Signals

market_signal aggregates Wire activity into contiguous daily or multi-day bars. Each bar carries wire-item attention and the net sentiment of entity mentions for one market scope.

When to use

Use market_signal when you need to:

• Track how much Wire coverage a market scope receives over time
• Measure the aggregate direction and magnitude of entity-mention sentiment
• Backtest attention and sentiment over a historical window
• Roll daily activity into coarser multi-day bars

Do not use when you need:

• The headlines behind a move → list_wire
• A company dossier or entity-specific sentiment → retrieve_entity
• Ticker-level impact narratives → developments and events

Use cases

Sector activity — Read the latest 14 bars of information-technology attention and net sentiment.

{
  "value": "information_technology"
}

Original energy coverage — Exclude syndication duplicates when measuring energy activity.

{
  "value": "energy",
  "novelty": ["new", "update", "correction"]
}

Historical country signal — Backtest US coverage over an explicit system-time window.

{
  "value": "us",
  "start_timestamp": "2026-07-15T00:00:00Z",
  "end_timestamp": "2026-08-01T00:00:00Z"
}

Weekly asset-class bars — Roll crypto activity into stable 7-day buckets.

{
  "value": "crypto",
  "resolution": "7d",
  "start_timestamp": "2026-07-01T00:00:00Z"
}

What you get back

Floats are rounded to 2 decimal places. History is capped at 60 days; omitting start_timestamp returns the last 14 bars.

Scope values

value is a single string; the dimension is inferred:

novelty defaults to all four classes (new, update, duplicate, correction). Narrow it when you want originals/updates only.

Workflow

1. Pick one scope value (sector, country, or asset class).
2. Omit start_timestamp for the latest 14 bars, or set an explicit historical window.
3. Read count as coverage and sentiment as unnormalized net mention tone; use sentiment_std to assess disagreement.
4. For narrative detail, follow up with Wire using the same scope filters.

Limitations

• One scope value per call — no multi-value baskets in a single request.
• Daily (or multi-day) bars only — no intraday resolution yet.
• Sentiment is an unnormalized net sum across entity mentions; magnitude rises with mention volume and should be compared primarily within the same scope over time.
• count is Wire items, not entity mentions, so it cannot be used to derive average mention sentiment.
• Country codes are free-form two-letter strings; invalid codes may return empty bars rather than a vocabulary error.
• Max lookback 60 days.

FAQ

Is sentiment an average? No. It is the net sum of entity-mention sentiments. Positive and negative mentions offset each other; larger absolute values reflect direction plus mention volume.

Why is sentiment 0 on a quiet day? Empty or mention-less bars use 0 for this sum-type statistic. Check count and sentiment_std for context.

What does bar mean? Exclusive bucket end in UTC. A 1d bar ending 2026-08-11T00:00:00Z covers [2026-08-10, 2026-08-11).

Can I pass a company name? No — use sectors, asset classes, or country codes. For a company, use Wire or retrieve_entity.

How do I backtest? Set start_timestamp / end_timestamp (system timestamps). end_timestamp: null means realtime.