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Raw feeds give you everything - every headline, every minor release, every duplicate. Your code ends up doing the work: parsing, deduplicating, figuring out which ticker is affected, deciding whether the number beat or missed.
QuantGist does that work upstream. Every event arrives with an impact label, a sentiment_score, a surprise_pct, and a list of tagged tickers and currencies. One object. Everything your system needs to act - or ignore.
No polling loops. No custom parsers. No paying terminal rates for data you'll filter through a script anyway.
{
"id": "evt_01HX9M3K4R2B",
"event_type": "nfp",
"title": "US Non-Farm Payrolls (Mar)",
"currency": "USD",
"impact": "high",
"symbols": ["SPX", "DXY", "TLT"],
"release_time": "2024-04-05T12:30:00Z",
"actual": 303000,
"forecast": 214000,
"surprise_pct": 41.6,
"sentiment_score": 0.82
}Economic events, news headlines, earnings, and market snapshots, one consistent schema. Every endpoint returns the same event structure so your parsing code works once.
Every use case that needs structured market events rather than a raw headline feed.
Three steps. All of them happen before the event reaches your endpoint.
Economic release hits: CPI, NFP, FOMC, GDP, PMI, or any of the calendar events QuantGist tracks. Ingested from multiple sources simultaneously.
Deduplication, symbol tagging, impact classification, NLP sentiment - applied before the event is written to the store.
One event object with every field your system needs: tickers, sentiment, impact, forecast vs actual, surprise score. Via REST, webhook, or stream.
Free live tools for traders who don't want to write code. See upcoming events, session risk, and symbol-specific macro exposure, no API key, no setup.
100 requests per day, 1-year history, economic calendar - no credit card. Upgrade when you need real-time data or webhooks.