Who is buying their own stock

Every open-market purchase an insider reported to the SEC that day, across every company — not one at a time. Shares granted, options exercised and shares withheld to pay tax on vesting are all left out: those are the company paying somebody, not somebody buying, and counting them is what makes most insider feeds useless.

Reading every Form 4 filed that day. There are usually several hundred and they are read at the rate the SEC allows, so this takes about half a minute the first time. After that the day is held and comes back at once.