Monitor cross-market events
Filter company, SEC, macro, exchange, protocol, and token events from one stock-and-crypto view.
See what changed, when it became knowable, and which evidence supports it across companies, securities, tokens, protocols, exchanges, regulators, macro releases, and aggregate social activity.
Built for: Quant researchers, market-data teams, and agent builders who need evidence and historical cutoffs—not another headline dashboard.
Filter company, SEC, macro, exchange, protocol, and token events from one stock-and-crypto view.
Apply a known-at cutoff and retain the exact evidence, revision, and coverage state used in a decision.
Move from an event to its cited filing, issuer release, exchange announcement, or official protocol source.
We ran the keyless MCP demo against live stock and crypto data. It returned cited BTC and AAPL events, while the coverage response exposed both complete first-party sources and a partial GDELT window instead of turning missing coverage into false certainty.
{
"symbol": "AAPL",
"event_type": "market_news",
"status": "observed",
"availability": "realtime",
"license_state": "link_metadata",
"document_count": 1
}Search cited stock and crypto events, source evidence, entity timelines, coverage, and revisions through one point-in-time market intelligence platform.
GET /v3/intelligence/eventscurl 'https://api.datacedar.com/v3/intelligence/events?symbol=BTC&limit=20' \
-H 'X-API-Key: dc_...'event_id + versionStable event identity and an immutable revision number keep corrections inspectable.
effective_at + known_atSeparate when an event happened from when the evidence entered the usable information set.
entities[]Resolved companies, securities, tokens, protocols, venues, and macro series retain relationship confidence.
documents[]Display-safe citations retain source identity, canonical URL, publication time, rights version, and evidence role.
coverageA missing result is qualified as empty, partial, stale, restricted, or unavailable instead of being silently ambiguous.
latency_classThe response states the plan delay applied before the event could be served to the requesting account.
Filter the cross-market event spine by asset class, entity, event type, source, time, and display state.
Open one event revision and review its citations, entity links, clocks, and source-rights state.
Follow the stable event ID across corrections or inspect a related cluster when sources disagree.
Save the query, cursor, known-at cutoff, source-policy version, and coverage response with the research result.
A feed emphasizes the latest headline. DataCedar preserves stable event identity, source documents, entity relationships, revisions, effective time, known-at time, and coverage so a historical information set can be reconstructed.
Yes. The event graph covers rights-eligible company, SEC, macro, exchange, protocol, security, listing, and aggregate social-signal sources while keeping asset class and source scope explicit.
Yes. Use known-at filters and event revisions to exclude evidence that entered the system after the simulated cutoff. Coverage state still needs to be checked before treating an empty result as no event.
Create a free key, run a real event query, and inspect the source, revision, known-at time, and coverage state in the response.