Float risk, cash runway, warrant schedules, and convertible note terms—extracted from SEC filings and delivered via REST API. Built for quant desks, credit teams, and systematic strategies.
Use Cases
Feed dilution risk scores, float ratios, and runway estimates directly into your models. Structured data ready for backtesting and live trading systems.
Assess borrower dilution risk before extending credit. Monitor covenant-relevant metrics: cash runway, equity line capacity, and convertible debt exposure.
Screen for toxic financing: death spiral converts, floorless SEPAs, and imminent dilution triggers. Identify asymmetric opportunities before the market prices them in.
Flag positions with elevated dilution exposure. Automate capital structure monitoring across your book with structured alerts on material filing events.
API Endpoints
Every ticker returns a consistent JSON schema. Integrate directly into your models without parsing PDFs or scraping HTML.
| Endpoint | Method | Returns |
|---|---|---|
| /ticker/{ticker} | GET | Full report: company, quote, float, dilution, runway, filings, holders, financials |
| /ticker/{ticker}/summary | GET | Dilution analysis report in structured markdown |
| /ticker/{ticker}/dilution | GET | Warrants, convertible notes, ATMs, shelf registrations, S-1 pipeline |
| /ticker/{ticker}/float | GET | Shares outstanding and calculated float |
| /ticker/{ticker}/runway | GET | Cash runway, burn rate, pro forma adjustments |
| /ticker/{ticker}/quote | GET | Price, change, market cap |
| /ticker/{ticker}/filings | GET | SEC filings: 10-K, 10-Q, 8-K, S-1, S-3, etc. |
| /ticker/{ticker}/holders | GET | Institutional holders from 13F filings |
| /ticker/{ticker}/financials | GET | Income statement, balance sheet, cash flow (annual + quarterly) |
| /ticker/{ticker}/refresh | POST | Force data refresh (Pro/Business plans) |
Platform Features
10 JSON endpoints covering dilution instruments, float, runway, filings, holders, financials, and more. Bearer token auth, consistent response schema.
JSON responses with structured warrant schedules, convertible terms, shelf details, and financial statements. Ready for your models or data pipelines.
Monitor your entire coverage universe. Set thresholds for risk score changes and new filing alerts.
Email notifications when covered companies file 8-Ks, S-3s, or other material documents affecting dilution.
Sort and filter your watchlist by overall risk, cash runway, offering ability, or float risk.
We parse 10-Ks, 10-Qs, 8-Ks, S-1s, S-3s, prospectuses, and proxy statements. Data updated within 24 hours of filing.
Data Pipeline
Monitor filings in real-time via EDGAR full-text feed
Parse dilution-relevant sections from 10-Ks, 8-Ks, S-3s, prospectuses
Normalize warrant terms, convertible conditions, and risk factors
Serve via REST API with <24hr latency from filing
SEC EDGAR sourced
Filing-to-API latency
Full EDGAR coverage
All plans include full API access with up to 5 API keys. Scale from 100 to 5,000 unique tickers per month as your needs grow.
Starting at
100 unique tickers. Cancel anytime.
Or go Pro for 1,000 tickers + 50 refreshes
Need higher rate limits, custom data fields, historical backfills, or dedicated support? We work with hedge funds, prop desks, and data vendors on custom solutions.