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A focused data API, not a platform. Built for systems, not dashboards.
QuantGist started from a simple frustration: every market data API either costs as much as a Bloomberg terminal or hands you a raw firehose and calls it done.
Building a trading bot or a research pipeline shouldn't require a full-time data engineering job. But when you try to act on market news programmatically - actually connect an economic release to the tickers it affects, score it for impact, receive it within seconds rather than minutes - you quickly realize that the existing options are either built for human traders with GUIs or built for banks with procurement teams.
The gap we're filling is narrow and intentional: structured, machine-readable market events delivered over a clean API at a price that makes sense for individual developers, small quant teams, and independent fintech builders. Every design decision - the schema, the delivery model, the pricing tiers - comes from that constraint.
We are not trying to compete with Bloomberg. We are not building a news media brand. We are not a general-purpose data warehouse. Those are real products with real markets. QuantGist is specifically the thing between them: a focused intelligence layer for systems that need to act on market events, not read about them.
Scope discipline is what makes focused products useful. We've said no to all of these:
The product is the API. That's the whole thing.
No proprietary dashboard you have to learn. No lock-in through a platform UI. You own the integration, we own the data pipeline.
These aren't marketing frames. They're the actual engineering problems you hit when you try to build a system that acts on market news.
The same event gets published by 4 sources in the same minute. Without deduplication, your webhook fires 4 times and your bot places 4 orders. QuantGist deduplicates within a 24-hour window by normalizing title + currency + release_time before anything reaches your endpoint.
A headline says "Federal Reserve raises rates." What tickers does that affect? USD? TLT? GLD? XLF? All of them have different sensitivities. QuantGist maintains a lookup table that maps economic event types and currencies to the tickers, sectors, and asset classes historically correlated with them.
Not every CPI print moves markets. A figure that lands exactly at consensus is noise; a 0.4% beat is signal. QuantGist computes surprise_pct = (actual − forecast) / |forecast| and classifies impact as low / medium / high so your code can filter in one line.
Polling a REST endpoint every 5 seconds means you're already late. QuantGist delivers to your webhook endpoint and WebSocket connection the moment an event is processed - no polling loop required on your side.
Professional-grade market event data shouldn't cost $500/month before you've validated your strategy. Free tier with 100 req/day. $19/month gets you 5,000 req/day and sentiment scoring. $79/month gets everything including real-time WebSocket and bulk NDJSON.
Phases, not a promise. Phase 1 is live. Everything after is directional.
REST endpoints for events, calendar, news, and symbols. Symbol tagging, sentiment scoring, impact classification. WebSocket stream for real-time delivery.
Stable webhook delivery with configurable filters. Python and JavaScript SDKs reaching v1.0. Postman collection published.
Surprise scoring against historical consensus baselines. Revision tracking (actual → revised_previous). Tradeability ranking per event type.
White-label feeds, redistribution licensing, SLA-backed infrastructure, and custom pipeline contracts for institutional clients.
QuantGist is live. Grab a free API key and help shape the product through its first months.