News Quantified sells a point-in-time dataset of 26M+ news records (2006-2026) where each market event is labeled with its realized price reaction (day-0 reaction, 5/10/20-day drift, reversal rates) and 93 engineered features per event, delivered via API, MCP integration, and institutional licensing for quants and AI agents.
- Contact
- Request sample
For News Quantified
- Listed in
- Datarade
- Coverage
- US-listed equitiescorporate event types: earnings announcements, analyst rating changes, SEC filings, insider transactions
- Sector
- all major US equity sectors, ranked by reaction variance
- Region
- US
- History
- 20y
- Access
- A3api signup
Datasets
point-in-time US-equity news-event panel, 26M+ records 2006-2026, each event (earnings, analyst rating changes, SEC filings, insider transactions) labeled with its realized pre/main/post-session price reaction plus 93 engineered features, delivered via REST API, Claude MCP server and enterprise bulk export
- Structure
- One row per news event, keyed to a US-equity ticker and a point-in-time timestamp; event-type tag (earnings, analyst rating change, SEC filing, insider transaction); the realized price reaction split into pre-session, main-session and post-session moves as the supervised label; 93 engineered features attached to each event; point-in-time stamping asserted to carry zero look-ahead
- Classification
- Financials › Financial Services › Capital Markets › Financial Exchanges & DataFinancials › Financial Services › Capital Markets › Asset Management & Custody Banks
- Format
- REST API, a Claude MCP server, and enterprise bulk export of the full panel; JSON payloads inferred
- Coverage
- Financials
- Asset class
- Us listed equitiesCorporate event types: earnings announcements, analyst rating changes, sec filings, insider transactions
- Tickers
- AAPLMSFTNVDAAMZNTSLAJPM
- Exchanges
- NYSE · NASDAQ
- Category
- all major US equity sectors, ranked by reaction variance
- Archive depth
- 20 years
- Access
- access via outreach