v1.2.0 - Impact Field, Event Metrics, Macro Sentiment & Regional Endpoints

Major release adding an impact field to all events endpoints, new per-ticker event metrics endpoints, model-based macro sentiment endpoints with preset support, regional macro sentiment endpoints, and country/language/source taxonomy preset endpoints. Macro sentiment V1/V2 and legacy regional endpoint deprecated with sunset date 2025-11-01.

Added

• Impact field added to all events endpoints for enhanced event analysis:

  • /events/macro - Now includes impact field (0-1 scale) representing yearly event ranking
  • /events/fundamental - Now includes impact field (0-1 scale) representing yearly event ranking
  • /events/macro/{event_id} - Event details now include impact field
  • /events/fundamental/{event_id} - Event details now include impact field
  • /insights/analyst/{ticker} and /insights/forecast/{ticker} - Events in insights responses now include impact field when show_events=true
  • Benefits: Enables filtering and prioritization of events based on their relative importance and market impact

• New event metrics endpoints designed for improved performance:

  • /event_metrics/live/ticker/{ticker} - Single-ticker live event metrics, optimised for frequent individual ticker queries
  • /event_metrics/historical/ticker/{ticker} - Historical event metrics for individual tickers (max 1 month lookback), with cursor-based pagination
  • /event_metrics/query - Analytical queries spanning multi-day periods and batches of tickers, intended for portfolio analysis, backtesting, and research

• New macro sentiment endpoints with model-based architecture and preset support:

  • /macro/live/sentiment/{model_id} - Live sentiment indices for macro data over the last 24 hours. Accepts source and language presets; use model_id to select the macro model
  • /macro/historical/sentiment/{model_id} - Historical macro sentiment queries (past month) with cursor-based pagination and preset-based filtering
  • /macro/query/sentiment - Flexible analytical queries for macro sentiment supporting custom lists of tickers, languages, sources, model IDs, and date ranges

• New macro regional sentiment endpoints for country-based analysis:

  • /macro/live/regional - Live regional sentiment analysis per country over the past 24 hours, with country filtering via presets
  • /macro/historical/regional - Historical regional sentiment queries (past month) with cursor-based pagination
  • /macro/query/regional - Flexible analytical queries for regional sentiment supporting custom lists of countries, topics, and date ranges

• New taxonomy endpoints:

  • /countries/presets - Endpoint for retrieving all country presets with corresponding countries
    • Purpose: Provides predefined country groupings for use with sentiment endpoints to optimize caching
  • /languages/presets - Endpoint for retrieving all language presets with corresponding languages
    • Purpose: Provides predefined language groupings for use with sentiment endpoints to optimize caching
  • /sources/presets - Endpoint for retrieving all source presets with corresponding sources
    • Purpose: Provides predefined source groupings for use with sentiment endpoints to optimize caching

Changed

• Modified /event_metrics/live/ticker/batch endpoint:
  • Maximum batch size reduced to 5 tickers
  • Pagination removed
  • Lookback fixed to a 5-hour window (lookback parameter removed)
  • This endpoint is best suited for infrequent batch queries; for frequent per-ticker queries use /event_metrics/live/ticker/{ticker}

Deprecated

• Macro sentiment V1/V2 endpoints /macro/sentiment/V1 and /macro/sentiment/V2 will be removed on 2025-11-01

  • Migration Strategy:
    • For live data: Use /macro/live/sentiment/{model_id} (replace with appropriate model_id)
    • For historical data (past month): Use /macro/historical/sentiment/{model_id} with pagination
    • For complex analytical queries: Use /macro/query/sentiment for custom analysis, backtesting, and research
  • Note: All deprecated endpoints remain fully functional until removal date

• Regional macro endpoint /macro/regional is deprecated and will be removed on 2025-11-01

  • Migration Strategy:
    • For live regional queries: Use /macro/live/regional for past 24 hours data
    • For historical regional data: Use /macro/historical/regional for past month with keyset pagination
    • For complex regional analysis: Use /macro/query/regional for one-off analytical queries with custom parameters
  • Note: The deprecated endpoint remains fully functional until removal date

Removed

• Sentiment historical data endpoints — permanently removed after reaching their deprecation sunset date:

  • /sentiment/versions
  • /sentiment/download/{ticker}

• Macro historical data endpoints — permanently removed after reaching their deprecation sunset date:

  • /macro/versions
  • /macro/download/{model_id}

• direction_reasoning field removed from all event responses