Data & Datasets

What is in the catalogue

• Prices: full history across timeframes for US stocks, ETFs, major indices and crypto, with real-time quotes on paid plans.
• Fundamentals and filings: income statements, balance sheets, cash flows, segment revenue and key ratios, tied to the SEC filings they come from, with the filing vintage preserved.
• Transcripts and earnings: earnings calendars, estimates, surprises and call transcripts.
• Options: chains, snapshots, open interest, flow, dealer positioning, dark pool activity and historical context.
• Positioning and flows: short interest and short volume, institutional 13F holdings, insider activity, congressional trades, fund flows.
• Macro, rates and credit: central-bank calendars, rates, credit and capital-markets activity.
• Alternative data: sentiment, community attention, aviation, energy and other sources added as they are verified.
• Private markets and deals: startups, funding rounds, investors, mergers and acquisitions, drawn from filings and announcements.

Point-in-time, by design

Financial data is only useful if you know when it was knowable. Sigmo's panels are point-in-time: values are aligned to the date they became known, not the period they describe, so a backtest cannot peek into the future. Events keep every filing vintage instead of collapsing them.

Quality you can see

The data catalogue shows coverage dates, update cadence and quality notes for each dataset, so you know what you can and cannot test before you start.

One place to use it

The same data feeds the assistant, the charts, the screener, the notebooks and the API. Ask a question in chat, chart it, screen on it or pull it into a notebook: it is the same source every time.