I think it's unlikely that insider information comes in some nicely formatted dataset with 21 features week in and week out. I think of insider information as

I think it's unlikely that insider information comes in some nicely formatted dataset with 21 features week in and week out. I think of insider information as usually being a one-off tip that a company is going to take a particular action before they make that information public. This feels more like prosaic financial data. (But I'm not in finance so maybe my perceptions are way off!)