---
title: "An institution's quarterly position-change activity — initiated / increased / reduced / exited stocks diffed against the immediately prior quarter, each bucket sorted by absolute Δ value descending. Share counts are restated onto today's split basis before bucketing so a split does not surface as a phantom move."
method: GET
path: "/v1/institutions/{cik}/activity"
tags: ["Institutions"]
---

# An institution's quarterly position-change activity — initiated / increased / reduced / exited stocks diffed against the immediately prior quarter, each bucket sorted by absolute Δ value descending. Share counts are restated onto today's split basis before bucketing so a split does not surface as a phantom move.

`GET /v1/institutions/{cik}/activity`

## Request

- Base URL: `https://api.equibles.com`
- URL: `https://api.equibles.com/v1/institutions/{cik}/activity`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/equibles/apis/equibles-api/docs/v1/institutions/:cik/activity/get.ts> (a function with typed inputs; its response is checked against the schema)

## Path parameters

- `cik` string, required

## Query parameters

- `reportDate` string, date
- `bucket` string
- `limit` integer

## Response `200`

OK

- InstitutionActivityResponse
  - `name` string, nullable
  - `cik` string, nullable
  - `reportDate` string, date
  - `previousReportDate` string, date
  - `initiated` InstitutionActivityPositionDto[], nullable: Each bucket is sorted by absolute Δ value descending and capped at the requested limit. When the request filters to a single bucket the other three stay empty.
    - `ticker` string, nullable
    - `company` string, nullable
    - `positionType` string, nullable: The security this line reports: "Common" = shares held outright, "Principal" = a principal-denominated security, and "Put" or "Call" = an option position reported at the notional value of underlying shares. A put is a bearish bet, not ownership. A filer holding both common and options in one name emits one row per security, so this is what tells them apart.
    - `previousShares` integer: Prior-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `currentShares` integer: Target-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `deltaShares` integer: Quantity change on today's split basis, so a split between the quarters does not surface as a phantom increase or reduction.
    - `deltaValue` integer: Change in published position value in dollars. Values normally use the report-date closing-price basis, may fall back to the filer's value, and can be zero when unavailable; the delta includes price movement.
  - `increased` InstitutionActivityPositionDto[], nullable
    - `ticker` string, nullable
    - `company` string, nullable
    - `positionType` string, nullable: The security this line reports: "Common" = shares held outright, "Principal" = a principal-denominated security, and "Put" or "Call" = an option position reported at the notional value of underlying shares. A put is a bearish bet, not ownership. A filer holding both common and options in one name emits one row per security, so this is what tells them apart.
    - `previousShares` integer: Prior-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `currentShares` integer: Target-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `deltaShares` integer: Quantity change on today's split basis, so a split between the quarters does not surface as a phantom increase or reduction.
    - `deltaValue` integer: Change in published position value in dollars. Values normally use the report-date closing-price basis, may fall back to the filer's value, and can be zero when unavailable; the delta includes price movement.
  - `reduced` InstitutionActivityPositionDto[], nullable
    - `ticker` string, nullable
    - `company` string, nullable
    - `positionType` string, nullable: The security this line reports: "Common" = shares held outright, "Principal" = a principal-denominated security, and "Put" or "Call" = an option position reported at the notional value of underlying shares. A put is a bearish bet, not ownership. A filer holding both common and options in one name emits one row per security, so this is what tells them apart.
    - `previousShares` integer: Prior-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `currentShares` integer: Target-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `deltaShares` integer: Quantity change on today's split basis, so a split between the quarters does not surface as a phantom increase or reduction.
    - `deltaValue` integer: Change in published position value in dollars. Values normally use the report-date closing-price basis, may fall back to the filer's value, and can be zero when unavailable; the delta includes price movement.
  - `exited` InstitutionActivityPositionDto[], nullable
    - `ticker` string, nullable
    - `company` string, nullable
    - `positionType` string, nullable: The security this line reports: "Common" = shares held outright, "Principal" = a principal-denominated security, and "Put" or "Call" = an option position reported at the notional value of underlying shares. A put is a bearish bet, not ownership. A filer holding both common and options in one name emits one row per security, so this is what tells them apart.
    - `previousShares` integer: Prior-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `currentShares` integer: Target-quarter quantity (shares, option underlying shares, or principal dollars), restated onto today's split basis except for principal.
    - `deltaShares` integer: Quantity change on today's split basis, so a split between the quarters does not surface as a phantom increase or reduction.
    - `deltaValue` integer: Change in published position value in dollars. Values normally use the report-date closing-price basis, may fall back to the filer's value, and can be zero when unavailable; the delta includes price movement.
  - `limit` integer, nullable: The applied per-bucket cap — a bucket is truncated whenever its total below exceeds its list length (additive, #7056).
  - `initiatedTotal` integer, nullable: Total positions in each bucket before the cap; null for buckets excluded by the bucket filter (additive, #7056).
  - `increasedTotal` integer, nullable
  - `reducedTotal` integer, nullable
  - `exitedTotal` integer, nullable

## Other responses

- `400`: Bad Request
- `404`: Not Found

## Changes

- **2026-11-06** `666e06778588`: 11 info
  - added the optional property `error/availableDates` to the response with the `400` status
  - added the optional property `error/availableDates` to the response with the `404` status
  - added the optional property `exited/items/positionType` to the response with the `200` status
  - added the optional property `exitedTotal` to the response with the `200` status
  - …7 more

[Operation history](https://skmtc.dev/equibles/apis/equibles-api/changes/v1/institutions/:cik/activity/get.md)

---

[API](https://skmtc.dev/equibles/apis/equibles-api.md) - [All operations](https://skmtc.dev/equibles/apis/equibles-api/llms.txt) - [OpenAPI document](https://skmtc.dev/equibles/apis/equibles-api/revisions/879ad16326ad?raw)