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Real-Time Events is the group of FocusAlpha datasets that answer “what just happened”. They read SEC filings, news wires, Asian exchange filings, company IR pages and earnings calls as those arrive, and they are built for monitoring rather than for historical research. Every dataset in this group is a recency product. They carry weeks or months of history, not archives, and each one’s start date is stated below and returned in its response.

The Real-Time Event Datasets

Company News Events

Filings, wires and IR posts aggregated into one labelled event per story.

Company News Articles

The individual write-ups behind an event.

Structured 8-K Events

What an 8-K said, as fields, minutes after it hits EDGAR.

Exchange Disclosures

Taiwan, Korea and Japan announcements from the local markets.

Macro News Themes

Policy and macro events that name no company.

Prediction Market Prices

What money is betting on a company, as hourly snapshots.

What Each One’s Latency Actually Is

Structured 8-K events run at a median of 12 minutes from SEC acceptance to extraction, with 94% inside 30 minutes. A filing accepted in the last few minutes may not have rows yet. The news feeds poll continuously and update within minutes. Exchange disclosures update daily. Prediction market prices are hourly snapshots between 12:00 and 24:00 UTC, with a roughly 12.5-hour gap overnight. A price fetched at 08:00 UTC is eight hours old, and as_of_age_minutes says exactly how old.

What Each One’s History Actually Is

The news event feed and news articles start 2026-07-26. Exchange disclosures start 2026-06-15 for Japan, 2026-07-22 for Taiwan and 2026-07-28 for Korea. Structured 8-K events and 8-K exhibits are backfilled backwards, so their floor moves. Read coverage.available_from on the response.
Do not build historical studies on these feeds. Use SEC filings, financial statements and guidance for history.

An Empty Result Rarely Means Nothing Happened

On the news feeds, an empty result means nothing about that name cleared the scoring bar — not that nothing was published. On 8-K events, an empty result for a very recent filing is the extraction gap, not an absence of events. On exchange disclosures, an empty markets_searched means the company lists in none of the three markets, which is different from listing in one and announcing nothing.

Scores and Directions Are This System’s Reading

direction and impact_score on the news layer are the model’s judgment of an article, not a price move and not a forecast. Knock-on rows are inferences drawn from filed relationships, never reporting, and they carry peak_magnitude on a different scale from peak_impact. Attribute them that way whenever you present them.

Real-Time Event Plans

Every dataset in this group is Fund plan, except where noted on its own page. See also Coverage and freshness for how each dataset reports its own window, and Company Screening, whose event axis exposes the same event families as a cross-company filter.