Market intelligence platform

Cited market intelligence for stocks and crypto

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.

Monitor cross-market events

Filter company, SEC, macro, exchange, protocol, and token events from one stock-and-crypto view.

Reconstruct what was knowable

Apply a known-at cutoff and retain the exact evidence, revision, and coverage state used in a decision.

Join research to sources

Move from an event to its cited filing, issuer release, exchange announcement, or official protocol source.

Live product proof · checked 23 July 2026 UTC

One query surface, with the gaps left visible.

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.

3,539
SEC documents in the checked stock snapshot
95
SEC events across five tracked entities
Partial
GDELT state reported explicitly
Verified response excerpt
{
  "symbol": "AAPL",
  "event_type": "market_news",
  "status": "observed",
  "availability": "realtime",
  "license_state": "link_metadata",
  "document_count": 1
}
  • Snapshot evidence, not an evergreen coverage guarantee; current source state is available on the coverage page.
  • Realtime describes this returned demo record. Plan delay and source eligibility still apply to each account.
  • REST requires an API key; the bounded MCP demo can be run without signup.
Working surface

Search cited stock and crypto events.

Search cited stock and crypto events, source evidence, entity timelines, coverage, and revisions through one point-in-time market intelligence platform.

GET /v3/intelligence/events
curl 'https://api.datacedar.com/v3/intelligence/events?symbol=BTC&limit=20' \
  -H 'X-API-Key: dc_...'
Response model

The fields needed to reproduce a market view.

event_id + version

Stable event identity and an immutable revision number keep corrections inspectable.

effective_at + known_at

Separate 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.

coverage

A missing result is qualified as empty, partial, stale, restricted, or unavailable instead of being silently ambiguous.

latency_class

The response states the plan delay applied before the event could be served to the requesting account.

Workflow

From event discovery to a defensible research record.

01

Discover

Filter the cross-market event spine by asset class, entity, event type, source, time, and display state.

02

Inspect

Open one event revision and review its citations, entity links, clocks, and source-rights state.

03

Compare

Follow the stable event ID across corrections or inspect a related cluster when sources disagree.

04

Reproduce

Save the query, cursor, known-at cutoff, source-policy version, and coverage response with the research result.

Built for

Monitor cross-market events without losing revision history.
Reconstruct the evidence available at a historical decision time.
Join issuer filings and crypto first-party announcements to one entity timeline.

Explicit boundaries

Not a consolidated realtime SIP or execution feed.
Publisher article bodies are not republished without display rights.
Availability and plan delay are explicit in every event response.

Frequently asked questions

What makes this different from a financial news feed?

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.

Does market intelligence include both stocks and crypto?

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.

Can I use it for point-in-time research?

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.

Test the evidence before you wire it into research.

Create a free key, run a real event query, and inspect the source, revision, known-at time, and coverage state in the response.