Financial data built on primary sources.
Synapse Discovery provides US equity, fund and macroeconomic data to quantitative researchers, developers and AI systems, assembled directly from regulatory filings and official statistical releases.
counted 2026-10-11
58,012
listings with daily prices
18,629
of them delisted
Receipt
Equities
Daily OHLCV for US equities and ETFs, delisted, bankrupt and acquired names included, served raw, split-adjusted or total-return. Statements parsed from SEC XBRL filings, with the filing date beside each period.
Funds
ETFs and mutual funds with full position sets from SEC N-PORT reports (the portfolio as filed, not a top-ten snapshot), plus NAV history and SEC-sourced fees.
Macroeconomic series
Interest rates, inflation, output and employment, sourced primarily from the US Treasury, Federal Reserve statistical releases, the Bureau of Labor Statistics, the Bureau of Economic Analysis and the EIA, with point-in-time vintages for the major revised series, dated by when each snapshot became public, not by the label the publisher gave it. Most vintages are quarterly snapshots, so an as-of answer can trail the latest release by up to a quarter.
Insider activity
SEC Forms 3, 4 and 5 resolved person by person across issuers, with Rule 10b5-1 plan status where the filing records it, on the Quant plan.
How we build it.
Four rules decide what the API returns.
- Rule 1Where we hold the day a record became public, the answer is keyed to that day; where we don't, the response names the basis it used.
- Rule 2Delisted securities keep their tape; a print we can't confirm as traded is labelled or withheld.
- Rule 3From 2011, statements are served as first filed; a later restatement is a separate, dated record.
- Rule 4When a value fails our checks, we serve null with a named reason rather than a number.
Fundamentals come from SEC filings, fund holdings from N-PORT, insider activity
from Forms 3, 4 and 5, and macro series from the agencies that publish them.
Where a figure is derived rather than filed, the response says so, and
meta.coverage reports which fields are populated.
Our classifications (sector, category, style box, star rating and the SD2000 index) are computed in-house from public filings and published as first-party classifications; they are not industry-standard schemes and are never presented as such.
A REST API and a native
Model Context Protocol server on every plan (an
agent can connect and start querying without a key; a trial quota applies), and
bulk Parquet files on the Quant plan. Documentation is at /docs;
machine-readable descriptions are served at /llms.txt and
/api/v1/openapi.json.
Known gaps and limitations are published on Known limitations; terms of use are set out in our Terms of Service.
Pick a date. Ask what was public.
Create a free key and try it on your own question. Paid plans add history, volume and bulk files.