Quiver Quantitative - API Feeds

Owned by Graham Tolson (Deactivated)
Last updated: Aug 11, 2021
3 min read

10-14 data products in the API bulk feeds. Some of the products are set up as “true” bulk api feeds others are not and require iterating through each ticker to pull all of the historical data . Initially, we will only be looking to onboard the data products referenced below.

  1. Congress Trading

  2. Government Contracts (All and Quarterly)

  3. Corporate Lobbying

  4. Off-Exchange Trading

  5. Wikipedia Pageviews

  6. WallStreetBets Discussion (Daily)

  7. WallStreetBets Discussion (Comment-Level)

  8. r/SP ACs Discussion

  9. r/Cryptocurrency Discussion

  10. Corporate Twitter Followers

  11. Patents

  12. Corporate Flights

  13. InstitutionalHoldings

 

API throttle/ limit is 100 per second (not a concern for our use cases)

API docs - includes dictionary elements, some supplementary PDF docs are attached.

http://api.quiverquant.com/docs

 

The "Date" attribute to the live feeds on the Twitter, Wikipedia, off-exchange, and r/SPACs endpoint

Direct data provider response to questions/issues. See below.

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If you call api.quiverquant.com/beta/companies, you should get a list of all the tickers in our universe. You will then be able to iterate through each endpoint, and call the /historical/<ticker> methods to backfill the historical data. You will likely run into our rate limits if you try to do this all at once, but if you’d like, we can set-up a time period outside of market hours where we turn off your limits to allow you to grab everything you need.



See responses to issues below:

  • Off-Exchange

    • Is the data available for every day and is it new data (NOT repeat data)? This would exclude issue with holidays/weekend from the live API feed. 

    • What is the date for the data? T+1? No date included in the response.

      • Our /live/ endpoint returns the most recent data available from FINRA, as collected by our scraper which runs every night. Normally this means that the data will be T+1, but when FINRA doesn’t publish (should as holidays and weekends) it will remain stale. Let me know if it will be difficult for you to process this, and I can add a date column to that endpoint.

      •  

  • Wikipedia Pageviews

    • Just confirming, Is this 7 rolling average or cumulative sum 7 day rolling?

      • This is a cumulative sum, 7 day rolling

  • WallStreetsBets Comment Level (DOES NOT EXIST – NO DOCS)

    • Please explain why not found in docs.

      • This endpoint is the realtime version of the WallStreetBets Daily endpoint. Given that it sounds like we’re not working with realtime updates, we will probably not want to include this.

  • SPACs Discussions

    • What is the date for the data? T+1? No date included in the response.

      • The data is T+1. We can also add a date column to the /live/ endpoint here if needed.

  • Cryptocurrency Discussion (NO ACCESSS)  

    • Please provide access. 

      • Your key has now been given access.

  • Corporate Twitter Followers  

    • What is the date for the data? T+1? No date included in the response.

      • The data is T+1. We can also add a date column to the /live/ endpoint here if needed.

  • Patent

    • What format is the date coming in?

      • Patent drift and patent momentum are both proprietary metrics we’ve built on top of U.S. patent data (see more here: https://www.quiverquant.com/blog/060221 ). Their respective endpoint returns the ticker, a datetime, and a value for the metric on that datetime.

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