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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.