EOT Pro DeepStreet filters out a huge amount of repeated events so that you see only relevant events. EOT Pro’s DeepStreet API leverages machine learning based on economic data, corporate news, and breaking news to provide analytics around how events may move stocks providing price prediction windows between 20 minutes and 3 hours.

This dataset would be best applicable for short-term alpha generation for clients trading the news or risk mitigation for portfolio monitoring.

Data descriptions


Name of the well


(14-digit yyyyMMddHHmmss format)

News sentiment

(between 0 and 1)

News Relevance

Date the well is spud as classified by third party.

News repeat

(0 = Novel, 1 = Repeated once, 2 = Repeated twice)

Stock price

Price of security (at the time of the signal)

Urgency level

(1 = Least urgent, 3 = Most urgent)

Broker action code

(0 = undefined, 1 = upgrade, 2 = downgrade, 3 = maintain, 4 = broker)

News Headline

Headline from news item


​(Dollar​ ​amount​ ​of​ ​gain​ ​or​ ​loss)


​(of​ ​success​ ​for​ ​the​ ​prediction​ ​in​ ​%)






This command retrieves the latest news signals produced in last 60 seconds along with prediction



This command retrieves all recent news signals along with EOTPRO prediction information ordered by their timestamps.


This command retrieves the historical TRNA news signals for a specified stock.


This command retrieves all recent news signals along with prediction information grouped by stock symbols.


This command retrieves all recent news bias entries for a particular index (typically for last 24 hours).


This command retrieves the latest news bias entries recorded for all four indices (YM, NQ, ES, TF).


Calling this method periodically (e.g. multiple times per minute) guarantees access to the most recent entries.



This command retrieves the latest information regarding the future predictions for all four indices (YM, NQ, ES, TF). This information is typically represented in EOTPRO web portal (Indices page) by green or red arrows in front of the price chart.


This command retrieves minute by minute status of news bias and momentum for indices (YM,

NQ, ES, TF).


Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets.  These sample files demonstrate a sample of the formats and content that can be delivered