Release Notes
What shipped across QuantGist v1 and v2. Use the version selector in the header to switch between API docs.
- Official-source ingestion: BLS, BEA, ECB, Eurostat, ONS, FRED/ALFRED, Fed calendar
- Canonical event IDs (US_CPI_YOY, US_NFP, …) for cross-source identity
- Revision-aware vintages — query first-print actuals with ?first_print_only=true
- As-of queries: /v2/events?as_of=YYYY-MM-DD returns the value as published on that date
- New /v2/backtest convenience endpoint with all four backtest-safe flags on by default
- Public launch of /v1/events, /v1/calendar, /v1/historical, /v1/earnings, /v1/news, /v1/markets, /v1/ai-indicators
- Tier-aware delays, plan-history clamping headers, and per-key rate limiting
- RSS news ingestion across Bloomberg, WSJ, CNBC, NYT, Yahoo Finance
- Cached market quote snapshots via Alpha Vantage (15-min refresh during US market hours)
- Published research indicators with disclaimers and provenance
