DATASETS / LIVE
News + Stock Sentiment · 200,000+ headlines/day · 1,800 sources Tickerized · 12K+ US + EU tickers tagged · multi-asset (equities · ETFs · crypto · commodities) Price impact · pre-news baseline + 1m/5m/1h/1d returns vs sector + index Sentiment · LLM-graded -1.0 to +1.0 · novelty score · materiality flag NDJSON+Parquet · WebSocket or batch · pricing on request News + Stock Sentiment · 200,000+ headlines/day · 1,800 sources Tickerized · 12K+ US + EU tickers tagged · multi-asset Price impact · 1m/5m/1h/1d returns vs sector + index
Dataset / News · Sentiment · Price Impact

News Impact + Stock Sentiment tickerized · graded · timed

Every relevant headline globally, tagged to ticker(s), graded for sentiment + novelty + materiality, joined to actual price impact (1m / 5m / 1h / 1d returns vs sector + index baseline). For quant funds, hedge funds, prop desks, financial-news LLM training. NDJSON+Parquet streaming or batch. Pricing on request — send your ticker universe + use-case, quote in 24h.

news_impact_stream.ndjson · event 1 of 217,824
event_id: "evt_8a92f04c" ts_utc: "2026-05-20T13:42:08Z" source: "Reuters Business" headline: "Nvidia raises Q2 guidance by 8%..." tickers: ["NVDA", "AMD", "AVGO"] primary_ticker: "NVDA" sentiment: 0.84 // -1.0 to +1.0 novelty: 0.91 // vs last 7d corpus materiality: "high" price_t0: 142.18 return_1m: 0.0142 // +1.42% in 1min return_5m: 0.0287 return_1h: 0.0319 return_vs_sector: 0.0214 // alpha
What's Inside

Headlines, sentiment, and actual price impact

Continuous stream of headlines from 1,800 sources globally — newswires (Reuters, AP, Bloomberg wire), filings (SEC EDGAR, EU ESMA, UK FCA), exchanges, broker research syndication, financial press, and crypto/commodity-specific feeds. Each event is tickerized, sentiment-graded, novelty-scored against the rolling corpus, then joined to the actual 1m/5m/1h/1d price return to compute realized impact.

Sources
1,800+
Reuters · AP · Bloomberg wire · SEC EDGAR · ESMA · FCA · 12 exchanges · 200+ broker research
Daily volume
200K+
Headlines/day · ~3.5M/month · streaming or batch · backfill since 2024-01
Tickerized universe
12,000+
US + EU equities · ETFs · top-200 crypto · 80 commodities/futures
Median latency
2.4s
Headline → enriched event in stream · 99p < 8s
Schema

Quant-grade fields — drop into your model

Designed for systematic strategies: pre-news baseline + multiple-horizon returns + sector/index relative. LLM sentiment is the headline + first 500 chars + source bias correction, graded by Claude Sonnet 4.6 + verified by a smaller distilled model for stability.

idevent_idUnique per-headline
tsts_utcpublication UTC
strsourcepublisher name
strsource_tierwire/regulator/press
strheadlinecleaned text
strsummaryfirst 500 chars
strurlcanonical link
strlangen/de/fr/es...
arraytickersall matched IDs
strprimary_tickermost-relevant
strasset_classequity/etf/crypto/cmdt
strsector_gicslevel-2 sector
floatsentiment-1.0 to +1.0
floatsentiment_conf0-1 confidence
floatnoveltyvs 7d corpus
enummaterialitylow/med/high
jsontopicsearnings/M&A/guidance...
floatprice_t0price at pub time
floatreturn_1m1-minute return
floatreturn_5m5-minute return
floatreturn_1h1-hour return
floatreturn_1d1-day close-to-close
floatreturn_vs_sectorexcess vs GICS-2
floatreturn_vs_indexexcess vs S&P/STOXX
intvolume_vs_30dvol multiple
floatspread_change_bpsbid-ask move
intduplicates_countsame story N pubs
strfirst_sourcefirst to publish
floatimpact_scorecomposite 0-100
arrayrelated_eventslinked headlines
tsenriched_atpipeline UTC
strmodel_versionsentiment build
Sample Data

NDJSON preview · last week's high-impact events

Real events. Five sample rows from the live stream. Full 24-hour backfill free for any one ticker — just send the symbol.

# NVDA · Q2 guidance raise · wire-first
{"event_id":"evt_8a92f04c","ts_utc":"2026-05-20T13:42:08Z","source":"Reuters Business",
 "headline":"Nvidia raises Q2 revenue guidance by 8% on AI datacenter demand",
 "primary_ticker":"NVDA","tickers":["NVDA","AMD","AVGO"],"sector_gics":"semis",
 "sentiment":0.84,"novelty":0.91,"materiality":"high","topics":["guidance","earnings"],
 "price_t0":142.18,"return_1m":0.0142,"return_5m":0.0287,"return_1h":0.0319,
 "return_vs_sector":0.0214,"impact_score":87}

# ASML · EU export-control extension · regulator-first
{"event_id":"evt_c1b8e421","ts_utc":"2026-05-19T07:01:32Z","source":"EU Commission",
 "headline":"EU extends China DUV chip-export restrictions to 2028",
 "primary_ticker":"ASML.AS","tickers":["ASML.AS","NVDA","AMAT","LRCX"],
 "sentiment":-0.62,"novelty":0.78,"materiality":"high","topics":["regulation","trade"],
 "price_t0":684.50,"return_5m":-0.0218,"return_1h":-0.0341,"return_vs_sector":-0.0190}

# TSLA · cybertruck recall · low-novelty (5th source to report)
{"event_id":"evt_3f72a118","ts_utc":"2026-05-19T14:18:09Z","source":"Bloomberg",
 "headline":"Tesla recalls 47,000 Cybertrucks over windshield-wiper issue",
 "primary_ticker":"TSLA","sentiment":-0.34,"novelty":0.18,"materiality":"low",
 "duplicates_count":23,"first_source":"NHTSA filing","return_5m":-0.0012,"impact_score":14}

# BTC · ETF inflow record · crypto
{"event_id":"evt_e482001a","ts_utc":"2026-05-18T20:01:00Z","source":"CoinDesk",
 "headline":"Spot BTC ETFs see record $1.4B single-day net inflow",
 "primary_ticker":"BTC-USD","tickers":["BTC-USD","IBIT","FBTC"],"asset_class":"crypto",
 "sentiment":0.71,"return_1h":0.0184,"return_1d":0.0312,"impact_score":72}

# SAP · DACH-only press, low US impact
{"event_id":"evt_b18402d9","ts_utc":"2026-05-17T11:22:48Z","source":"Handelsblatt",
 "headline":"SAP gewinnt Lufthansa als Großkunden für RISE-Plattform","lang":"de",
 "primary_ticker":"SAP.DE","sentiment":0.58,"novelty":0.62,"materiality":"med",
 "return_1h":0.0089,"return_vs_sector":0.0054,"impact_score":41}
Pricing

Backtest cheap. Stream live.

Backfill snapshot for backtesting. Streaming for live execution. Pricing is per use-case — ticker universe size, refresh cadence, latency SLA, license scope. Send the spec, we send a quote in 24h.

Tier 01 / Backtest
Historical · 1 ticker universe
Request quote

Full historical backfill since 2024-01-01 for one ticker universe (e.g. all S&P 500, or top-100 EU large-caps, or top-200 crypto). For strategy research, factor construction, signal R&D.

  • 1 ticker universe · ~150K – 800K events
  • All schema fields · all returns horizons
  • NDJSON + Parquet · partitioned by month
  • Replication-ready: every event timestamped to ms
  • One-time delivery · 24-48h turnaround
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Tier 03 / Enterprise
Full universe · full history · annual
Request quote

All 12K+ tickers · full history since 2024-01 · live stream · full schema · dedicated support. For hedge funds and financial-news LLM-training programs.

  • All 12K tickers · all asset classes
  • Full history + live stream + nightly Parquet
  • Custom topic-tagging on request
  • Dedicated Slack channel · 4h SLA on issues
  • License covers internal use + derivative signals
Talk to us →
Honest Caveats

What you're actually buying

Three things to know before you wire alpha to it.

Sentiment is LLM-graded
Claude Sonnet 4.6 + distilled verifier

Sentiment is not a finance-tuned bespoke model — it's Claude Sonnet 4.6 with a 12-shot prompt + a smaller distilled cross-check. Quality benchmarks ship in the README. If you want your own model, the raw headline + URL is in every event, swap it in.

Price impact is observed, not modeled
Real returns from IEX + Nasdaq + Euronext

Returns are computed from real consolidated tape data, not modeled. T0 = headline publication ts in UTC, T+N = mid-quote N seconds later. For markets closed at publication time, returns are computed from next open with a flag. Crypto uses 24h venues directly.

Latency caveat
Not a primary newswire

This is an aggregator — we listen, you act. Median 2.4s pipeline latency from publication to enriched event. If you need sub-second from a primary source, license Reuters/Bloomberg directly. We work as the cheaper second layer for sentiment + impact analytics.

200K headlines/day. Tickerized. Sentiment-graded.
Real price impact joined — quote in 24h.

Email us the ticker universe + tier + use-case. We send the sample + a written quote within 24h. Free full-history backfill for one ticker on first contact.

Request Free Sample