Trading Signals
Get the news your models need before the market prices it in.
Trading desks don’t need another newsroom. They need clean, low-latency, machine-readable signal across markets, languages and asset classes. Hizer ingests global news in real time and delivers it as structured, entity-tagged data — ready for algos, quant models and surveillance systems.
What you get
Low-latency, machine-first
Articles are ingested, enriched and delivered within minutes of publication. Structured JSON over REST API or push streams — no preprocessing, no scraping, no format translation before it hits your models.
Entity-tagged, model-ready
Companies, instruments, people, places and events are resolved and tagged on every article. Your models filter by what they actually trade — tickers, issuers, commodities, regions — instead of free-text matching.
Built for any strategy
Algo, quant, crypto, equity, FX, commodities, macro and discretionary desks all consume the same enriched stream. Topic, sentiment and risk fields make it easy to backtest news-driven signals against historical data.
Where it earns its keep
Algo & quant signal generation
Feed structured, entity-tagged news directly into signal-generation pipelines. Use sentiment, event types and risk fields as features alongside price, flow and alternative data.
Crypto and 24/7 markets
Monitor crypto-native outlets, regulator bulletins, exchange notices and global press in real time, around the clock — across the languages where the market actually reacts first.
Surveillance and risk overlays
Run continuous adverse-media and event detection across portfolios, counterparties and underlyings — feeding pre-trade, intraday and post-trade risk and surveillance systems.
Your questions, answered
What is the typical latency from publication to delivery?
Articles are typically ingested, deduplicated and enriched within minutes of publication, then delivered over API or push stream. Latency profiles can be tuned for desks that prioritise speed over completeness.
How does this differ from a wire feed?
Wires are fast on a curated, mostly English-language slice of the world. Hizer covers the long tail — 235,000+ sources across 135 languages and 230 Countries and Jurisdictions — and ships every article with entity, topic, event, sentiment and risk enrichment your models can consume directly.
Can we backtest against historical data?
Yes. Historical archives of enriched articles can be made available so quant teams can backtest news-driven signals against the same schema they use in production.
How fast can we go live?
The API and feed schemas are stable and documented. Most trading and risk integrations go from sandbox to production in days, not months.