TENK/calls is a market-data vendor built on primary sources. We sell what we own outright — SEC-grounded fundamentals, filings, alternative data and our own analytics — and are extending across prices, derivatives, crypto and the cross-asset backbone, globally. Everything below is labelled by its licensing lane and shipping status; nothing here is faked live.
SEC / public-filing-derived or our own analytics — licensing-clean, ours to sell and redistribute now.
Needs a commercial redistribution license from a market-data vendor (EOD prices, fundamentals feeds, indices, crypto venues).
Needs direct exchange / venue agreements and per-user fees (real-time, OPRA options, futures venues, market depth, evaluated pricing).
Ours outright — the verdict layer competitors can't copy. Buy/hold/sell calls, the TENK Score, fair value, and a benchmarked track record.
The verdict layer: an opinionated rating, conviction, thesis, risks and catalysts on every covered name — reasoned over real filings.
A 0–100 quality composite plus five factor grades and a quality checklist, computed from SEC fundamentals for the whole universe.
A Modified-Graham intrinsic-value estimate, an under/fair/over band, and a rounded percent-to-fair-value — visible on-site today, a data feed next.
The proof-of-skill dataset: per-call return vs SPY, win rate, average alpha and a growth-of-$1 equity curve. No competitor has our record.
A public tier of our systematic pairs-trading desk: cointegration-scored spreads with z-scores, half-lives and long/short signals.
Regime, carry, trend and positioning signals distilled across asset classes — the analytic scalar is ours even when the input feed isn't.
The global green lane: SEC XBRL fundamentals, full-text filings, and the international disclosure systems that mirror them.
Normalized SEC XBRL: revenue, earnings, margins, ROE, leverage and cash flows with up to ten years of history — the green lane's backbone.
Every SEC form with full-text search and parsed 8-K material-event items — the primary-source feed under the whole product.
The same green-lane play, globally: statutory fundamentals and filings normalized from Companies House, ESEF, SEDAR+ and EDINET.
Confirmed report dates, consensus EPS/revenue estimates and full call transcripts — the context around every filing.
Sell-side consensus for EPS, revenue and price targets with the full estimate distribution and revision history.
Our edge — the disclosures that move names before the tape does: insiders, congress, 13F whales, short interest, corporate actions.
Every insider buy and sell straight from Form 4, plus our cluster-buy detection — the alt-data edge that moves names.
The Form-4 edge extended to Europe: EU MAR manager dealings and UK PDMR notifications, normalized to one schema.
Every congressional stock trade from STOCK Act disclosures, normalized with reporting lag and per-member rollups.
The congress-trades play beyond Washington: financial-interest and dealing disclosures from other legislatures, where public registers exist.
What the whales own: 13F holdings with quarter-over-quarter deltas, new positions, exits and per-name concentration.
The 13F idea for Europe: major-holding and substantial-shareholder notifications under the EU Transparency Directive and UK rules.
Twice-monthly FINRA short interest with days-to-cover and percent-of-float — the squeeze/sentiment signal.
Splits, dividends, spinoffs and mergers with ex/record dates and ratios — the events that reshape every price series.
ESG pillar scores plus scope-1/2 emissions — the sustainability overlay, blending green regulatory disclosure with licensed ratings.
A tagged news stream with our per-headline sentiment score — the narrative layer around every ticker.
Prices, reference and listings across the world's exchanges — end-of-day today, intraday and real-time as venue agreements land.
Adjusted daily OHLCV for the full US listed universe — the reference EOD price feed, pending a signed vendor redistribution license.
Adjusted daily prices across LSE, Euronext, Xetra, SIX and the major European venues, keyed by ISIN + MIC.
Adjusted daily prices for Toronto-listed equities and ETFs, part of the global EOD expansion.
Daily prices across Tokyo, Sydney, Singapore, Seoul and Taipei — the Asia-Pacific leg of global coverage.
Daily prices for Hong Kong and mainland China A-shares — the highest-friction leg on licensing, hence later.
Daily prices across India, Brazil, the Gulf, Africa and other emerging venues — global reach, filled in by demand.
Minute and hourly OHLCV bars, delayed — the intraday layer above EOD, ahead of real-time exchange feeds.
Streaming best bid/ask and last trade from the consolidated tape — the real-time layer, gated by exchange agreements.
Full order-book depth — every price level and order count — from direct exchange feeds. The capital-heavy frontier.
The symbology and classification master — tickers, ISIN/CUSIP, MIC, sector and security type — that stitches every other feed together.
What every ETF holds and where money is moving — daily constituents from SEC fund filings plus estimated creation/redemption flows.
Options and futures — the raw venue data (licensed) plus the derived signals that are ours to ship (IV rank, unusual activity, COT positioning).
End-of-day option chains — price, volume, open interest and implied vol across every OPRA-listed contract, via a licensed redistributor.
The defensible options product: IV rank, unusual-activity scoring, put/call and net-premium flow — our signals over licensed chains.
Listed options beyond the US — Eurex, ICE, HKEX and Osaka — each behind its own venue agreement.
Daily settlement, volume and open interest across the major futures venues — index, energy, metals, rates and FX contracts.
The green derivatives play: CFTC COT positioning plus our curve-shape and roll-yield analytics — signals without the venue license.
Spot, derivatives and on-chain — public-ledger data is ours; venue and index feeds carry a vendor license.
Spot OHLCV across the major crypto venues and pairs — EOD and intraday, under a crypto-data redistribution license.
Perpetual-swap funding rates, open interest and mark prices across the major crypto derivatives venues.
TVL, active addresses, fees and DEX volume across chains and protocols — public-ledger data, so it's ours to ship.
Currencies, government and credit curves, commodity benchmarks, and index values & constituents — the cross-asset backbone.
EOD spot rates for majors, crosses and EM currencies, plus the forward-points curve — the FX backbone.
Government curves plus issue-level corporate and municipal evaluated pricing — benchmark yields are green, credit pricing is the frontier.
Spot benchmarks and physical assessments across energy, metals and agriculture — the commodity complex.
Index levels plus constituents, weights and divisors across the major families — the benchmark layer, under an index-provider license.
SEC filings are public domain and our derived analytics are our own — both are ours to sell and redistribute (the green lane). Third-party market data (prices, indices, options, crypto venue feeds) is display-licensed: we ship it only under a signed vendor redistribution license (yellow) or a direct exchange/venue agreement (red). Where a figure is derived from a licensed price, the derived scalar or signal is ours; the raw price series never is.
Not investment advice. Coming-soon datasets show illustrative, synthetic schemas — not live data.
Research and education only — not financial advice. TENKis not a registered investment adviser or broker-dealer and gives no personalized advice. Every call is impersonal — identical for all users, generated on a schedule from SEC filings plus a delayed/third-party price feed — may be wrong or out of date, and is not a recommendation to buy or sell any security. The operator and an affiliated trading operation may hold or trade the securities TENK rates; see Disclosures. Past performance does not guarantee future results. Do your own research.