“The last 10 times the chart looked like this, 7 went up.”
Pattern-matching on shape. Says nothing about why the move happened or what triggered it.
20 years of realized price reactions and 93 features per event. Measured, not guessed — built for quants, AI teams, and agents.
Check the historical base rate of an event class before acting on it — day-0 reactions, 5-day drift, reversal rates, per ticker.
License the reference event-reaction dataset: 26M+ news records, peer-reviewed methodology, a decade of continuous institutional use.
Know how the market treats announcements like yours before you announce — every press release scored against 20-year baselines.
Publisher partnerships and dataset licensing: your news catalog, outcome-labeled with measured market reactions.
“The last 10 times the chart looked like this, 7 went up.”
Pattern-matching on shape. Says nothing about why the move happened or what triggered it.
“The last 400 times this event hit — earnings beat, downgrade, 8-K, insider buy, rumor, guidance — here is the actual reaction distribution.”
Ground-truth labels computed in-house, anchored at time-of-news, measured across pre / main / post sessions. No price-data vendor has 20 years of event-to-reaction labels.
Pull 20 years of point-in-time labeled reactions to backtest event-driven strategies with zero look-ahead bias.
Give an AI agent ground-truth event reactions over MCP — answer “what happens after this event” with real distributions, not guesses.
93 engineered features per event — see the realized reactions they label, per ticker and per news event.
Track labeled events and their reactions as they happen — a live, queryable watchlist of market ground truth.
Classified events carry their realized reaction across three sessions, point-in-time with zero look-ahead. Browse the dataset by event type and by sector.
How AAPL actually reacts to news and analyst actions — realized, point-in-time moves per event.
The measured NVDA reaction history — 5-minute and to-close moves, per headline.
Every labeled TSLA event with the move the market actually made.
The six measured analyst event classes — and why the class label does not tell you the direction.
Every measured sector, ranked by how far a typical name's reactions actually span.
Browse every name with a measured reaction history and per-event news pages.
Live today: earnings and analyst actions. SEC filings are expanding into the same labeled format.
An agent asks one question: given this event, on this name, what is the distribution of outcomes? The answer is the ground truth across every comparable event in the dataset — returned with its spread and its leakage guarantee, not a single point estimate that hides the variance.
{
"tool": "news_reaction",
"symbol": "AAPL",
"event_type": "upgrades",
"lookback": "3y",
"as_of": "event_ts" // no look-ahead
}Point-in-time enforced · zero look-aheadEvery feature is computed from data that existed at the event timestamp. No restatement, no survivorship, no future leakage. The same guarantee your compliance team asks vendors for, enforced at the query.
One name, one event class. Query the full cross-section — every name, every event type — in the dataset.
You can't recompute how a stock reacted to historical news after the fact. The labels were captured as events happened — accreted continuously since 2006.
The proprietary value is the in-house reaction computation, not the news text. It is source-independent: we monetize derived reaction labels, not raw newswire bodies.
Anyone copying this begins labeling now and waits a decade for depth. The moat is time, and it compounds every trading day.
A peer-reviewed study built on ten years of News Quantified data — independent, and it validates the exact thing we sell.
Levi, Livnat, Zhang & Zhang (2016) — researchers at Tel Aviv, NYU Stern, Rutgers, and UC Berkeley — found that on news days, extended-hours returns positively and significantly predict the next regular session and the quarter-long drift. The realized reaction even subsumes the earnings surprise itself.
20-year dataset · millions of labeled events · 93 engineered features, every one point-in-time, zero look-ahead, no restatement, no survivorship.
Read the study →SSRN 2809950 · Independent academic work, study window 2006–2015. The data contains validated predictive signal — not a promise of tradable P&L.
NQ delivers news and corporate events with ground-truth reaction context — not a market-data feed. One credit balance and one rate limit, used however you call us. The latency lever is how fresh your event delivery is.
Build against 20 years of labeled events.
No card. 1,000 credits refresh monthly.
Today's events, in your product.
Low-latency events and fund-grade analytics.
Embed NQ in your platform.
The full labeled history, the latency data, training rights.
| Free$0 | Builder$49/mo | Pro$249/moMost popular | Scale$1,500/mo+ | Enterprise / FundCustom | |
|---|---|---|---|---|---|
| Usage & limits | |||||
| Monthly credits | 1,000 | 10,000 | 75,000 | 500,000 | Custom |
| PAYG overage | — | $0.010 | $0.008 | $0.006 | Negotiated |
| Rate limit (req/min) | 5 | 60 | 300 | 1,000+ | Dedicated |
| Events & history | |||||
| Current-day events | — | 15-min delay | Low-latency | Low-latency + priority | Lowest latency |
| Historical events | ✓ | ✓ | ✓ | ✓ | ✓ |
| Reaction-context lookback | 1 yr | 5 yr | Full | Full | 20 yr |
| First-touch latency fields | — | — | — | — | ✓ |
| Multi-provider latency fields | — | — | — | — | ✓ |
| Tools | |||||
| Lookup tools | ✓ | ✓ | ✓ | ✓ | ✓ |
| Pro analytics tools | — | ✓ | ✓ | ✓ | ✓ |
| Fund-flagship tools | — | — | Metered | Metered | Full |
| FUND-ONLY tools | — | — | — | — | ✓ |
| Rights & access | |||||
| Bulk export | — | — | — | — | ✓ |
| Commercial use | — | ✓ | ✓ | ✓ | ✓ |
| B2B2C resale | — | — | — | ✓ | ✓ |
| AI-training rights | — | — | — | — | ✓ |
| MCP + REST | ✓ | ✓ | ✓ | ✓ | ✓ |
| Support | |||||
| Support | Community | Priority | Dedicated channel | Named |
Cost per call is fixed by the tool's class — identical on MCP and REST. methodology_search is always free.
No. NQ delivers news and corporate events with ground-truth reaction context and inference. We are not a market-data feed. What scales across tiers is how fresh the event delivery is and how deep the reaction history goes.
One tool call. Lookup tools cost 1–2 credits, analytics tools 3–5, fund-flagship tools 8–10. The exact cost is shown per tool and is identical on the MCP and the REST API.
Free is for building and evaluating against historical events. Current-day event delivery starts on Builder ($49/mo).
Monthly credits reset each cycle. Annual plans bill upfront, include two months free, and roll unused credits forward within the term.
Free stops at the cap. Paid tiers continue at the per-tier PAYG overage rate. You can set a spend cap.
Bulk export and the full 20-year labeled history are Enterprise. Self-serve tiers are metered, per-call access.
Both. One credit balance, one rate limit, used however you call us.
Scale and Enterprise include B2B2C terms. Builder and Pro are for your own use.
An independent, peer-reviewed paper (Levi, Livnat, Zhang & Zhang) built on ten years of NQ data — the reaction predicts the drift, and beats the surprise.
How each name actually reacts to news — realized, point-in-time moves across labeled events, with a page per news event.