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Signals

Oracle trading signals are point-in-time, directional indicators that the QuantConomy platform derives from the data it ingests — news sentiment, price movements, volume anomalies, technical indicators, SEC filings, and prediction market activity. Each signal attaches to an entity (an asset, a market, or a prediction market), carries a strength and a direction, and includes a human-readable explanation of why it fired.

A signal is a compact, machine-readable judgement rather than raw data. Its core fields are:

  • signalType — the family the signal belongs to (NEWS, VOLUME, PRICE, TECHNICAL, and more), with signalSubType / signalSubSubType for finer classification (e.g. VOLUME_SPIKE, BREAKOUT).
  • entityType + entityId — what the signal is about (ASSET, MARKET, PREDICTION_MARKET).
  • signalStrength — confidence/intensity on a 0–100 scale.
  • signalDirection — one of VERY_BULLISH, BULLISH, SLIGHTLY_BULLISH, NEUTRAL, SLIGHTLY_BEARISH, BEARISH, VERY_BEARISH.
  • reasoning — a plain-language explanation of the signal.
  • signalAt, expiresAt, createdAt — when the condition occurred, when the signal lapses, and when it was generated.

The single-record endpoint additionally returns a metadata object with extra context (asset symbols, topic context, and other signal-specific detail).

Signals are queryable over standard REST. List and detail reads are credit-metered for authenticated requests:

EndpointDescriptionCredits
GET /api/v1/signalsPaginated list of signals, filterable by type, entity, direction, strength and asset.2
GET /api/v1/signals/:idA single signal by id, including its metadata.1
GET /api/v1/signals/by-entry/:entryIdSignals generated from a specific news entry (where that entry was the source).1

The list endpoint accepts these query parameters: limit, page, signalType, entityType, signalDirection, minStrength, assetId, and includeExpired. Browse the exact schema for each in the signals reference tag.

List the strongest recent bullish signals for assets:

Terminal window
curl "https://api.quantconomy.com/api/v1/signals?entityType=ASSET&signalDirection=BULLISH&minStrength=70&limit=10" \
-H "Authorization: Bearer mtk_your_key_here"

A successful response uses the standard list envelope:

{
"success": true,
"data": [
{
"id": "7c9e6679-7425-40de-944b-e07fc1f90ae7",
"signalType": "VOLUME",
"signalSubType": "VOLUME_SPIKE",
"entityType": "ASSET",
"entityId": "550e8400-e29b-41d4-a716-446655440000",
"signalStrength": 82,
"signalDirection": "BULLISH",
"reasoning": "Trading volume 4.2x the 30-day average with positive price action.",
"signalAt": "2026-06-05T13:40:00.000Z",
"expiresAt": "2026-06-06T13:40:00.000Z",
"createdAt": "2026-06-05T13:41:02.000Z"
}
],
"meta": { "totalCount": 12483, "count": 10, "limit": 10, "page": 1, "hasMore": true }
}

To receive signals the moment they fire — instead of polling the list endpoint — subscribe to the Server-Sent Events stream at GET /api/v1/signals/stream. It pushes each new signal as it is generated and supports server-side filtering by entityType and minStrength.

See the Streaming signals guide for the full SSE event shapes (open, signal, heartbeat, error), reconnection handling, and runnable client examples.