26M+ news records20+ years of dataZero look-ahead

Every market event, labeled with what actually happened.

20 years of realized price reactions and 93 features per event. Measured, not guessed — built for quants, AI teams, and agents.

Add to Claude — data insights in-chat
claude mcp add news-quantified
No card · 100 free queries
earnings reactions · cumulative AR vs SPYn = 7,710
+4.0%+2.0%0-2.0%-4.0%at newsreaction+5d+10d+20d-3.2%+2.8%
After a positive reaction the move holds; after a negative one it keeps drifting — the announcement sign persists (+0.3% 20-session spread). Market-adjusted, large-cap.
26M+
point-in-time news records
2006–2026
20-year continuous dataset
93
engineered features per event
Who it’s for

One dataset. Four ways in.

AAPLQ3 EPS beat +7.4%+2.34%MSFTGuidance raised+1.88%NVDAAnalyst day, TAM+6.71%META8-K disclosure−0.42%TSLAProduction miss−4.50%AMZNAWS reaccel+3.12%GOOGLAntitrust ruling−1.27%JPMNII guide up+2.05%NFLXSub adds beat+5.43%AMDMI300 ramp+4.18%INTCFoundry delay−3.61%BAFAA cap held−2.14%
The question only we answer

Price-action tells you the chart rhymed. We tell you the event repeated.

A price-action API

“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.

News Quantified

“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.

What you can build

One dataset, four jobs.

Explore the data

20 years. Millions of labeled events.

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.

Live today: earnings and analyst actions. SEC filings are expanding into the same labeled format.

One call, the whole picture

The whole picture, in one call.

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.

Live query · news_reaction
Point-in-time · zero look-ahead
The agent's tool call
{
  "tool":        "news_reaction",
  "symbol":      "AAPL",
  "event_type":  "upgrades",
  "lookback":    "3y",
  "as_of":       "event_ts"  // no look-ahead
}
Point-in-time enforced · zero look-ahead

Every 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.

news_reaction · ground truthn = 68 events
Real sample · pulled 2026-06-25
+0.36%
median 30-min reaction
middle 50% : -0.07% to +1.22%
upgrades · AAPL · last 3 years · horizon 30-min
5-min+0.10%
30-min+0.36%
60-min+0.30%
to close+0.66%
% positive · 30-min66%
events measured68
median to close+0.66%

One name, one event class. Query the full cross-section — every name, every event type — in the dataset.

Why it can't be rebuilt

You cannot backfill 20 years of point-in-time reactions.

01

Point-in-time, not reconstructed

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.

02

The label is the IP

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.

03

A new entrant starts today

Anyone copying this begins labeling now and waits a decade for depth. The moat is time, and it compounds every trading day.

Independently validated

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.

Pricing

One credit. MCP or REST. Scale as you grow.

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.

Free

$0forever

Build against 20 years of labeled events.

No card. 100 credits refresh monthly.

  • 100 credits/month — no credit card
  • Every lookup tool, on prior-day & historical events
  • 1 year of ground-truth reaction context
  • Full integration sandbox — build & test end to end
  • No current-day events (delivery starts on Builder)
Start free

Builder

$49/mo

Today's events, in your product.

  • 10,000 credits/mo · overage $0.010/cr
  • Current-day events, 15-minute delayed
  • The full Pro analytics tool set
  • 5 years of reaction context
  • Commercial use
Start Builder

Scale

$1,500/mo + usage

Embed NQ in your platform.

  • 500,000 credits/mo · overage $0.006/cr
  • B2B2C resale rights with attribution
  • 1,000+ req/min, higher stream concurrency
  • SLA-lite, dedicated support channel
Talk to us

Enterprise / Fund

Contact sales

The full labeled history, the latency data, training rights.

  • FUND-ONLY tools: provider attribution, block screen, signal scan
  • Lowest-latency delivery + raw first-touch & multi-provider latency fields
  • Full 20-year labeled history, bulk export
  • AI-training and redistribution rights
  • Custom SLA, named support
Contact sales

Compare all features

Swipe to compare plans →
Free$0Builder$49/moPro$249/moMost popularScale$1,500/mo+Enterprise / FundCustom
Usage & limits
Monthly credits10010,000500,000Custom
PAYG overage$0.010$0.006Negotiated
Rate limit (req/min)5601,000+Dedicated
Events & history
Current-day events15-min delayLow-latency + priorityLowest latency
Historical events
Reaction-context lookback1 yr5 yrFull20 yr
First-touch latency fields
Multi-provider latency fields
Tools
Lookup tools
Pro analytics tools
Fund-flagship toolsMeteredFull
FUND-ONLY tools
Rights & access
Bulk export
Commercial use
B2B2C resale
AI-training rights
MCP + REST
Support
SupportCommunityEmailDedicated channelNamed

What a credit costs

Cost per call is fixed by the tool's class — identical on MCP and REST. methodology_search is always free.

Lookup / customer-face1–2 crstock_snapshot · news_reaction · top_movers · analyst_consensus
Pro analytics3–5 crsmart_money · compare_reactions · earnings_drift · novelty_split
Fund-flagship8–10 crevent_block_flow · post_event_drift · reaction_decay

Questions

Do you provide real-time stock prices?

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.

What counts as a credit?

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.

Why can't I see today's events on Free?

Free is for building and evaluating against historical events. Current-day event delivery starts on Builder ($49/mo).

Do credits roll over?

Monthly credits reset each cycle. Annual plans bill upfront, include two months free, and roll unused credits forward within the term.

What happens when I run out?

Free stops at the cap. Paid tiers continue at the per-tier PAYG overage rate. You can set a spend cap.

Can I export the full history?

Bulk export and the full 20-year labeled history are Enterprise. Self-serve tiers are metered, per-call access.

MCP or API: does my plan cover both?

Both. One credit balance, one rate limit, used however you call us.

Can I resell NQ data inside my product?

Scale and Enterprise include B2B2C terms. Builder and Pro are for your own use.

From the research desk

Read the work behind the data.

Stop guessing what the event means.

claude mcp add news-quantified