Events
Discrete things that happened, on one timeline across every ticker.
| Method | Path | Summary |
|---|---|---|
| GET | https://api.tickerbot.io/ | One timeline over every event log: earnings, dividends, splits, insider transactions, analyst actions, plus opt-in signal firings and news. |
| GET | https://api.tickerbot.io/ | Quarterly earnings reports, timestamped at the report date. Reported vs estimated EPS and the surprise. |
| GET | https://api.tickerbot.io/ | Cash-dividend declarations. Doubles as a dividend calendar. |
| GET | https://api.tickerbot.io/ | Stock splits and reverse splits, timestamped at the execution date. |
| GET | https://api.tickerbot.io/ | Officer and director trades (Form 4 activity). |
| GET | https://api.tickerbot.io/ | Upgrades, downgrades, initiations, and price-target changes; hourly, 24/7. |
| GET | https://api.tickerbot.io/ | Headlines as events, opt-in. /v2/news is the search surface. |
| GET | https://api.tickerbot.io/ | Boolean flips as enter/exit point-events, opt-in. |
| POST | https://api.tickerbot.io/ | Webhook on new earnings, dividends, splits, insider filings, or analyst actions. |
The kinds
Each is backed by its own archive; the payload differs, the envelope doesn’t. The last two are explicit opt-ins — name them in kind to include them.
| kind | payload | latency |
|---|---|---|
earnings | fiscal_period_end, reported_eps, estimated_eps, surprise, surprise_pct, report_time | Daily — the evening ET ingestion pipeline |
dividend | amount, ex / pay / record / declared dates, type, frequency | |
split | split_from, split_to, ratio | |
insider | executive, title, security_type, action, shares, price, value | |
analyst | firm, analyst, action, rating (+ previous), price_target (+ previous), importance | ≤ 1 hour — hourly feed, 24/7 |
news (opt-in) | title, source, url, sentiment_score, sentiment | ≤ 15 minutes — live news feed |
signal (opt-in) | signal, direction (enter / exit), price at the edge, definition_version | ≈ 1 minute — written by the minute pipeline |
news mirrors the article archive into the timeline; /v2/news remains the full-fidelity news surface (publisher metadata, topic filters, its own SQL grammar).
Read them, or subscribe
Query the whole stream, narrow to one entity, or fire a webhook on ingest.
All events is the cross-ticker query surface — it speaks the SQL grammar over (ticker, ts, kind, payload), so you can filter on payload fields and roll up by any of them (every kind except signal, which needs signal= for q, and takes no group_by). With join=state the grammar widens to ticker-state signals evaluated as of each event's timestamp — “downgrades on stocks above their 200-day” in one call. Narrow to a single ticker with ?ticker=.
To be pushed on new events instead of polling, create an event-trigger webhook — POST /v2/webhooks (or the /v2/events/subscribe shortcut). Event webhooks fire on ingest, so their latency is the cadence above, not the sub-minute path of state webhooks. (Event triggers cover the five corporate kinds; for pushes on signal flips, use a signal trigger instead.)