro plan+). Returns the tickers where an insider cluster-buy (InsiderSignal.IsClusterBuy) and at least one non-superseded congressional PURCHASE happened within window_days of EACH…
Instructions
Insider cluster-buy x congressional-purchase convergence (Pro plan+). Returns the tickers where an insider cluster-buy (InsiderSignal.IsClusterBuy) and at least one non-superseded congressional PURCHASE happened within window_days of EACH OTHER, restricted to convergences where the MORE RECENT of the pair's two dates is within a trailing lookback_days (so this surfaces CURRENT convergences, not ancient history). DEFINITION: for each result, insider.signalDate is the SignalDate of the qualifying cluster-buy signal with the most recent date (insider.insiderCount is that same signal's count — never summed or maxed across multiple signals), and congress is every non-superseded congressional purchase that paired with at least one qualifying cluster-buy (not every purchase in the window — only the ones that actually paired). firstSeen/lastSeen are the earliest/most recent dates among all qualifying insider and congress dates for that ticker. STRENGTH is documented arithmetic, NOT a black-box or predictive/ML score: strength = (distinct congressional purchasers among the qualifying legs) x (the representative signal's insiderCount) — a plain multiplication of two observed counts, nothing more. HONESTY: every congress leg always carries both amountLow and amountHigh (STOCK Act discloses ranges, never exact figures — never combined into a fabricated midpoint) and disclosureLagDays = (disclosureDate - transactionDate). Congressional trades whose dates are impossible or implausible (a dateQuality flag: transaction_after_disclosure, future_transaction_date or implausible_lag) are excluded from detection, so they never appear as legs and never create a convergence; dateQuality is therefore null on every leg returned here and disclosureLagDays is always set. Congressional trades are disclosed up to 45 days after the actual trade under the STOCK Act, so this endpoint is detection/monitoring of what insiders AND members of Congress have DISCLOSED buying, not a claim of predictive edge, alpha, or win rate — no performance numbers are computed or implied anywhere in this response. window_days and lookback_days are both caller-overridable with clamps (see each parameter's own description for the exact bounds). Requires Pro plan or higher (402 PLAN_REQUIRED on Free/Starter). limit is accepted as an alias for per_page. Query runs live against the database — no caching.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| page | No | 1-based page number. Defaults to 1. | |
| limit | No | Alias for per_page. | |
| ticker | No | Ticker symbol, case-insensitive exact match (e.g. "AAPL"). Omit to scan every ticker. | |
| per_page | No | Converged tickers per page. Defaults to 100, maximum 500. `limit` is accepted as an alias; if both are given, per_page wins. | |
| window_days | No | Trailing-day window: an insider cluster-buy date and a congressional purchase date must fall within this many days of EACH OTHER (either order) to count as a qualifying pair. Defaults to 30, clamped to [1, 90]. | |
| lookback_days | No | How far back from now the MORE RECENT of a qualifying pair's two dates must fall to still count as a current convergence (the less-recent date in a pair can be older, as long as it's within window_days of a recent partner). Defaults to 180, clamped to [1, 730]. |