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Company News Events is the live event feed for a company. Filings, news wires, Asian exchange disclosures, IR-site posts and earnings calls flow into one labelled stream, and the output is one row per event, not per article. Ten write-ups of a single earnings print collapse into one event with its event-type label, its direction, its peak impact, how many articles carried it, and the strongest read among them.
Plan: Fund · Credits: 1 per call

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What You Can Use Company News Events For

Monitor what happened this week, what is new since earnings, or what moved across a watchlist. Find recent catalysts for a name. Drop to Company News Articles when you need the individual write-ups behind an event. Its role is recent monitoring, not historical research. For fundamentals, or for anything before the feed’s start, go to the filings and statement datasets directly.

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One Event Can Mix Sources

An event routinely holds more than one kind of source: the wire write-up, the company’s own SEC 8-K, an Asian exchange filing from Japan TDnet, Korea DART or Taiwan MOPS, the company’s IR page, and the earnings call. publishers lists who carried it, and channel on the per-article rows says which kind each was.
The headline and the reason come from the event’s strongest article, not merged from all of them. A filing missing from publishers is therefore not evidence that the company filed nothing.

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Direction and Impact Are This System’s Reading

direction — bullish, bearish or neutral — and peak_impact, on a 0 to 100 scale, are the model’s judgment of the articles. They are not a price move and not a forecast. human_reviewed marks events a person has checked. Attribute them that way when quoting them.

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Knock-On Events

Each event also carries reaches: the companies that event hits without naming them, each with a direction, a magnitude and the channel it travels down — product, relationship or competition. Set relation to knock_on to run that the other way and get the events repricing this company that never mention it. Knock-on rows are inferences from filed relationships, never reporting. They carry peak_magnitude rather than peak_impact, on a different scale, so the two are never sorted together.
A null reaches means the knock-on pass never ran. It is gated on a first-order impact of 70, so roughly 95% of events have none. It does not mean the event hits nobody.

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Company News Events Coverage

Coverage starts 2026-07-26 and there is no history before it. An empty result for July means the feed did not exist.More generally, an empty result means nothing about this name cleared the scoring bar — not that nothing was published.

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Company News Events Date Convention

first_at and last_at are when coverage started and when it was last updated, on the event’s own clock. weakest_time_basis is the least precise clock among the articles in the event. Trust first_at and last_at only to that level, and check it before comparing them against another source’s timestamps. occurred_on carries the 8-K’s own Period of Report where one exists.

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Key Company News Event Fields

event_id is the stable key for the event; articles with no grouping get news:<id>. relation is direct when the articles name the company, or knock_on when the company is reached by inference. ticker is the symbol the row is about. n_articles is how many write-ups collapsed into it. peak_impact is the strongest per-article impact score, on direct rows only. peak_magnitude is the strongest knock-on magnitude, on knock-on rows only — a different scale, and never both set. via is the knock-on channel, null on direct rows. event_type is one of the news layer’s 34 coarse families — earnings, guidance, merger_acquisition, narrative_change and so on — normalised on read, so rows written before the August 2026 vocabulary unification are translated to the same family names. headline, why and link come from the strongest article. publishers lists every outlet that carried it.

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Company News Events Sources

The feed aggregates news wires, SEC filings, Asian exchange filings, company IR pages and earnings calls. The labels, direction and impact scores are FocusAlpha’s reading of those sources; the knock-on rows are inferences drawn from filed relationships.

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Query Company News Events

Use the news events endpoint for one company.
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string
required
A company_id, ticker, CIK or ISIN.
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string
default:"direct"
direct for events that name this company, knock_on for events that reach it by inference, or both to get each kind labelled.
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string
bullish, bearish or neutral.
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integer
Minimum peak impact, 0 to 100. Direct rows only.
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integer
Minimum knock-on magnitude, 0 to 100 — a different scale from min_impact. Most sit between 20 and 40.
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string
ISO timestamp lower bound. until sets the ceiling.
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boolean
Include future calendar entries.
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integer
Rows per page, up to 200. Page through with cursor.
See also Company News Articles for the individual write-ups, Macro and Policy News for events that move markets without naming a company, Structured 8-K Events for the filing detail behind a headline — the same event_id joins them — and Corporate Events for registry-level splits and ticker changes.