Gain data-driven insights for informed investment decisions. Access market sentiment data since 2013 and customize the API for seamless integration. Maximize your stock market understanding with comprehensive analytics on global stock indices, and public and private companies. Analyze sentiment trends and investor behavior with confidence.

Sample Dataset - Historical News Sentiment data for your reference.

Key Features:

1. Tick-by-Tick Sentiment: Access detailed market dynamics with tick-by-tick sentiment data.
2. Custom API: Request a customizable API covering over 70,000 tickers, including major FX, commodities, topics, and people.
3. Proven Expertise: Trust our track record since 2013 for historical data on long-term sentiment patterns.
4. Uncover Hidden Insights: Gauge investor sentiment and reveal market opportunities with the custom API.
5. Real-Time Benchmarks: Enhance your strategies with real-time sentiment indicators.
6. Customizable and Flexible Delivery: Tailor the dataset to your requirements and integrate seamlessly into your workflows.

Gain a competitive edge with InfoTrie's Historical Tick-by-Tick Stock Market Sentiment Data. Request access now to elevate your investment strategies and make data-driven decisions.

More information on : https://infotrie.com/sentiment-analysis/

Finnhub is the ultimate stock api in the market, providing real-time and historical price for global stocks with Rest API and websocket. We also support a tons of other financial data like stock fundamentals, analyst estimates, fundamental data and more. Download the file to access balance sheet of Amazon.

API Distillate Stocks in the United States increased to 3.20 BBL/1Million in January 3 from -1.70 BBL/1Million in the previous week. This dataset provides - United States API Distillate Stocks Change- actual values, historical data, forecast, chart, statistics, economic calendar and news.

Global Shares Data Reference data on more than 80K stocks worldwide. Historical data from 2000 onwards. Pay only for the parameters you need. Flexible in customizing our product to the customer's needs. Free test access as long as you need for integration. Reliable sources: issues documents, disclosure website, global depositories data and other open sources. The cost depends on the amount of required parameters and re-distribution right.

Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.

Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.

With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.

Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.

Breadth of coverage: 20,329 products

Asset class(es): Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

API Crude Oil Stock Change in the United States decreased to -4.60 BBL/1Million in March 21 from 4.59 BBL/1Million in the previous week. This dataset provides - United States API Crude Oil Stock Change- actual values, historical data, forecast, chart, statistics, economic calendar and news.

The best choice for those looking for license-free US market data for commercial use is US Equities Basic, which includes data display, redistribution, professional trading, and more.

US Equities Basic is based upon a derived IEX feed. The volume coverage is 3-5% of the total trading volume in North America, which helps entities mitigate license expenses and start with real-time data.

US Equities Basic provides raw quotes, trades, aggregated time series (OHLCV), and snapshots. Both REST API and WebSocket API are available.

End-of-day price information disseminated after 12:00 AM EST does not require licensing in the United States by law. This applies to all exchanges, even those not included in the US Equities Basic. Finazon combines all price information after every trading day, meaning that while markets are open, real-time prices are available from a subset of exchanges, and when markets close, data is synced and contains 100% of US volume. All historical prices are adjusted for corporate actions and splits.

Tip: Individuals with non-professional usage are not required to get exchange licenses for real-time data and, hence, are better off with the US Equities Max dataset.

We monitor 20+ years of history and track companies' (public and private) profiles and financial statements such as income statements, balance sheets, cash flow, earnings reports, and more supporting custom use cases:

1. Extensive Coverage: Access detailed financial data, including income statements, balance sheets, cash flow, and key metrics across 60+ global equity markets.
2. Rich Data Set: Benefit from over 20 years of historical financial data, including stock fundamentals, insider trading, and proprietary market data.
3. Comprehensive Insights: We've got you covered, from raw feed to advanced and custom access for equity profiles and market movements!
4. Seamless Integration: Retrieve stock fundamental data via API/SFTP with customizable fields and formats for flexible integration and tailored analysis.
5. Trusted by Professionals: Used by financial institutions, asset managers, analysts, and researchers to gain insights into financial health and market dynamics.
6. Secure & Compliant: Ensure secure, globally compliant data access, enabling seamless integration into your systems while adhering to local regulations.

Empower smarter investment decisions with comprehensive stock fundamental data solutions.

Book a meeting here: https://calendar.app.google/4UEQVKsuSiTM4JxB8 to gain immediate access to refreshed stock fundamental data APIs today.

Nasdaq Basic with NLS Plus is our most cost-effective solution for real-time US equities, offering the broadest coverage and added granularity—such as trade aggressor side—for a fraction of the cost of consolidated feed alternatives like SIP data.

This proprietary, consolidated data feed disseminates top-of-book (L1) data from every Nasdaq-operated venue and covers all US stocks and ETFs, including those listed on the NYSE, NYSE Arca, NYSE American, and Cboe exchanges. As the premium tier of Nasdaq's Basic product, it combines Nasdaq Last Sale (NLS) Plus and Nasdaq BBO (QBBO) to provide: - Best bid and offer (BBO) quotes for the Nasdaq stock market (XNAS), which are within 1% of the NBBO 99.22% of the time. - Tick-by-tick price and size for orders executed on Nasdaq (XNAS), Nasdaq BX (XBOS), and Nasdaq PSX (XPSX). - All off-exchange trades reported to FINRA/Nasdaq's Carteret and Chicago Trade Reporting Facilities (TRFs), which aggregate data from most of the 30 ATSs and account for approximately 45% to 49% of the average daily volume (ADV) in all exchange-listed securities.

With the addition of TRF data, Nasdaq Basic with NLS Plus captures the majority of the trading activity and liquidity within US equity markets. As of January 2025, this dataset represented 62.9% ADV, including both on-exchange and off-exchange trades.

This dataset is an ideal choice for market participants who need an accurate BBO but don't directly execute trades or display quotes for FINRA broker-dealer obligations. It also features substantially lower exchange license fees for real-time data compared to Nasdaq TotalView-ITCH, with pricing designed for distribution use cases and per-user rates that are reduced by more than 65%.

Real-time Nasdaq Basic with NLS Plus data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details.

Breadth of coverage: 11,595 products

Asset class(es): Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBP-1, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

Market sentiment data provides a glimpse into investor perceptions and emotions driving market movements. Understand whether sentiments are bullish, bearish, or neutral, and use these insights to fine-tune your trading decisions.

1. Explore an extensive database of global market indices.
2. 100+ market indices worldwide, from major stock markets to niche sectors.
3. Informed trading & capitalizing on prevailing market trends.
4. A deeper understanding of market sentiment dynamics.
5. Leverage a custom API for over 70,000 tickers, including major FX, commodities, topics, and individuals.
6. Benchmark against real-time market sentiment indicators.
7. 360° Market Dynamics on comprehensive stock market sentiment data.

Mold the dataset to match needs and seamlessly integrate it into various workflows. Count on InfoTrie's proven expertise to deliver accurate and custom stock market data for market analysis.

Utilize sentiment data to amplify strategy, gain a competitive edge, and make confident trading choices. With InfoTrie Stock Market Sentiment Data, you possess the key to unlocking market insights like never before.

Contact us now.

More information on : https://infotrie.com/sentiment-analysis/

CoinAPI provides institutional-grade perpetual contract data from leading crypto derivatives exchanges worldwide. Our specialized perpetual data feeds capture the essential metrics traders need: mark prices, funding rates, open interest figures, and trading volumes across all major trading pairs.

We deliver this critical perpetual market data with professional-level precision, allowing traders to monitor funding rate changes that impact position costs, track open interest shifts that signal market sentiment, and identify volume patterns that precede significant price movements. This level of detail helps trading desks capitalize on the unique mechanics of perpetual markets where funding rates create distinct opportunities.

Why work with us?

Market Coverage & Data Types: - Real-time and historical data since 2010 (for chosen assets) - Full order book depth (L2/L3) - Tick-by-tick data - OHLCV across multiple timeframes - Market indexes (VWAP, PRIMKT) - Exchange rates with fiat pairs - Spot, futures, options, and perpetual contracts - Coverage of 90%+ global trading volume

Technical Excellence: - 99,9% uptime guarantee - Multiple delivery methods: REST, WebSocket, FIX, S3 - Standardized data format across exchanges - Ultra-low latency data streaming - Detailed documentation - Custom integration assistance

In a market that never sleeps, reliable data is your most valuable asset. CoinAPI's architecture processes millions of market events daily with 99.9% uptime, ensuring you never miss critical market movements. Join hundreds of financial institutions already leveraging our solutions to navigate the dynamic world of digital assets.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

API Gasoline Stocks in the United States decreased to 0.58 BBL/1Million in January 26 from 7.18 BBL/1Million in the previous week. This dataset provides - United States Api Gasoline Stocks- actual values, historical data, forecast, chart, statistics, economic calendar and news.

Databento provides upcoming and historical corporate actions impacting over 310,000 global securities, including every company announcement and 61 events like dividends, splits, mergers & acquisitions, listings, and more.

Dividends: Upcoming and past dividends, declaration, ex-dividend, record, and payment dates.

Forward and reverse splits: Capital changes like forward splits and reverse splits with effective dates.

Adjustment factors: To back-adjust end-of-day prices, EPS, P/E and other prices for all corporate actions.

Mergers and acquisitions: Ticker changes caused by mergers, acquisitions, demergers, spinoffs, and more.

IPOs and new listings: Upcoming and historical listings like initial public offerings (IPOs), with listing dates.

Listing continuity: Listing continuity events like name changes, delistings, and description changes.

Capital changes: Such as share buybacks, redemptions, bonus issues, and rights issues.

Legal actions: Legal issues like bankruptcy and class action lawsuits, with filing and notice dates.

Announcements: Machine-readable announcements from over 400 sources, timestamped to the second.

Our reference API has the following structure:

Corporate actions provides point-in-time (PIT) corporate actions events with global coverage.

Adjustment factors provides end-of-day price adjustment factors for capital events, spanning multiple currencies for the same event.

This dataset provides values for API CRUDE OIL STOCK CHANGE reported in several countries. The data includes current values, previous releases, historical highs and record lows, release frequency, reported unit and currency.

Currency and split-adjusted pricing data across open, close, high, low, volume, adjustment factor, shares outstanding, volume-weighted average price and other data points.

Nasdaq BX TotalView-ITCH is a proprietary data feed that provides full order book depth and last sale information. It displays every quote and order at each price level on the BX market (formerly the Boston Stock Exchange) and captures all order book activity, including trade executions, order modifications, cancellations, and other events that update the book's state. This L3 granularity offers data not found in SIP feeds—such as explicit trade aggressor side and odd lots—and enable accurate modeling of quote lifetimes and queue dynamics.

This dataset covers all securities traded or routed through the BX exchange platform, including those listed on the Nasdaq, NYSE, NYSE American, NYSE Arca, and Cboe exchanges under Reg NMS. As of January 2025, the Nasdaq BX exchange represented 0.13% of the average daily volume (ADV).

Nasdaq BX attracts retail-focused brokers and traders with its inverted pricing model, offering rebates for liquidity removers and its Retail Price Improvement (RPI) program. It disseminates the Retail Price Improvement Indicator (RPII) to signal the availability of RPI orders, which are designed to improve upon the NBBO and promote better pricing opportunities for retail investors.

Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details.

Breadth of coverage: 11,544 products

Asset class(es): Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

API Crude Imports in the United States increased to 0.05 BBL/1Million in February 23 from 0.02 BBL/1Million in the previous week. This dataset provides - United States Api Crude Imports- actual values, historical data, forecast, chart, statistics, economic calendar and news.

Access real-time and historical US equity options data included as part of Databento's OPRA data feed. The NASDAQ Options Market offers immediate and automatic price improvement to orders. Orders designated to use the options routing feature are routed to other markets to ensure orders get the best price available. The NASDAQ Options Market also links to and complies with the obligations of the Options InterMarket Linkage.

Databento's OPRA (Options Price Reporting Authority) dataset provides consolidated trades and NBBO across US options venues, covering all 17 national exchanges. Participants include BOX, Cboe BZX Options, Cboe C2 Options, Cboe EDGX Options, Cboe Options Exchange, Miami International Securities Exchange, MIAX Emerald, MIAX PEARL, Nasdaq BX, Nasdaq GEMX, Nasdaq ISE, Nasdaq MRX, Nasdaq PHLX, The Nasdaq Stock Market, NYSE American and NYSE Arca. OPRA data is captured and published at our Equinix NY4 colo and is available over our Python, Rust, and C++ clients and market data APIs.

Consolidated last sale, exchange BBO and national BBO across all US equity options exchanges. Includes single name stock options (e.g. TSLA), options on ETFs (e.g. SPY, QQQ), index options (e.g. VIX), and some indices (e.g. SPIKE and VSPKE). This dataset is based on the newer, binary OPRA feed after the migration to SIAC's OPRA Pillar SIP in 2021. OPRA is notable for the size of its data and we recommend users to anticipate several TBs of data per day for the full dataset in its highest granularity (MBP-1).

Breadth of coverage: 7,604 products

Asset class(es): Options

Origin: Options Price Reporting Authority

Supported data encodings: DBN, JSON, CSV Learn more

Supported market data schemas: MBP-1, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, TBBO, Trades, Statistics, Definition Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps