News & topics
Real-time news entries with sentiment, language, and entity tags, plus semantic search, topics, publishers, and story clusters.
- GET /entries
- GET /entries/semantic-search
- GET /topics
- GET /clusters
Financial data API
One financial data API for news, filings, and signals.
Stop stitching a news feed, an EDGAR scraper, and a price API together. QuantConomy
serves real-time news, SEC filings, market data, and ranked, source-linked signals from
one versioned REST API — api.quantconomy.com/api/v1 with API-key auth and OpenAPI docs.
# ranked insider-trade signals
curl -H "Authorization: Bearer YOUR_API_KEY"
https://api.quantconomy.com/api/v1/signals?signalType=INSIDER_TRADE
12,400+
news sources
2,600+
publishers
29.4M+
articles processed
363,600+
assets monitored
~6s
processing speed
What you get
Four datasets, one envelope.
Every list endpoint returns the same { success, data, meta } envelope and supports pagination. The full parameter reference lives at
docs.quantconomy.com.
SEC filings
Form 4 insider trades fresh to the prior day, 8-K items, 13F institutional holdings, and Form 144 proposed sales as structured records.
- GET /sec/insider-trades
- GET /sec/current-report-items
- GET /sec/institutional-holdings
- GET /sec/proposed-sales
Assets & markets
Asset records, OHLCV candles, and prediction markets, queryable by ticker or asset key.
- GET /assets
- GET /markets/:id/candles
- GET /prediction-markets
Ranked signals
Scored, directional, source-linked events derived from all of the above, filterable by type, strength, and asset, with a live SSE stream.
- GET /signals
- GET /signals/stream
- GET /signals/:id
How it differs
Ranked. Sourced. Agent-ready.
Signal-ranked, not raw
Most financial data APIs stop at raw rows. Here every dataset also feeds ranked signals with a type, a direction, and a strength from 0 to 100, so you can filter by what matters instead of parsing everything.
Source-linked by design
Each record and each signal keeps a link back to the primary source, such as the SEC filing or the news entry, so results can be audited rather than trusted blind.
Agent-ready out of the box
The same datasets are exposed through a hosted MCP server at mcp.quantconomy.com, so AI assistants query what your code queries, with the same key.
Go deeper: SEC filings API · Financial news API · MCP server for agents · Full endpoint reference
FAQ
Financial data API, answered.
What data does the financial data API cover?
Real-time market news with sentiment and entity tagging, SEC filings including Form 4 insider trades, assets and OHLCV market data, prediction markets, and ranked signals derived from all of them.
How do I authenticate?
With an API key sent as a bearer token. The API is versioned REST at api.quantconomy.com/api/v1 and ships with OpenAPI docs.
Is there streaming?
Yes. Besides paged JSON list endpoints, GET /signals/stream delivers new ranked signals over server-sent events as they fire.
Can AI agents use the same data?
Yes. A hosted MCP server at mcp.quantconomy.com/mcp exposes the same datasets as roughly 50 read-only tools for Claude, Cursor, or any MCP client.
How fresh is the data?
News is ingested in real time and processed in about six seconds. SEC data, including Form 4 insider trades, is fresh to the prior day.
How do I get access?
Access opens in stages. Join the waitlist with the API interest selected and we will notify you when your key can be issued. The reference lives at docs.quantconomy.com.
Get a key
One key. Every dataset.
Access opens in stages. Join the waitlist and we will notify you when your API key can be issued.