quantgist

Official Python SDK for the QuantGist macro economic event API. Get real-time and historical central bank decisions, employment reports, inflation releases, and more — with a single line of Python.

Get a free API key at quantgist.com/signup.

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Install

pip install quantgist

Or with uv:

uv add quantgist

Requires Python 3.10+.

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Quick start — sync

from quantgist import QuantGistClient

client = QuantGistClient(api_key="qg_live_...")

# Macro events
response = client.get_events(impact="high", currency="USD", limit=10)
for event in response.data:
    print(event.release_time, event.title, event.actual)

# Fetch a single event by ID
event = client.get_event("evt_abc123")
print(event.title, event.surprise_score)

# Earnings — upcoming reports
upcoming = client.get_earnings_upcoming(limit=10)
for e in upcoming.data:
    print(e.report_date, e.ticker, e.eps_estimate)

# Earnings — per-ticker beat/miss summary
summary = client.get_earnings_summary("AAPL")
print(f"AAPL beat rate: {summary.beat_rate:.0%}")

# Markets overview
overview = client.get_markets_overview()
for q in overview.data:
    print(q.symbol, q.close, q.change_pct)

# Changelog (no auth required)
changelog = client.get_changelog()
print(changelog.data[0].version, changelog.data[0].summary)

Quick start — async

import asyncio
from quantgist import AsyncQuantGistClient

async def main():
    async with AsyncQuantGistClient(api_key="qg_live_...") as client:
        response = await client.get_events(
            impact="high",
            currency="USD",
            from_date="2024-01-01",
            to_date="2024-12-31",
        )
        for event in response.data:
            print(event.release_time, event.title, event.actual)

asyncio.run(main())

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Environment variable

Set QUANTGIST_API_KEY and omit the api_key= argument entirely:

export QUANTGIST_API_KEY="qg_live_..."

client = QuantGistClient()  # reads from env

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API reference

QuantGistClient(api_key, base_url, timeout)

Parameter	Type	Default	Description
api_key	str | None	None	API key. Falls back to QUANTGIST_API_KEY env var.
base_url	str	"https://api.quantgist.com/v1"	Override for self-hosted or staging environments.
timeout	float	30.0	Request timeout in seconds.

Raises AuthenticationError immediately if no key is found.

Supports use as a context manager:

with QuantGistClient(api_key="qg_live_...") as client:
    response = client.get_events()

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Methods — macro events

Method	Returns	Description
get_events(*, from_date, to_date, country, currency, impact, symbol, limit)	EventsResponse	Fetch a paginated list of macro events with optional filters.
get_event(event_id)	Event	Fetch a single event by its unique ID.
close()	None	Close the underlying HTTP connection. Called automatically as a context manager.

get_events parameters

Parameter	Type	Default	Description
from_date	date | datetime | str | None	None	Start of time range (ISO 8601, e.g. "2024-01-01").
to_date	date | datetime | str | None	None	End of time range (ISO 8601).
country	str | None	None	ISO 2-char country code, e.g. "US", "GB".
currency	str | None	None	Currency code, e.g. "USD", "EUR".
impact	"low" | "medium" | "high" | None	None	Filter by market impact level.
symbol	str | None	None	Instrument symbol, e.g. "XAUUSD", "EURUSD".
limit	int	50	Maximum number of results (1–500).

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Methods — earnings

Method	Returns	Description
get_earnings(*, ticker, from_date, to_date, sector, beat_miss, cursor, limit)	EarningsResponse	Filtered, cursor-paginated list of earnings events.
get_earnings_upcoming(*, limit)	EarningsResponse	Next N upcoming earnings reports ordered by date.
get_earnings_for_ticker(ticker, *, cursor, limit)	EarningsResponse	Earnings history for a single ticker.
get_earnings_summary(ticker)	EarningsSummary	Beat/miss/in-line counts for a ticker.
get_earnings_history(ticker, *, cursor, limit)	EarningsResponse	Paginated earnings history (Pro+ plan required).
get_earnings_surprises(*, limit)	list[EarningsSurprise]	Largest cross-market EPS surprises.
get_earnings_movers(*, limit)	list[EarningsMover]	Earnings events ranked by price/volume impact.
get_earnings_week_calendar()	EarningsWeekCalendar	Week-ahead earnings calendar grouped by day.
get_earnings_season_summary()	EarningsSeasonSummary	Index-level aggregate for the current earnings season.

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Methods — markets

Method	Returns	Description
get_markets_overview()	MarketsOverviewResponse	Major indices and instruments (EOD Stooq data).
get_markets_sectors()	MarketsOverviewResponse	Major sector ETF quotes.
get_markets_currencies()	MarketsOverviewResponse	Major currency pair quotes.
get_markets_commodities()	MarketsOverviewResponse	Major commodity quotes.
get_market_quote(symbol)	MarketQuote	Latest EOD quote for a single symbol.

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Methods — changelog

Method	Returns	Description
get_changelog()	ChangelogResponse	Public API changelog — no elevated plan required.

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AsyncQuantGistClient

Drop-in async replacement. Identical constructor and method signatures; all methods are async. Additionally supports a page: int parameter on get_events for explicit pagination.

async with AsyncQuantGistClient(api_key="qg_live_...") as client:
    page1 = await client.get_events(limit=100, page=1)
    page2 = await client.get_events(limit=100, page=2)

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Data models

Event

Field	Type	Description
id	str	Unique event identifier.
title	str	Human-readable event name, e.g. "US Non-Farm Payrolls".
country	str	ISO country code of the releasing country.
currency	str	Primary affected currency.
release_time	datetime	Release timestamp (UTC, timezone-aware).
impact	"low" | "medium" | "high"	Market impact classification.
forecast	float | None	Analyst consensus forecast.
previous	float | None	Prior period's value.
actual	float | None	Released actual value (None if not yet released).
surprise_score	float | None	Deviation of actual vs forecast, normalised.
affected_symbols	list[str]	Instruments expected to react (e.g. ["EURUSD", "XAUUSD"]).
source	str	Data source identifier.

EventsResponse

Field	Type	Description
data	list[Event]	The list of events.
meta	ResponseMeta	Pagination and rate-limit metadata.

ResponseMeta

Field	Type	Description
total	int	Total matching events (across all pages).
page	int	Current page number.
per_page	int	Results per page.
rate_limit_remaining	int | None	Remaining requests in the current window.

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EarningsEvent

Field	Type	Description
id	str	Unique earnings event identifier.
ticker	str	Stock ticker symbol.
company_name	str	Company display name.
report_date	date	Date of the earnings release.
fiscal_quarter	str | None	Fiscal period label, e.g. "Q1 2025".
eps_estimate	float | None	Consensus EPS estimate.
eps_actual	float | None	Reported EPS (None if not yet released).
revenue_estimate	float | None	Consensus revenue estimate (USD).
revenue_actual	float | None	Reported revenue (None if pending).
surprise_pct	float | None	EPS % surprise vs estimate.
beat_miss	"beat" | "miss" | "in-line" | None	Outcome classification.
market_cap	float | None	Market cap at time of report (USD).
sector	str | None	GICS sector.
report_time	"before_open" | "after_close" | "during_market" | None	When the report was released.
sec_filing_url	str | None	URL to the SEC EDGAR 8-K filing.
sec_accession_number	str | None	SEC accession number, e.g. "0000320193-26-000001".
sec_filed_at	date | None	Date filed with the SEC.
field_sources	dict[str, str]	Provenance map per field, e.g. {"eps_actual": "fmp", "sec_filing_url": "sec_edgar"}.

EarningsSummary

Field	Type	Description
ticker	str	Ticker symbol.
company_name	str | None	Company display name.
beat	int	Number of quarters where EPS beat estimates.
miss	int	Number of quarters where EPS missed estimates.
in_line	int	Number of in-line quarters.
total	int	Total quarters in the history.
beat_rate	float | None	Beat rate as a percentage (0–100).

MarketQuote

Field	Type	Description
symbol	str	Instrument symbol.
name	str | None	Display name.
close	float	Latest close price.
open	float | None	Open price.
high	float | None	Day high.
low	float | None	Day low.
volume	float | None	Volume.
change_pct	float | None	Day change percentage.
as_of	date | None	Quote date.

ChangelogEntry

Field	Type	Description
version	str	Semantic version string.
date	date	Release date.
summary	str	Short description of the release.
breaking	bool	Whether this version contains breaking changes.
changes	list[str]	Bullet-point change list.

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Error handling

All exceptions inherit from QuantGistError and expose a .status_code attribute.

from quantgist import (
    QuantGistClient,
    QuantGistError,
    AuthenticationError,
    RateLimitError,
    NotFoundError,
    PlanUpgradeRequired,
)

client = QuantGistClient(api_key="qg_live_...")

try:
    event = client.get_event("evt_does_not_exist")
except AuthenticationError as e:
    # 401 — invalid or missing API key
    print(f"Auth failed: {e}")
except RateLimitError as e:
    # 429 — too many requests; upgrade plan or back off
    print(f"Rate limited (status {e.status_code}): {e}")
except NotFoundError as e:
    # 404 — event ID does not exist
    print(f"Not found: {e}")
except PlanUpgradeRequired as e:
    # 402 — feature requires a higher subscription tier
    print(f"Upgrade required: {e}")
except QuantGistError as e:
    # catch-all for any other API errors
    print(f"API error {e.status_code}: {e}")

Exception	HTTP status	Cause
AuthenticationError	401	Invalid or missing API key.
RateLimitError	429	Request quota exceeded for the current plan.
NotFoundError	404	The requested resource does not exist.
PlanUpgradeRequired	402	Feature is not available on the current plan tier.
QuantGistError	any	Base class; wraps all other unexpected errors.

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Examples

See the examples/ directory for runnable scripts covering:

• Basic event fetch and filtering
• Async batch fetching across multiple currencies
• Pandas DataFrame integration
• Discord bot with real-time event alerts

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Links

• API docs: quantgist.com/docs
• Sign up for a free key: quantgist.com/signup
• GitHub: github.com/quantgist/quantgist-python
• Issue tracker: github.com/quantgist/quantgist-python/issues