Insights-as-a-Service
Access pre-computed metrics derived from aggregated financial communications. These metrics are calculated using ZettaQuant's proprietary models and aggregated at the document level.
Beta
This API is currently in beta.
Prerequisites: Authentication & API Setup
Available Datasets
| Dataset ID | Name | Description | Details |
|---|---|---|---|
wcb | World Central Banks | Monetary policy metrics from 19 central banks. | View Details |
earnings | US Earnings Calls | Financial metrics from US earnings call transcripts. | View Details |
Standard Metrics
These metrics are pre-computed for the dataset:
| Metric | Description | Formula | Range |
|---|---|---|---|
| uncertainty | Measure of uncertainty in communication | (uncertain - certain) / total | -1 to 1 |
| stance | Monetary policy stance (hawkish vs dovish) | (hawkish - dovish) / (total - irrelevant) | -1 to 1 |
Interpretation
- Uncertainty: Positive values indicate more uncertainty; negative values indicate more certainty.
- Stance: Positive values indicate a hawkish stance; negative values indicate a dovish stance.
API Endpoints
1. List Available Metrics
Get info about datasets, metrics, filters, and aggregation levels.
- URL:
GET /v1/metrics
2. Get Document Metrics
Retrieve document-level metrics with optional filters.
- URL:
GET /v1/metrics/{dataset_id}/documents - Path Parameters:
dataset_id(e.g.,wcb).
Common Query Parameters:
limit: Max rows (1-10000, default 1000).offset: Pagination offset.format:jsonorcsv.metric: Specific metric to return (default:all).
See Dataset Details for dataset-specific filters like
bank_nameoryear.
3. Get Metrics Summary
Get aggregate statistics (avg, min, max, count) for dataset metrics.
- URL:
GET /v1/metrics/{dataset_id}/summary
Common Filters
The following filters are available across all datasets:
| Parameter | Description | Format |
|---|---|---|
year | Filter by year | Integer (e.g., 2024) |
start_date | Start of date range | YYYY-MM-DD |
end_date | End of date range | YYYY-MM-DD |
metric | Specific metric(s) to summarize | Comma-separated (e.g., stance,uncertainty) |
Dataset-specific filters (e.g., bank_name for WCB, ticker and quarter for Earnings) also exist as well
Support
- Email: support@zettaquant.ai