Market prices
Real-time and historical prices for stocks, ETFs, indices, forex and crypto, from licensed institutional providers and major crypto exchange feeds. Years of history power charts and backtests.
Data
An AI copilot is only as good as the data it reads. Obside grounds every answer, alert and backtest in licensed institutional market feeds, official sources such as the Federal Reserve, the ECB and the SEC, and a news flow monitored around the clock. Here is what that covers, and why it matters.
Real-time and historical prices for stocks, ETFs, indices, forex and crypto, from licensed institutional providers and major crypto exchange feeds. Years of history power charts and backtests.
Financial statements, earnings and estimates, valuation and quality metrics, plus SEC EDGAR filings monitored continuously, so answers rest on reported numbers rather than headlines.
FINRA short interest, CFTC Commitments of Traders reports and institutional holdings show how other market participants are positioned.
Series from the Federal Reserve (FRED), the ECB, the IMF, the World Bank, the BIS and national central banks, plus the economic calendar: rate decisions, inflation prints, employment reports.
Official energy data from the EIA, together with commodity and fuel pricing, the raw inputs behind inflation and macro analysis.
Spot prices, DeFi activity, network fees, funding rates, open interest, options skew and fear and greed readings across crypto markets.
A deduplicated financial news flow, social sentiment, prediction-market signals and live web search when a question needs something fresher than any database.
Structured monitoring of geopolitical developments, sanctions, natural disasters, cyber incidents and public-health events that can move markets.
Proprietary 0 to 100 scores such as market stress, volatility regime and fear and greed condense dozens of raw series into readings your agents can act on.
Key data categories come from more than one source with priority routing, so one provider having a bad day does not become your problem.
Every series carries its timestamp, and stale data is detected instead of being silently served.
Historical data is stored point-in-time: a backtest only ever sees what was actually knowable on each simulated date.
The same story reported ten times counts once, so alerts trigger on new information rather than echoes.
Prices come from licensed institutional providers and major crypto exchange feeds. Fundamentals come from reported financials and SEC EDGAR filings. Macro series come from official sources such as the Federal Reserve, the ECB, the IMF, the World Bank and the BIS.
Obside works with real-time and historical prices depending on the asset class and venue. Filings and news are monitored continuously, and every series carries a timestamp with staleness detection so outdated data is flagged instead of silently used.
Yes. When a question needs fresher context than the structured feeds provide, Obside can run a live web search on top of its market, macro and news data.
No. Historical data is stored point-in-time, so a backtest only sees the information that existed on each simulated date. This avoids lookahead bias, one of the most common ways backtests flatter a strategy.
No. Key categories are covered by more than one licensed provider with priority routing, alongside public institutional sources such as the Federal Reserve, the ECB, the SEC, the IMF and the EIA.
Looking for the complete, always-current reference of every dataset Obside uses? The documentation keeps the full list.